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. Author manuscript; available in PMC: 2014 Apr 1.
Published in final edited form as: J Multivar Anal. 2013 Jan 23;116:10.1016/j.jmva.2013.01.005. doi: 10.1016/j.jmva.2013.01.005

Table 1.

Six models considered in simulations, where p is the number of the variables, q is the number of covariates and n is the sample size. pr(Θij ≠ 0) and pr(Γij ≠ 0) specify the sparsity of the model.

Model (p, q, n) pr(Θij ≠ 0) pr(Γij ≠ 0)
1 (100, 100, 250) 2/p 3/q
2 (50, 50, 250) 2/p 4/q
3 (25, 10, 250) 2/p 3.5/q
4 (1000, 200, 250) 1.5/p 20/q
5 (800, 200, 250) 1.5/p 25/q
6 (400, 200, 250) 2.5/p 20/q