scenario 3: Group size | ||||||
4/4 | 4/20 | 4/50 | ||||
Average Number | MAE | Average Number | MAE | Average Number | MAE | |
gsslasso | 9.09 | 0.58 (0.22) | 9.26 | 0.64 (0.29) | 9.27 | 0.69 (0.54) |
lasso | 53.75 | 3.90 (0.41) | 54.58 | 3.94 (0.43) | 53.96 | 3.93 (0.44) |
grlasso | 270.78 | 2.78 (1.22) | 455.15 | 7.06 (1.69) | 509.75 | 10.58 (1.71) |
grMCP | 13.40 | 0.57 (0.18) | 40.00 | 3.50 (0.54) | 84.50 | 10.09 (2.52) |
grSCAD | 56.16 | 0.85 (0.78) | 53.85 | 3.62 (0.74) | 100.00 | 7.86 (1.77) |
cMCP | 9.42 | 0.64 (0.29) | 14.64 | 0.98 (0.33) | 16.85 | 1.05 (0.38) |
scenario 4: Number of non-null groups | ||||||
8/20 | 3/20 | 1/20 | ||||
gsslasso | 8.85 | 0.54 (0.19) | 9.12 | 0.56 (0.19) | 9.27 | 0.68 (0.26) |
lasso | 52.87 | 3.58 (0.44) | 53.51 | 3.89 (0.43) | 52.49 | 3.90 (0.41) |
grlasso | 757.1 | 19.84 (2.51) | 610.25 | 13.91 (2.08) | 461.25 | 7.64 (1.71) |
grMCP | 83.95 | 7.68 (0.60) | 46.00 | 7.49 (1.51) | 50.00 | 4.52 (0.67) |
grSCAD | 410.3 | 10.80 (0.82) | 142.30 | 8.04 (0.74) | 55.85 | 4.57 (0.74) |
cMCP | 13.22 | 0.83 (0.38) | 15.74 | 0.96 (0.35) | 14.81 | 1.03 (0.31) |
scenario 5: Correlation coefficients within group | ||||||
r = 0 | r = 0.5 | r = 0.7 | ||||
gsslasso | 9.18 | 0.85 (0.72) | 8.90 | 1.07 (0.99) | 8.11 | 3.54 (0.54) |
lasso | 59.10 | 3.42 (0.35) | 52.63 | 4.04 (0.49) | 48.82 | 5.25 (0.50) |
grlasso | 557.00 | 10.27 (1.25) | 490.50 | 11.88 (1.75) | 465.90 | 13.61 (2.45) |
grMCP | 61.71 | 7.38 (0.89) | 57.40 | 8.14 (1.29) | 53.54 | 9.59 (0.83) |
grSCAD | 148.68 | 7.42 (0.67) | 170.61 | 8.78 (1.16) | 194.58 | 11.28 (1.28) |
cMCP | 16.72 | 0.98 (0.47) | 14.32 | 0.98 (0.37) | 21.51 | 3.53 (0.40) |