This figure displays the estimated functional coefficients by the MFG-LASSO from a hundred simulated data sets when <i>n</i> = 500, <i>σ</i> = 0.01.

Abstract

The green curves are the true coefficient curves and the grey curves are the estimated coefficients. The estimated curves for the remaining of the coefficients from the seventh to the nineteenth are very similar to the fourth, fifth, and sixth functions (inactive coefficients) displayed in this figure.</p