Table 1 Simulation results for \(\pmb{\rho=0.5}\)
From: Adaptive bridge estimation for high-dimensional regression models
Setting | Method | \(\boldsymbol{L_{2}}\) -loss | PE | C | IC |
|---|---|---|---|---|---|
n = 200 p = 50 υ = 41 | Lasso | 0.5459 (0.1160) | 0.8830 (0.1126) | 28.4540 (5.3337) | 0 (0) |
Alasso | 0.5442 (0.1149) | 0.8790 (0.1099) | 28.5300 (5.2421) | 0 (0) | |
Bridge | 0.4733 (0.1120) | 0.8755 (0.1068) | 28.2700 (5.0834) | 0 (0) | |
Abridge | 0.4617 (0.1155) | 0.9005 (0.1038) | 38.8380 (2.9903) | 0 (0) | |
n = 500 p = 80 υ = 71 | Lasso | 0.3459 (0.0829) | 0.9469 (0.0673) | 56.1300 (6.3329) | 0 (0) |
Alasso | 0.3476 (0.0830) | 0.9465 (0.0686) | 56.0360 (6.5269) | 0 (0) | |
Bridge | 0.2950 (0.0732) | 0.9394 (0.0654) | 52.7140 (6.7155) | 0 (0) | |
Abridge | 0.2745 (0.0728) | 0.9661 (0.0630) | 69.7160 (2.5994) | 0 (0) | |
n = 800 p = 100 υ = 91 | Lasso | 0.2814 (0.0624) | 0.9664 (0.0548) | 74.4820 (7.1596) | 0 (0) |
Alasso | 0.2817 (0.0620) | 0.9687 (0.0552) | 74.7180 (7.0409) | 0 (0) | |
Bridge | 0.2327 (0.0576) | 0.9570 (0.0534) | 69.4380 (8.8332) | 0 (0) | |
Abridge | 0.2160 (0.0569) | 0.9839 (0.0514) | 89.7680 (3.0359) | 0 (0) |