Table 2:

RVMR and Distance Correlation between the estimated predictors and the true predictors of models in Section 6.3, with their Monte Carlo standard errors in parentheses.

Models	$\mathit{n}\setminus \mathit{m}$	SWGSIR1		SWGSIR2
		50	100	50	100
				RVMR
II-1	100	0.948 (0.063)	0.957 (0.049)	0.915 (0.130)	0.910 (0.150)
	200	0.958 (0.041)	0.970 (0.022)	0.921 (0.087)	0.934 (0.084)
II-2	100	0.784 (0.036)	0.791 (0.033)	0.820 (0.038)	0.822 (0.036)
	200	0.783 (0.023)	0.791 (0.023)	0.834 (0.033)	0.824 (0.034)
II-3	100	0.744 (0.061)	0.755 (0.059)	0.806 (0.067)	0.812 (0.065)
	200	0.747 (0.040)	0.753 (0.043)	0.835 (0.069)	0.841 (0.059)
II-4	100	0.499 (0.166)	0.500 (0.144)	0.570 (0.170)	0.567 (0.155)
	200	0.512 (0.156)	0.477 (0.152)	0.532 (0.157)	0.501 (0.159)
				Dcor
II-1	100	0.962 (0.024)	0.963 (0.025)	0.977 (0.018)	0.977 (0.021)
	200	0.963 (0.017)	0.964 (0.018)	0.973 (0.023)	0.970 (0.025)
II-2	100	0.967 (0.013)	0.967 (0.013)	0.973 (0.010)	0.975 (0.010)
	200	0.965 (0.011)	0.966 (0.011)	0.975 (0.008)	0.975 (0.010)
II-3	100	0.980 (0.009)	0.981 (0.008)	0.983 (0.007)	0.984 (0.006)
	200	0.979 (0.007)	0.979 (0.009)	0.982 (0.007)	0.983 (0.008)
II-4	100	0.889 (0.031)	0.886 (0.036)	0.886 (0.033)	0.892 (0.030)
	200	0.893 (0.033)	0.886 (0.033)	0.887 (0.034)	0.889 (0.037)