Variate

Full variables

Forward

Backwards

Lasso-logistic

Lasso-SVM

Group-lasso

X1_1

1.715

0

1.721

0

−0.555

0.025

X1_2

1.674

0

1.695

0.010

−0.567

0.001

X1_3

−4.562

−4.247

−4.561

−4.354

0.667

−6.520

X1_4

−1.534

−1.681

0

−1.440

0.016

−1.637

X2

−0.868

−0.854

−0.858

−0.630

0.209

−0.824

X3

−0.497

−0.504

−0.502

−0.352

0.122

−0.471

X4_1

1.408

0.341

0.501

0.105

−0.003

0.207

X4_2

0.780

0.301

0.218

0

0

−0.007

X4_3

0.575

0

0

−0.111

0.015

−0.195

X4_4

0.761

0

0

0

0

−0.682

X5_1

−0.025

−0.002

0

0

0

0.062

X5_2

−0.179

0

−0.201

−0.037

0

−0.072

X5_3

−0.034

0

0

0

0

0.073

X6

0.072

0

0

0

0

0.065

X7_1

0.306

0.393

0.311

0.355

−0.085

0.570

X7_2

−0.893

0.205

−1.111

−0.582

0.226

−0.554

X7_3

0.934

0

0

0

0

0.251

X8

0.123

0.101

0.098

0

0

0

X9

0.058

0

0

0

0

0.039

X10

−0.265

−0.213

−0.212

−0.104

0.053

−0.194

X11

−0.078

0

0

−0.003

0.013

−0.016

X12

−0.100

−0.111

−0.109

−0.084

0.033

−0.108

X13

−0.190

−0.206

−0.197

−0.064

0.050

−0.170

X14

−0.033

0

0

0

0

−0.021

X15

0.130

0.121

0.119

0

−0.016

0.101

X16

0.455

0.459

0.457

0.306

−0.142

0.431

X17

0.222

−0.218

−0.209

−0.173

0.084

−0.179

X18

0.164

0

0

0

0

0

X19

−0.405

0

0

−0.021

0

−0.062

X20

0.276

0

0

0

0

0

X21

0.136

0

0

0

0

0

X22

0.065

0

0

0

0

0

X23

0.041

0

0

0

0

0.035

X24

−0.325

−0.249

−0.263

−0.178

0.067

−0.212

Intercept term

1.026

1.275

1.836

2.575

−0.382

2.980