True active variable

$\eta$

$x_1$

$x_2$

$x_1{x}_2$

$x_1^2$

$x_2^2$

Method

4

2

−4

4

2

Backward

1

0.012

0.333

0.020

0.323

0.807

10

0.011

0.301

0

0.005

0.774

ALASSO

1

0

0.220

0

0.166

0.884

10

0

0.135

0

0.004

0.691

LARS

1

0

0.136

0

0.077

0.489

10

0

0.098

0

0

0.409