Table 2. True and estimated Pr(y_test ∈ Δ) and 90% CPI coverage.

ID	True	Highest joint posterior*				$\overline{\text{FDR}}$ **
		n = 200		n = 30		n = 200		n = 30
		Est.(SE)	Cvg.	Est.(SE)	Cvg.	Est.(SE)	Cvg.	Est.(SE)	Cvg.
1	0.056	0.074 (0.026)	0.85	0.137 (0.096)	0.71	0.055 (0.023)	0.88	0.079 (0.088)	0.80
2	0.311	0.284 (0.063)	0.86	0.229 (0.134)	0.76	0.278 (0.074)	0.82	0.227 (0.200)	0.67
3	0.524	0.499 (0.122)	0.86	0.402 (0.213)	0.73	0.514 (0.139)	0.82	0.481 (0.302)	0.70
4	0.757	0.744 (0.031)	0.89	0.491 (0.140)	0.48	0.754 (0.028)	0.94	0.606 (0.212)	0.77
5	0.933	0.905 (0.039)	0.90	0.645 (0.170)	0.42	0.919 (0.033)	0.95	0.819 (0.145)	0.81

^*Select model with the highest joint posterior probability.

^**Select variables satisfying the $\overline{\text{FDR}}$ criteria.