Model | Variables screened | Maximum model size |
---|---|---|
Conditional Std | \(\{\beta _1^l, \dots , \beta _p^l\}\) (independently \(\forall l\)) | \(d_l = \lfloor n_l / \log (n_l)\rfloor\) \(\forall l\) |
Select L | \(\{\beta _1, \dots , \beta _p, L\}\) | \(d = \lfloor n / \log (n) \rfloor\) |
Select L EffMod | \(\{\beta _1^{l=0}, \dots , \beta _p^{l=0}, \beta _1^{l=1}, \dots , \beta _p^{l=1}, L\}\) | \(d = \lfloor n / \log (n) \rfloor\) |
Require L | \(\{\beta _1, \dots , \beta _p \}\) (given L) | \(d = \lfloor n / \log (n) \rfloor\) |
Require L EffMod | \(\{\beta _1^{l=0}, \dots , \beta _p^{l=0}, \beta _1^{l=1}, \dots , \beta _p^{l=1}\}\) (given L) | \(d = \lfloor n / \log (n) \rfloor\) |
Ignore L | \(\{\beta _1, \dots , \beta _p\}\) | \(d = \lfloor n / \log (n) \rfloor\) |
Ignore L EffMod | \(\{\beta _1^{l=0}, \dots , \beta _p^{l=0}, \beta _1^{l=1}, \dots , \beta _p^{l=1}\}\) | \(d = \lfloor n / \log (n) \rfloor\) |