Review Article
The Fence Methods
Table 2
SIS + shrinkage methods with selection of regularization parameter.
| | Method | NC | NIC | TP | UF | OF |
| | SIS + Lasso/AF | 7.99 | 0.00 | 0.99 | 0.01 | 0.00 | | SIS + Lasso/BIC | 8.00 | 14.87 | 0.01 | 0.00 | 0.99 | | SIS + ALsso/AF | 7.99 | 0.00 | 0.99 | 0.01 | 0.00 | | SIS + ALsso/BIC | 8.00 | 2.62 | 0.37 | 0.00 | 0.63 | | SIS + SCAD/AF | 8.00 | 0.00 | 1.00 | 0.00 | 0.00 | | SIS + SCAD/BIC | 8.00 | 1.48 | 0.62 | 0.00 | 0.38 |
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