True nonactive variable |
|
|
|
|
|
Method |
| 0 | 0 | 0 | 0 |
Backward | 1 | 0.050 | 0.069 | 0.091 | 0.330 |
| 10 | 0.045 | 0.050 | 0.089 | 0.131 |
ALASSO | 1 | 0.050 | 0.066 | 0.077 | 0.265 |
| 10 | 0.049 | 0.051 | 0.070 | 0.202 |
LARS | 1 | 0.049 | 0.051 | 0.071 | 0.175 |
| 10 | 0.040 | 0.046 | 0.050 | 0.096 |