Table 1 The average errors (%) for the test data sets obtained 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

28.2

31.8

31.2

n=80

10.7

23.1

22.2

n=100

8.1

16.9

15.7

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

n=50

31.4

33.1

33.3

n=80

18.4

27.1

26.6

n=100

14.2

22.4

21.3

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

n=50

30.1

32.6

33.0

n=80

11.1

23.3

22.9

n=100

9.1

19.0

16.4

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

n=50

35.1

35.5

36.3

n=80

20.5

27.2

26.9

n=100

15.1

22.7

22.9