| Results for high dimension, | |||
| NV | ER | IN% | CS% |
|
| |||
Group Lasso | 6.6 | 0.0003 | 100.0 | 100.0 |
| (1.16) | (0.0003) | (0.0) | (0.0) |
Group SCAD | 6.1 | 0.0001 | 100.0 | 100.0 |
| (0.29) | (0.0001) | (0.0) | (0.0) |
Group MCP | 6.1 | 0.00009 | 100.0 | 100.0 |
| (0.37) | (0.00009) | (0.0) | (0.0) |
|
| |||
Group Lasso | 8.4 | 0.0016 | 96.0 | 95.0 |
| (2.31) | (0.0031) | (0.196) | (0.219) |
Group SCAD | 6.1 | 0.0010 | 97.0 | 95.0 |
| (2.04) | (0.0031) | (0.171) | (0.219) |
Group MCP | 6.2 | 0.0007 | 97.0 | 96.0 |
| (2.23) | (0.0027) | (0.171) | (0.196) |