Table 3 Median (minimum, maximum) number of correctly identified non-zero and zero coefficients, N = 1000, 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 | 3 (0,5) | 91 (61,95) | 3 (1,5) | 92 (56,95) | 5 (4,5) | 81 (39,95) | 4 (2,5) | 89 (43,95) | 13 (8,18) | 74.5 (39,80) |
 Adaptive LASSO | 3 (0,5) | 82 (54,95) | 2 (1,5) | 83 (50,95) | 5 (4,5) | 82 (51,95) | 4 (2,5) | 81 (48,95) | 9 (4,15) | 68 (41,80) |
 Elastic Net | 3 (0,5) | 86 (0,95) | 3 (1,5) | 88 (0,95) | 5 (4,5) | 77 (38,95) | 4 (2,5) | 86 (34,95) | 16 (9,20) | 67 (0,80) |
 Iterated LASSO | 2 (0,5) | 91 (57,95) | 2 (1,5) | 93 (64,95) | 5 (4,5) | 82 (54,95) | 3 (2,5) | 90 (57,95) | 11 (5,16) | 76 (50,80) |
 Bootstrap-Enhanced LASSO-75 | 3 (0,5) | 86 (70,95) | 2 (0,4) | 86 (72,95) | 5 (4,5) | 82 (62,93) | 4 (2,5) | 81 (60,94) | 12 (7,16) | 72 (54,80) |
 Weighted Fusion | 4 (0,5) | 72 (1,95) | 5 (1,5) | 72 (0,95) | 5 (4,5) | 77 (24,90) | 4 (2,5) | 77 (26,89) | 20 (9,20) | 65 (0,74) |
Obese | ||||||||||
 LASSO | 5 (3,5) | 82 (49,95) | 3 (2,5) | 91 (41,95) | 5 (5,5) | 74 (44,92) | 4 (3,5) | 83 (42,95) | 19 (14,20) | 61 (37,78) |
 Adaptive LASSO | 5 (3,5) | 82.5 (50,95) | 4 (1,5) | 82 (53,95) | 5 (5,5) | 82 (43,95) | 5 (3,5) | 81 (53,95) | 15 (10,20) | 60 (38,79) |
 Elastic Net | 5 (4,5) | 79 (26,94) | 4 (2,5) | 88 (25,95) | 5 (5,5) | 71 (24,94) | 4 (3,5) | 80 (23,95) | 19 (15,20) | 52 (0,75) |
 Iterated LASSO | 5 (3,5) | 84 (60,95) | 3 (1,5) | 91 (56,95) | 5 (5,5) | 80 (60,95) | 4 (3,5) | 86 (62,95) | 16 (12,20) | 72 (56,80) |
 Bootstrap-Enhanced LASSO-75 | 5 (3,5) | 83 (63,95) | 3 (1,5) | 84 (64,95) | 5 (5,5) | 80 (61,93) | 4 (2,5) | 83 (66,94) | 16 (10,20) | 73 (62,80) |
 Weighted Fusion | 5 (3,5) | 88 (32,94) | 3 (2,5) | 89 (1,95) | 5 (5,5) | 57 (39,95) | 4 (3,5) | 64 (46,95) | 20 (14,20) | 61 (1,76) |