Table 4.

Average selection results (standard errors in parentheses) for 100 runs in Example 2

ρ	R2	corrlin	corrnon	corrlnn	corr0	LNto0	LtoN	NtoL
	oracle:	3	2	2	13	0	0	0
0	0.95	3.00 (0.00)	1.85 (0.04)	1.99 (0.01)	12.79 (0.09)	0.00 (0.00)	0.00 (0.00)	0.00 (0.00)
	0.75	2.95 (0.02)	1.66 (0.06)	1.91 (0.03)	11.98 (0.11)	0.05 (0.02)	0.00 (0.00)	0.01 (0.01)
	0.55	2.77 (0.05)	1.31 (0.07)	1.73 (0.05)	10.60 (0.23)	0.24 (0.05)	0.01 (0.01)	0.26 (0.05)
	0.35	2.31 (0.09)	0.90 (0.07)	1.39 (0.07)	9.29 (0.27)	0.88 (0.12)	0.06 (0.02)	0.55 (0.06)
0.5	0.95	2.97 (0.02)	1.81 (0.04)	1.98 (0.01)	12.55 (0.12)	0.00 (0.00)	0.03 (0.02)	0.00 (0.00)
	0.75	2.82 (0.04)	1.29 (0.07)	1.58 (0.05)	11.33 (0.18)	0.17 (0.04)	0.01 (0.01)	0.31 (0.05)
	0.55	2.50 (0.07)	0.98 (0.07)	1.07 (0.08)	9.66 (0.24)	0.57 (0.08)	0.02 (0.01)	0.90 (0.08)
	0.35	1.72 (0.11)	0.51 (0.06)	0.65 (0.07)	9.47 (0.31)	1.80 (0.17)	0.03 (0.02)	1.35 (0.09)
0.8	0.95	2.99 (0.01)	1.78 (0.05)	1.95 (0.02)	12.48 (0.18)	0.00 (0.00)	0.01 (0.01)	0.00 (0.00)
	0.75	2.62 (0.06)	1.30 (0.07)	1.50 (0.06)	11.07 (0.22)	0.38 (0.06)	0.00 (0.00)	0.34 (0.05)
	0.55	2.29 (0.08)	0.94 (0.06)	1.12 (0.07)	9.14 (0.27)	0.76 (0.09)	0.04 (0.02)	0.94 (0.07)
	0.35	1.46 (0.11)	0.53 (0.06)	0.63 (0.07)	9.70 (0.35)	2.34 (0.19)	0.06 (0.02)	1.05 (0.09)