Table 4. Coefficient estimation accuracy (cor=0.6; m = 300).

	n:p =2500:50	n:p =40:50
Regression method	Coefficient estimate error	Coefficient estimate error
Elastic-Net	0.0135	0.474
Lasso	0.0162	0.210
SCAD	0.0121	0.147
Adaptive-Lasso	0.0134	0.288