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Table 3 Simulation results for model 2

From: Sparse sliced inverse regression for high dimensional data analysis

Model 2

p

 

CISESIR

CISELDA

MGSDA

PLDA

MSDA

50

\(\Delta\)

0.632

1.032

1.701

0.142

1.108

MSR

0.101

0.048

0.122

0.037

0.104

TPR

0.972

0.625

0.252

0.692

0.956

FPR

0.075

0.200

0.072

0.231

0.248

500

\(\Delta\)

0.869

1.114

1.726

0.396

1.112

MSR

0.111

0.053

0.123

0.040

0.104

TPR

0.844

0.675

0.240

0.7612

0.916

FPR

0.020

0.195

0.009

0.3824

0.021

1000

\(\Delta\)

0.786

0.711

1.708

0.366

1.100

MSR

0.114

0.040

0.121

0.037

0.102

TPR

0.851

0.644

0.241

0.694

0.922

FPR

0.017

0.089

0.004

0.227

0.010

  1. \(\Delta\) is as defined in (10); TPR is the true positive rate; FPR is the false positive rate; MSR is the misclassification rate over a test set of 900 observations. Note again, TPR and FPR are with respect to variable selection. The reported numbers are averages over 50 repetitions