Research Article
Group Identification and Variable Selection in Quantile Regression
Table 6
The test error and the effective model size values for the methods under consideration based on the NCAA sport data.
| | Method | | 50 | | | RTE | MZ | RTE | MZ | RTE | MZ |
| | Ridge QR | 1.135 (0.035) | 19 | 1.131 (0.037) | 19 | 1.134 (0.034) | 19 | | QR-LASSO | 1.126(0.033) | 6 | 1.123(0.032) | 6 | 1.124(0.033) | 6 | | QR-SCAD | 1.115 (0.036) | 6 | 1.111 (0.035) | 6 | 1.113 (0.035) | 6 | | QR-adaptive LASSO | 1.110 (0.029) | 5 | 1.101 (0.030) | 5 | 1.108 (0.029) | 5 | | QR-elastic-net | 1.029(0.029) | 5 | 1.022 (0.026) | 5 | 1.025(0.030) | 5 | | QR-PACS | 0.913(0.014) | 5 | 0.896(0.012) | 5 | 0.912(0.015) | 5 |
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