Group size | Penalty selected by AIC | Penalty selected by BIC | |||||||
---|---|---|---|---|---|---|---|---|---|
 | Bridge | MCP | Lasso | SCAD | SGLasso | Bridge | MCP | Lasso | SCAD |
1 | 0.811 | 0.818 | 0.818 | 0.796 | 0.807 | 0.812 | 0.813 | 0.814 | 0.716 |
10 | 0.742 | 0.818 | 0.835 | 0.816 | 0.814 | 0.742 | 0.813 | 0.776 | 0.763 |
20 | 0.776 | 0.818 | 0.814 | 0.794 | 0.814 | 0.766 | 0.813 | 0.742 | 0.735 |
30 | 0.801 | 0.818 | 0.818 | 0.818 | 0.814 | 0.791 | 0.813 | 0.742 | 0.742 |
40 | 0.812 | 0.818 | 0.804 | 0.797 | 0.814 | 0.790 | 0.813 | 0.725 | 0.725 |
50 | 0.809 | 0.817 | 0.814 | 0.818 | 0.816 | 0.801 | 0.813 | 0.716 | 0.716 |
60 | 0.825 | 0.817 | 0.802 | 0.813 | 0.817 | 0.808 | 0.813 | 0.712 | 0.712 |
70 | 0.822 | 0.816 | 0.806 | 0.816 | 0.815 | 0.806 | 0.813 | 0.710 | 0.710 |
80 | 0.824 | 0.816 | 0.795 | 0.788 | 0.816 | 0.807 | 0.813 | 0.686 | 0.686 |
90 | 0.803 | 0.818 | 0.793 | 0.776 | 0.816 | 0.817 | 0.813 | 0.665 | 0.598 |
100 | 0.820 | 0.817 | 0.791 | 0.764 | 0.797 | 0.760 | 0.813 | 0.776 | 0.665 |