| Method | Average Number | MAE |
---|---|---|---|
Scenario 1 | gsslasso | 8.61 | 0.60 (0.24) |
lasso | 51.99 | 3.77 (0.40) | |
grlasso | 474.80 | 12.43 (1.64) | |
grMCP | 62.00 | 9.30 (2.56) | |
grSCAD | 108.80 | 8.41 (1.25) | |
cMCP | 14.19 | 0.96 (0.34) | |
SGL | 39.79 | 6.25 (1.65) | |
Scenario 2 | gsslasso | 9.74 | 1.29 (0.84) |
lasso | 53.70 | 4.02 (0.46) | |
grlasso | 502.05 | 12.11 (2.08) | |
grMCP | 57.13 | 8.04 (0.67) | |
grSCAD | 167.59 | 8.77 (0.93) | |
cMCP | 15.14 | 0.96 (0.33) |