Table 4:

Results of Example 3 based on the simulated datasets.

	Bias			EmpSD	SE	Cov	Freq	Power
	Oracle	Fused	Z18	Fused				Fused	M09
n = 300, p = 1000
	−0.05	0.06	0.59	0.34	0.36	0.94		0.06	0.00
β2 = φ1(τ )	0.11	0.37	1.01	0.52	0.51	0.89	0.71	0.20	0.00
	0.04	−0.20	−0.05	0.80	0.72	0.89		0.87	0.06
	0.08	0.14	0.27	0.65	0.50	0.90		0.77	0.36
β11 = φ10(τ )	0.10	−0.20	−0.36	0.62	0.51	0.91	0.67	0.19	0.00
	0.16	0.06	−0.03	0.56	0.52	0.90		0.10	0.00
β21 = 1.5	0.03	0.03	0.04	0.25	0.23	0.95	0.65	1.00	0.77
β41 = 2	0.00	−0.00	0.02	0.23	0.25	0.93	0.93	1.00	0.99
β61 = 2.5	0.09	0.07	0.19	0.21	0.26	0.94	0.99	1.00	1.00
n = 700, p = 1000
	0.02	0.04	0.27	0.21	0.23	0.94		0.06	0.00
β2 = φ1(τ )	0.17	0.30	0.79	0.37	0.40	0.88	0.96	0.27	0.01
	0.15	0.08	0.35	0.51	0.51	0.90		1.00	0.77
	0.07	0.09	0.18	0.33	0.33	0.91		0.99	0.92
β11 = φ10(τ )	−0.01	−0.19	−0.23	0.35	0.34	0.85	0.92	0.21	0.00
	−0.00	−0.04	−0.08	0.37	0.31	0.94		0.06	0.00
β21 = 1.5	−0.00	0.00	0.04	0.16	0.17	0.97	0.98	1.00	1.00
β41 = 2	−0.03	−0.02	−0.01	0.15	0.18	0.95	1.00	1.00	1.00
β61 = 2.5	0.00	0.00	0.07	0.18	0.18	0.94	1.00	1.00	1.00
n = 700, p = 2000
	0.05	0.11	0.13	0.32	0.32	0.93		0.07	0.00
β2 = φ1(τ )	0.09	0.34	0.87	0.46	0.44	0.91	0.93	0.09	0.02
	0.25	0.36	1.77	0.53	0.46	0.87		0.74	0.58
	0.13	0.25	0.73	0.45	0.35	0.84		1.00	0.83
β11 = φ10(τ )	0.09	−0.02	0.56	0.41	0.36	0.89	0.90	0.76	0.01
	−0.04	−0.30	−0.13	0.36	0.34	0.85		0.15	0.00
β21 = 1.5	0.01	0.01	0.03	0.18	0.21	0.98	0.98	1.00	1.00
β41 = 2	0.01	0.03	−0.07	0.22	0.20	0.91	0.99	1.00	0.98
β61 = 2.5	−0.02	−0.01	−0.05	0.25	0.20	0.94	1.00	1.00	0.98

Note: See the footnote of Tables 2 and 3; For β₂ and β₁₁, the numbers are shown at τ = .25,.5,.75 from the top to the bottom and, for the other β’s, at τ = 0.5.