Research Article
Variable Selection and Parameter Estimation with the Atan Regularization Method
Table 5
Example
11: comparison of estimators.
| Estimator | | | | | | | MME (SD) | RASE () |
| , | SCAD | 0.9617 | 2.0128 | 2.8839 | 4.0611 | 4.7450 | 5.0000 | 0.0695 (0.0625) | 0.6269 | Lasso | 0.8278 | 1.9517 | 2.7984 | 3.9274 | 5.5200 | 6.0000 | 0.1727 (0.0790) | 0.8079 | Dantzig | 0.8767 | 1.9544 | 2.7894 | 3.9302 | 5.4590 | 6.0000 | 0.1696 (0.0680) | 0.7278 | Atan | 0.9710 | 2.0121 | 2.9865 | 4.0472 | 4.9820 | 5.0000 | 0.0658 (0.0630) | 0.6214 |
| , | SCAD | 0.9836 | 1.9989 | 2.9283 | 4.0278 | 5.2000 | 5.0000 | 0.0230 (0.0210) | 0.3604 | Lasso | 0.9219 | 1.9529 | 2.9124 | 3.9580 | 5.1450 | 5.0000 | 0.0500 (0.0315) | 0.4220 | Dantzig | 0.9534 | 1.9675 | 2.9096 | 3.9345 | 5.1460 | 5.0000 | 0.0510 (0.0290) | 0.4154 | Atan | 0.9904 | 1.9946 | 2.9548 | 4.0189 | 5.1250 | 5.0000 | 0.0190 (0.0245) | 0.3460 |
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