Variable Selection and Parameter Estimation with the Atan Regularization Method

Table 4

Simulation results for linear regression models of Example 10.

Method	MRME	Number of zeros		Proportion of
		C	IC	Underfit	Correct-fit	Overfit
,
Lasso	0.3492	110.2000	24.7450	0.5650	0.0000	0.4350
Alasso	0.2783	103.5250	6.1250	1.0000	0.0000	0.0000
SCAD	0.3012	106.0400	35.7150	0.9900	0.0000	0.0150
MCP	0.2791	103.3600	8.1100	1.0000	0.0000	0.0900
Dantzig	0.3120	108.3400	18.4650	0.7570	0.0000	0.2430
Bayesian	0.2876	104.4350	7.4700	0.9800	0.0000	0.0200
Atan	0.2794	101.4000	4.0600	1.0000	0.0000	0.0000