Table 4 Results for various methods in the simulation study for different sample sizes and 6 relevant variables (p = 20) over 500 replicates

SCAD

4.00

0.646

0.890

(2.895)

(0.241)

(0.096)

n = 100

LASSO

8.39

(4.735)

0.767

(0.254)

0.663

(0.208)

Stepwise

7.30

0.183

0.609

(2.134)

(0.112)

(0.119)

SCAD

9.38

0.991

0.752

(2.23)

(0.045)

(0.161)

n = 500

LASSO

13.37

0.999

0.473

(2.571)

(0.107)

(0.010)

Stepwise

7.55

0.212

0.612

(1.565)

(0.107)

(0.083)

SCAD

8.56

(1.56)

1.00 (0.00)

0.831 (0.116)

n = 1000

LASSO

14.93

1.000

0.433

(2.54)

(0.00)

(0.182)

Stepwise

5.05

0.238

0.639

(1.411)

(0.093)

(0.077)