Table 3:

Average ISE and total number of selected covariates (standard deviations in parentheses) in Scenario 4.

Method	ISE		No.
	n=200	n=400	n=200	n=400
BJ-SS	0.16 (0.047)	0.10 (0.021)	13.5 (3.3)	12.1 (1.8)
BJ-SS*	0.10 (0.038)	0.05 (0.020)	6.9 (1.8)	4.9 (1.2)
BJ-Tree	0.34 (0.072)	0.21 (0.029)	44.7 (2.1)	41.5 (2.7)
BJ-Tree*	0.32 (0.094)	0.20 (0.042)	12.0 (5.4)	11.7 (4.4)
BJ-MARS	0.43 (0.112)	0.27 (0.072)	16.0 (3.7)	17.8 (4.0)
BJ-ACOSSO	0.15 (0.107)	0.06 (0.023)	4.7 (1.0)	4.6 (1.2)