Robust Group Identification and Variable Selection in Regression

Table 7

The and the effective model size values for the methods under consideration based on the pollution data.

Methods		Outliers%
		0	5	10	15	20
	PACS	1	0.9247	0.8259	0.7001	0.5925
	RPACS.KN	0.9882	0.9866	0.9552	0.9044	0.8518
	RPACS.SP	0.9877	0.9862	0.9545	0.9038	0.8511
	RPACS.FCH	0.9890	0.9887	0.9884	0.9882	0.9879
	RPACS.RMVN	0.9897	0.9895	0.9893	0.9890	0.9888
The effective model size	PACS	5	6	6	8	9
	RPACS.KN	5	5	6	7	7
	RPACS.SP	5	5	6	7	7
	RPACS.FCH	5	5	5	5	5
	RPACS.RMVN	5	5	5	5	5