Table 2 Simulation results for \(\pmb{\rho=0.9}\)
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 | 1.0102 (0.2452) | 0.8725 (0.1049) | 27.2580 (4.6677) | 0.0040 (0.0632) |
Alasso | 1.0123 (0.2475) | 0.8800 (0.1024) | 27.2460 (4.5851) | 0.0040 (0.0632) | |
Bridge | 0.8961 (0.2624) | 0.8656 (0.1059) | 25.0600 (5.3104) | 0 (0) | |
Abridge | 0.8468 (0.2843) | 0.8965 (0.1092) | 37.7800 (4.2298) | 0.0260 (0.1593) | |
n = 500 p = 80 υ = 71 | Lasso | 0.6649 (0.1630) | 0.9435 (0.0664) | 52.9840 (5.7272) | 0 (0) |
Alasso | 0.6671 (0.1620) | 0.9388 (0.0667) | 52.3420 (6.1499) | 0 (0) | |
Bridge | 0.5251 (0.1442) | 0.9368 (0.0649) | 50.0820 (7.7934) | 0 (0) | |
Abridge | 0.4837 (0.1377) | 0.9646 (0.0651) | 68.2320 (4.7732) | 0 (0) | |
n = 800 p = 100 υ = 91 | Lasso | 0.5382 (0.1242) | 0.9623 (0.0545) | 70.4900 (6.5000) | 0 (0) |
Alasso | 0.5371 (0.1259) | 0.9614 (0.0544) | 69.9680 (6.9009) | 0 (0) | |
Bridge | 0.4126 (0.1183) | 0.9572 (0.0541) | 66.6060 (9.6239) | 0 (0) | |
Abridge | 0.3580 (0.1087) | 0.9818 (0.0520) | 89.2840 (4.3161) | 0 (0) |