A Comparison of Autometrics and Penalization Techniques under Various Error Distributions: Evidence from Monte Carlo Simulation

Table 5

Features selection based on real data.

Variables	MCP	Autometrics	SCAD
GDP	S	S	S
INF	NS	NS	S
IR	S	S	S
UEMP	S	S	S
TO	S	S	S
SP	S	S	S
REER	S	S	S
GS	S	NS	S
CPR	S	NS	S
OP	S	NS	S
MR	NS	NS	S

Note: “S” shows the selected variables, and “NS” shows the nonselected variables.