Research Article
Variable Selection and Parameter Estimation with the Atan Regularization Method
Table 4
Simulation results for linear regression models of Example
10.
| Method | MRME | Number of zeros | Proportion of | C | IC | Underfit | Correct-fit | Overfit |
| , | Lasso | 0.3492 | 110.2000 | 24.7450 | 0.5650 | 0.0000 | 0.4350 | Alasso | 0.2783 | 103.5250 | 6.1250 | 1.0000 | 0.0000 | 0.0000 | SCAD | 0.3012 | 106.0400 | 35.7150 | 0.9900 | 0.0000 | 0.0150 | MCP | 0.2791 | 103.3600 | 8.1100 | 1.0000 | 0.0000 | 0.0900 | Dantzig | 0.3120 | 108.3400 | 18.4650 | 0.7570 | 0.0000 | 0.2430 | Bayesian | 0.2876 | 104.4350 | 7.4700 | 0.9800 | 0.0000 | 0.0200 | Atan | 0.2794 | 101.4000 | 4.0600 | 1.0000 | 0.0000 | 0.0000 |
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