Table 6 Simulation results for Huber loss function and \(\varepsilon \sim0.9N(0,1)+0.1N(0,9)\)
Setting | Method | EE | PE | C | IC | CP |
|---|---|---|---|---|---|---|
n = 200 | Oracle | 10.4829 | 4.4694 | 24.0000 | 0 | 100% |
p = 28 | Lasso | 9.1630 | 4.6333 | 18.0680 | 0 | 75.28% |
m = 24 | LLA | 10.5706 | 4.4827 | 22.7880 | 0 | 94.95% |
n = 500 | Oracle | 19.2618 | 7.1860 | 41.0000 | 0 | 100% |
p = 45 | Lasso | 17.3780 | 7.3190 | 35.3500 | 0 | 86.22% |
m = 41 | LLA | 19.2962 | 7.2029 | 40.5900 | 0 | 99.00% |
n = 700 | Oracle | 23.6356 | 8.5563 | 49.0000 | 0 | 100% |
p = 53 | Lasso | 21.5202 | 8.7148 | 43.4420 | 0 | 88.66% |
m = 49 | LLA | 23.6275 | 8.5822 | 48.7120 | 0 | 99.41% |