Choosing the Right Spatial Weighting Matrix in a Quantile Regression Model

Table 2

Typical computational details for different procedures.

Procedure	Time (seconds)
Instrumentation step (1850 Ws)	1850.33
5000 boosting iterations on all data	5.41
gMDL criterion calculation	1108.42
5000 boosting iterations on reduced data	2.71
stability selection	106.35
LSA step 1	0.55
LSA step 2	0.05
Full path step 1 (with 5-fold CV)	9.08
Full path step 2 (with 5-fold CV)	79.11
SCAD step 1 (with gMDL, 50 penalty values)	2.18
SCAD step 2 (with gMDL, 50 penalty values)	2.88
Elastic net step 1	1.11
Elastic net step 2	7.00
Elastic net single step	7.82