Table 3:

Results of Example 2 based on the simulated datasets.

	Bias			EmpSD	SE	Cov	Freq	Power
	Oracle	Fused	Z18	Fused				Fused	M09
n = 300, p = 1000
	0.01	0.13	0.29	0.32	0.31	0.88		0.82	0.16
β4 = 1.5Qε(τ )	−0.05	−0.07	0.06	0.33	0.29	0.90	0.73	0.11	0.00
	0.01	−0.14	−0.05	0.31	0.34	0.82		0.62	0.10
	−0.01	−0.01	−0.01	0.14	0.13	0.90		1.00	0.88
β21 = 1	−0.03	−0.01	−0.05	0.12	0.12	0.91	0.69	1.00	0.92
	−0.01	−0.00	−0.02	0.14	0.13	0.92		1.00	0.84
	0.01	0.01	0.03	0.13	0.13	0.90		1.00	1.00
β41 = 1.5	−0.01	0.01	0.03	0.12	0.13	0.93	0.99	1.00	1.00
	−0.00	0.02	−0.02	0.13	0.14	0.93		1.00	1.00
	−0.03	−0.03	0.04	0.13	0.13	0.91		1.00	1.00
β61 = 2	−0.03	−0.02	0.03	0.11	0.13	0.92	1.00	1.00	1.00
	−0.01	−0.01	−0.00	0.12	0.15	0.95		1.00	1.00
n = 700, p = 1000
	0.03	0.08	0.19	0.19	0.21	0.92		0.99	0.61
β4 = 1.5Qε(τ )	0.02	0.03	0.14	0.18	0.19	0.89	0.89	0.11	0.00
	0.04	−0.03	−0.01	0.21	0.23	0.92		0.97	0.56
	0.01	0.01	0.05	0.09	0.08	0.94		1.00	1.00
β21 = 1	0.01	0.01	0.01	0.08	0.08	0.87	0.99	1.00	1.00
	0.01	0.01	0.05	0.10	0.09	0.89		1.00	1.00
	−0.01	0.00	0.08	0.08	0.08	0.94		1.00	1.00
β41 = 1.5	−0.00	0.00	0.05	0.09	0.08	0.92	1.00	1.00	1.00
	0.00	0.01	0.04	0.09	0.09	0.95		1.00	1.00
	−0.01	−0.01	0.10	0.08	0.09	0.93		1.00	1.00
β61 = 2	−0.01	−0.01	0.06	0.08	0.09	0.91	1.00	1.00	1.00
	−0.00	−0.00	0.07	0.09	0.10	0.90		1.00	1.00

Note: See the footnote of Table 2; Freq, average selection frequency in B splits.