Variable Selection and Parameter Estimation with the Atan Regularization Method

Table 6

Prostate cancer data: comparing different methods.

Method			Variables selected
OLS	0.6615	1.0000	All
Lasso	0.5867	0.8870	(1, 2, 4, 5, 8)
Alasso	0.5991	0.9058	(1, 2, 5)
SCAD	0.6140	0.9283	(1, 2, 4, 5)
MCP	0.5999	0.9069	(1, 2, 5)
Atan	0.6057	0.9158	(1, 2, 5)