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

From: Application of group smoothly clipped absolute deviation method in identifying correlates of psychiatric distress among college students

 Variable selection methodNO. selected variablesSensitivitySpecificity
 SCAD4.000.6460.890
  (2.895)(0.241)(0.096)
n = 100LASSO8.39
(4.735)
0.767
(0.254)
0.663
(0.208)
 Stepwise7.300.1830.609
  (2.134)(0.112)(0.119)
 SCAD9.380.9910.752
  (2.23)(0.045)(0.161)
n = 500LASSO13.370.9990.473
  (2.571)(0.107)(0.010)
 Stepwise7.550.2120.612
  (1.565)(0.107)(0.083)
 SCAD8.56
(1.56)
1.00 (0.00)0.831 (0.116)
n = 1000LASSO14.931.0000.433
  (2.54)(0.00)(0.182)
 Stepwise5.050.2380.639
  (1.411)(0.093)(0.077)
  1. Values in parenthesis are standard deviations over 500 repetitions