Error

Method

TP

FP

TP1

FP1

RSSE

PMSE

N_VAR

N(0,1)

LAD-SCAD

18.92 (3.29)

30.54 (17.81)

10.92 (1.69)

14.2 (6.98)

13.23 (2.62)

0.96 (0.18)

49.46 (18.9)

LAD-LASSO

14.98 (2.38)

29.68 (12.82)

6.98 (0.86)

12.18 (1.82)

10.91 (2.17)

0.77 (0.12)

44.66 (12.8)

LAD-Group

18.38 (3.51)

67.98 (9.53)

10.38 (1.53)

25.92 (6.55)

15.46 (3.38)

0.82 (0.16)

86.36 (9.5)

LS-SCAD

16.88 (3.92)

32.62 (11.69)

8.88 (1.09)

9.86 (4.78)

13.32 (2.97)

1.73 (0.26)

49.5 (12.0)

LS-LASSO

23.16 (4.41)

104.32 (11.58)

15.16 (2.14)

45.4 (9.89)

13.27 (2.88)

1.72 (0.28)

127.48 (12.1)

LS-Group

22.48 (5.12)

109.06 (13.91)

14.48 (2.15)

46.3 (11.12)

13.64 (3.05)

1.76 (0.24)

131.53 (14.2)

0.8 * N (0, 1) +

0.2 * Cauchy (0,1)

LAD-SCAD

15.3 (2.52)

25.8 (7.55)

7.3 (1.25)

10.28 (3.22)

12.31 (2.69)

0.86 (0.07)

41.1 (7.9)

LAD-LASSO

14.84 (1.42)

23.72 (2.61)

6.84 (1.42)

11.66 (1.8)

10.29 (2.33)

1.12 (0.12)

38.6 (2.8)

LAD-Group

14.5 (2.11)

32.22 (7.76)

6.5 (2.11)

14.34 (4.68)

13.62 (3.15)

0.92 (0.09)

46.72 (9.2)

LS-SCAD

13.2 (1.22)

17.64 (3.3)

5.2 (0.22)

12.28 (3.18)

10.58 (2.56)

2.05 (0.24)

30.64 (3.3)

LS-LASSO

18.28 (2.94)

59.32 (11.94)

10.28 (2.94)

26.48 (9.23)

10.55 (2.54)

1.99 (0.21)

77.6 (14.4)

LS-Group

16.72 (2.91)

58.68 (9.87)

10.16 (2.91)

22.32 (8.57)

11.67 (2.82)

1.82 (0.19)

74.4 (12.1)

t(2)

LAD-SCAD

22.8 (3.26)

36.36 (15.55)

12.33 (3.12)

16.28 (6.17)

10.86 (2.57)

1.01 (0.12)

59.16 (18.2)

LAD-LASSO

19.82 (2.08)

19.06 (4.63)

8.54 (2.78)

11.66 (3.28)

10.63 (2.25)

1.02 (0.09)

38.88 (5.3)

LAD-Group

22.84 (3.81)

46.16 (11.44)

11.64 (2.99)

24.92 (4.33)

12.98 (2.95)

0.95 (0.10)

69 (12.6)

LS-SCAD

19.5 (2.51)

21.3 (13.57)

9.38 (2.65)

18.76 (6.32)

10.12 (2.68)

2.14 (0.21)

40.8 (14.7)

LS-LASSO

29.4 (3.81)

67.96 (11.21)

16.84 (3.26)

27.11 (3.28)

10.09 (2.58)

2.13 (0.16)

97.36 (12.4)

LS-Group

29.16 (3.35)

65.04 (11.34)

16.27 (3.19)

26.6 (3.81)

11.48 (2.72)

2.13 (0.19)

94.2 (12.8)