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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)