Table 2 The average number of variables selected by the sparse logistic regressions with the L _1/2 , L _EN and L ₁ penalties in 30 runs

$\begin{array}{c}\hfill \rho =0.1,\hfill \\ \hfill \sigma =0.2\hfill \end{array}$

n=50

7.5

31.6

27.1

n=80

8.8

43.1

40.3

n=100

8.9

49.7

45.7

$\begin{array}{c}\hfill \rho =0.1,\hfill \\ \hfill \sigma =0.6\hfill \end{array}$

n=50

8.3

33.6

29.2

n=80

10.6

45.7

41.9

n=100

10.8

54.4

50.1

$\begin{array}{c}\hfill \rho =0.4,\hfill \\ \hfill \sigma =0.2\hfill \end{array}$

n=50

7.8

33.5

28.3

n=80

8.9

44.5

41.8

n=100

9.0

51.2

46.6

$\begin{array}{c}\hfill \rho =0.4,\hfill \\ \hfill \sigma =0.6\hfill \end{array}$

n=50

8.6

41.3

29.9

n=80

10.7

45.9

44.1

n=100

11.2

56.4

53.4