Research Article
Variable Selection and Parameter Estimation with the Atan Regularization Method
Table 6
Prostate cancer data: comparing different methods.
| Method | | | Variables selected |
| OLS | 0.6615 | 1.0000 | All | Lasso | 0.5867 | 0.8870 | (1, 2, 4, 5, 8) | Alasso | 0.5991 | 0.9058 | (1, 2, 5) | SCAD | 0.6140 | 0.9283 | (1, 2, 4, 5) | MCP | 0.5999 | 0.9069 | (1, 2, 5) | Atan | 0.6057 | 0.9158 | (1, 2, 5) |
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