eng TQMP The Quantitative Methods for Psychology 1913-4126 2026-09-20 22 2 90 102 10.20982/tqmp.22.2.p090 article Ramazan, Onur oramazan@hku.hk a Lui, Yiu Wa oramazan@hku.hk b The University of Hong Kong The Chinese University of Hong Kong Regularized regressions are widely used in psychological research where the fitted model is assumed to be correctly specified. Yet, psychological data routinely violates assumptions of linearity, homoscedasticity and additivity which raises questions about estimator robustness when models are misspecified. The present simulation study examined how regularized estimators—ridge, LASSO, elastic net, adaptive LASSO, SCAD and MCP—degrade under compound misspecification. Using high-dimensional data with block-wise correlation (p = 2,000) and three sample sizes (n = 500, 2,000 and 10,000), we generated outcomes under correct specification and compound misspecification incorporating nonlinearity, heteroscedasticity and omitted interactions. Performance was evaluated through predictive accuracy (out-of-sample R² and RMSE) and selection stability (mean Jaccard index across replicates). Results revealed that misspecification produced modest degradation in predictive accuracy with R-square reductions of 0.006–0.017 across sample sizes. Selection stability was minimally affected by misspecification at smaller samples. At n = 10,000, non-convex methods achieved highest stability. https://www.tqmp.org/RegularArticles/vol22-2/p090/p090.pdf Regularized regression Model misspecification Variable selection stability High-dimensional data Monte Carlo simulation study