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Table 4 Results for the Riboflavin data, comparing the means and standard deviations (in the parentheses below) of MSPE, and the averaged computational time (in seconds) and corresponding standard deviations (in the parentheses below) for each method

From: Improved two-stage model averaging for high-dimensional linear regression, with application to Riboflavin data analysis

Case

MAIC

LASSO

SCAD

MCV

IMA

RMSA

\(p=500\)

MSPE

.489

.475

.469

1.294

.371

.402

(.166)

(.179)

(.163)

(1.612)

(.127)

(.155)

Running Time

12.379

.111

.130

12.371

.172

.761

(10.698)

(.008)

(.017)

(10.709)

(.054)

(.080)

\(p=1000\)

MSPE

.384

.375

.372

1.713

.316

.322

(.123)

(.189)

(.173)

(2.993)

(.130)

(.127)

Running Time

12.079

.176

.210

12.113

.248

.795

(16.953)

(.032)

(.057)

(17.007)

(.068)

(.062)