n | p | SGT | MARSA | Penalized likelihood | |||||
α = 0.05 | α = 0.001 | FDR = 0.05 | FDR = 0.1 | LASSO | ELASTA5* | ELASTA3** | |||
50 | 250 | 0.634 | 0.517 | 0.542 | 0.601 | 0.585 | 0.588 | 0.644 | 0.675 |
500 | 0.631 | 0.517 | 0.54 | 0.602 | 0.56 | 0.548 | 0.585 | 0.638 | |
750 | 0.633 | 0.517 | 0.541 | 0.598 | 0.551 | 0.533 | 0.554 | 0.594 | |
100 | 250 | 0.752 | 0.557 | 0.709 | 0.789 | 0.716 | 0.783 | 0.805 | 0.808 |
500 | 0.751 | 0.556 | 0.705 | 0.788 | 0.675 | 0.698 | 0.756 | 0.794 | |
750 | 0.748 | 0.556 | 0.702 | 0.785 | 0.652 | 0.646 | 0.7 | 0.756 | |
200 | 250 | 0.899 | 0.687 | 0.914 | 0.95 | 0.894 | 0.914 | 0.905 | 0.897 |
500 | 0.897 | 0.683 | 0.912 | 0.948 | 0.873 | 0.927 | 0.916 | 0.907 | |
750 | 0.896 | 0.683 | 0.911 | 0.949 | 0.853 | 0.926 | 0.92 | 0.911 |