Penalized Quadratic Inference Function-Based Variable Selection for Generalized Partially Linear Varying Coefficient Models with Longitudinal Data

Table 5

Variable selection when the true is CS when .

Working	Method
		GMSE		IC	RASE		IC
CS	SCAD	0.0030	6.864	0	0.0812	4.83	0
	LASSO	0.0028	5.074	0	0.1235	4.57	0
AR-1	SCAD	0.0033	6.856	0	0.0935	4.82	0
	LASSO	0.0034	4.924	0	0.1230	4.57	0
CS	SCAD	0.0028	6.846	0	0.0344	4.85	0
	LASSO	0.0029	5.048	0	0.0398	4.76	0
AR-1	SCAD	0.0030	6.846	0	0.0354	4.86	0
	LASSO	0.0031	5.048	0	0.0411	4.75	0