Simulation results to evaluate the proposed penalized likelihood approaches for selecting the variables that mediate the co-expression patterns between two genes, where the candidate regulators were simulated as discrete variables. Both the Lasso penalty (Lasso) and the adaptive Lasso penalty (A-Lasso) are considered, cross-validation (Lasso1 and A-Lasso1), two-stage cross-validation (Lasso2 and A-Lasso2) and the BIC (Lasso3 and A-Lasso3) are used to select the tuning parameter λ. As a comparison, results from single variable analysis based on the likelihood ratio test using p-value of 0.05 (LR1) and p-value of 0.05/p (LR2) are also presented. For each procedure, the column labeled with C (or IC) represents the average number of correctly (or incorrectly) identified variables and their SEs, and E represents the percentage of the simulations that identify the three relevant variables exactly