Group size | Penalty selected by AIC | Penalty selected by BIC | |||||||
---|---|---|---|---|---|---|---|---|---|
 | Bridge | MCP | Lasso | SCAD | SGLasso | Bridge | MCP | Lasso | SCAD |
1 | 0.756 | 0.790 | 0.826 | 0.810 | 0.841 | 0.828 | 0.837 | 0.827 | 0.795 |
10 | 0.779 | 0.809 | 0.852 | 0.840 | 0.845 | 0.819 | 0.839 | 0.813 | 0.776 |
20 | 0.762 | 0.809 | 0.844 | 0.833 | 0.845 | 0.818 | 0.838 | 0.779 | 0.780 |
30 | 0.758 | 0.809 | 0.836 | 0.827 | 0.845 | 0.801 | 0.838 | 0.765 | 0.744 |
40 | 0.710 | 0.810 | 0.818 | 0.788 | 0.845 | 0.790 | 0.838 | 0.735 | 0.688 |
50 | 0.714 | 0.809 | 0.827 | 0.808 | 0.846 | 0.807 | 0.837 | 0.746 | 0.697 |
60 | 0.708 | 0.808 | 0.810 | 0.804 | 0.843 | 0.810 | 0.837 | 0.738 | 0.708 |
70 | 0.700 | 0.809 | 0.806 | 0.804 | 0.843 | 0.789 | 0.837 | 0.731 | 0.680 |
80 | 0.702 | 0.809 | 0.811 | 0.800 | 0.844 | 0.790 | 0.837 | 0.735 | 0.641 |
90 | 0.669 | 0.808 | 0.795 | 0.793 | 0.848 | 0.785 | 0.837 | 0.714 | 0.607 |
100 | 0.704 | 0.808 | 0.803 | 0.792 | 0.841 | 0.798 | 0.837 | 0.808 | 0.632 |