Tables index

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
  • Table 1. Results from the simulation study, when covariance matrix ∑x has entries ∑x,jk = i{j=k}, j,k=1,...,p, and , ∑uu =u2I, p=500. Reported numbers are the averages and standard errors (show in parentheses)
  • Table 2. Results from the simulation study, when covariance matrix ∑x has entries ∑x,jk = i{j=k}, j,k=1,...,p, and , ∑uu =u2I, p=1000. Reported numbers are the averages and standard errors (show in parentheses)
  • Table 3. 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=500. Reported numbers are the averages and standard errors (show in parentheses)
  • 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)