Research Article
Variable Selection and Parameter Estimation with the Atan Regularization Method
Table 2
Standard deviations of estimators for the linear regression model (
).
| Method | | | | | () | | () | | () |
| Lasso | 0.1753 | 0.1453 (0.0100) | 0.1730 | 0.1688 (0.0094) | 0.1591 | 0.1301 (0.0079) | Alasso | 0.1483 | 0.1638 (0.0095) | 0.1642 | 0.1636 (0.0098) | 0.1475 | 0.1439 (0.0073) | SCAD | 0.1797 | 0.1634 (0.0105) | 0.1819 | 0.1608 (0.0104) | 0.1398 | 0.1438 (0.0076) | MCP | 0.1602 | 0.1643 (0.0096) | 0.1861 | 0.1656 (0.0097) | 0.1464 | 0.1435 (0.0069) | Dantzig | 0.1734 | 0.1645 (0.0115) | 0.1723 | 0.1665 (0.0094) | 0.1581 | 0.1538 (0.0074) | Bayesian | 0.1568 | 0.1635 (0.0089) | 0.1678 | 0.1649 (0.0092) | 0.1367 | 0.1375 (0.0078) | Atan | 0.1510 | 0.1643 (0.0108) | 0.1591 | 0.1658 (0.0096) | 0.1609 | 0.1434 (0.0083) |
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