Table 4 Median (minimum, maximum) number of correctly identified non-zero and zero coefficients, N = 500, 1000 simulated datasets
Scenario | 1 | 2 | 3 | 4 | 5 | |||||
|---|---|---|---|---|---|---|---|---|---|---|
Type | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero | Non-Zero | Zero |
Truth | 5 | 95 | 5 | 95 | 5 | 95 | 5 | 95 | 20 | 80 |
Overweight | ||||||||||
 LASSO | 1 (0,5) | 93 (59,95) | 2 (0,5) | 92 (54,95) | 5 (2,5) | 82 (50,95) | 3 (2,5) | 90 (50,95) | 11 (5,16) | 75 (46,80) |
 Adaptive LASSO | 2 (0,5) | 81 (51,95) | 2 (0,4) | 84 (55,95) | 5 (3,5) | 81 (55,95) | 4 (1,5) | 81 (54,95) | 7 (3,14) | 68 (45,80) |
 Elastic Net | 2 (0,5) | 85 (0,95) | 3 (0,5) | 86 (0,95) | 5 (3,5) | 78 (16,95) | 4 (2,5) | 87 (36,95) | 14 (6,20) | 66.5 (0,80) |
 Iterated LASSO | 1 (0,5) | 93 (66,95) | 2 (0,5) | 92 (62,95) | 5 (2,5) | 84 (62,95) | 3 (1,5) | 91 (60,95) | 8 (3,14) | 76 (52,80) |
 Bootstrap-Enhanced LASSO-75 | 2 (0,5) | 87 (69,95) | 1 (0,3) | 87 (68,95) | 5 (3,5) | 84 (62,94) | 3 (1,5) | 85 (65,95) | 8 (4,13) | 72 (54,80) |
 Weighted Fusion | 3 (0,5) | 85 (0,95) | 5 (0,5) | 85 (0,95) | 5 (3,5) | 89 (34,94) | 3 (2,5) | 89 (0,94) | 20 (6,20) | 43 (0,80) |
Obese | ||||||||||
 LASSO | 4 (1,5) | 84 (55,95) | 3 (1,5) | 91 (57,95) | 5 (4,5) | 77.5 (46,94) | 4 (3,5) | 85 (49,95) | 16 (10,20) | 67 (42,80) |
 Adaptive LASSO | 4 (1,5) | 80 (48,95) | 3 (1,5) | 83 (50,95) | 5 (4,5) | 81 (52,95) | 4 (2,5) | 82 (50,95) | 11 (6,16) | 63 (42,80) |
 Elastic Net | 5 (1,5) | 80 (0,95) | 3 (1,5) | 87 (0,95) | 5 (4,5) | 74 (26,95) | 4 (3,5) | 79 (13,95) | 17 (10,20) | 55 (0,78) |
 Iterated LASSO | 4 (1,5) | 86 (60,95) | 3 (1,5) | 91 (64,95) | 5 (4,5) | 84 (64,95) | 4 (2,5) | 88 (59,95) | 12 (6,17) | 75 (59,80) |
 Bootstrap-Enhanced LASSO-75 | 4 (2,5) | 85 (64,94) | 2 (1,5) | 87 (72,95) | 5 (4,5) | 87 (76,95) | 4 (2,5) | 89 (79,95) | 12 (7,17) | 76 (70,80) |
 Weighted Fusion | 5 (1,5) | 62 (0,95) | 3 (1,5) | 94 (0,95) | 5 (4,5) | 74 (13,88) | 4 (3,5) | 77 (30,95) | 20 (10,20) | 51 (0,80) |