Table 4. Results from the simulation study, when covariance matrix ∑x has entries∑x,jk = 0.5|j-k|, j,k=1,...,p, and ∑uu =u2I, p=1000. Reported numbers are the averages and standard errors (show in parentheses)

From

Variable Selection for Sparse Logistic Regression Model with Errors in Covariates

Zanhua Yin, Zhichao Wang

American Journal of Applied Mathematics and Statistics. 2025, 13(2), 24-29 doi:10.12691/ajams-13-2-1