| N = 1000 | N = 500 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Scenario | 1 | 2 | 3 | 4 | 5 | 1 | 2 | 3 | 4 | 5 |
True number | 5 | 5 | 5 | 5 | 20 | 5 | 5 | 5 | 5 | 20 |
Overweight | ||||||||||
 LASSO | 7 (0,38) | 5.5 (1,41) | 19 (4,61) | 9 (2,56) | 19 (9,56) | 4 (0,37) | 5 (0,43) | 18 (4,50) | 8 (2,49) | 16 (5,47) |
 Adaptive LASSO | 16 (1,45) | 14 (1,48) | 18 (4,49) | 19 (2,51) | 21 (4,52) | 16 (0,46) | 12 (1,43) | 18 (3,45) | 18 (1,45) | 19.5 (3,45) |
 Elastic Net | 12 (0,100) | 10 (1,100) | 23 (4,62) | 13 (2,65) | 28 (10,100) | 12 (0,100) | 12 (0,100) | 22 (4,84) | 11 (2,62) | 27 (7,100) |
 Iterated LASSO | 7 (0,41) | 5 (1,34) | 18 (4,46) | 9 (2,43) | 16 (5,41) | 4 (0,32) | 4 (0,35) | 16 (2,38) | 7 (1,39) | 13 (3,37) |
 Bootstrap-Enhanced LASSO-75 | 12 (1,28) | 10 (1,26) | 18 (7,38) | 17 (4,40) | 20 (10,40) | 10 (0,29) | 9 (0,28) | 16 (5,37) | 13 (3,34) | 16 (5,35) |
 Weighted Fusion | 27 (0,99) | 27 (1,100) | 23 (10,76) | 21 (10,74) | 34 (18,100) | 13 (0,100) | 13 (0,100) | 11 (5,66) | 9 (4,100) | 56 (9,100) |
Obese | ||||||||||
 LASSO | 17 (4,51) | 7 (2,59) | 26 (8,56) | 16 (3,58) | 37 (20,59) | 15 (2,45) | 7 (1,40) | 22.5 (5,54) | 14 (3,50) | 28 (14,52) |
 Adaptive LASSO | 17 (3,50) | 17 (1,47) | 18 (5,57) | 19 (3,47) | 35 (14,57) | 19 (1,51) | 15 (1,48) | 19 (4,48) | 17 (2,48) | 28 (6,48) |
 Elastic Net | 21 (5,74) | 11 (2,75) | 29 (6,76) | 19 (4,77) | 47 (22,100) | 20 (2,100) | 11 (1,100) | 26 (5,74) | 19 (3,87) | 42 (14,100) |
 Iterated LASSO | 16 (4,40) | 7 (1,44) | 20 (5,40) | 13 (3,38) | 24 (12,40) | 14 (1,39) | 6 (1,34) | 16 (4,36) | 11 (2,40) | 17 (7,34) |
 Bootstrap-Enhanced LASSO-75 | 17 (5,37) | 14 (2,34) | 20 (7,39) | 16 (5,34) | 22 (12,34) | 14.5 (5,36) | 11 (1,27) | 13 (5,24) | 10 (3,20) | 16 (8,25) |
 Weighted Fusion | 12 (5,68) | 10 (2,99) | 43 (5,61) | 36 (3,53) | 39 (22,99) | 38 (1,100) | 4 (1,100) | 26 (12,87) | 22 (4,70) | 47 (14,100) |