Table 2. Fixed and random effects selection and estimation in Example 2 when m = 8, N = 30 and design matrices for fixed and random effects overlap.

		Random Effects				Fixed Effects
Setting	Method	FNR (%)	FPR	MRL2	MRL1	FNR (%)	FPR	MRL2	MRL1
d = 100	Lasso-P	11.83	9.50	0.532	0.619	62.67	0.41	0.841	0.758
q = 10	SCAD-P	0.50	1.07	0.298	0.348	0.83	0.03	0.142	0.109
p = 0.3	SCAD-T	3.83	0.00	0.522	0.141	0.33	0.02	0.102	0.082
d = 100	Lasso-P	23.67	7.64	0.524	0.580	59.17	0.41	0.802	0.745
q = 10	SCAD-P	1.83	0.71	0.308	0.352	0.67	0.05	0.141	0.109
p = -0.3	SCAD-T	3.17	0.00	0.546	0.141	0.17	0.02	0.095	0.078
d = 100	Lasso-P	9.83	10.07	0.548	0.631	60.33	0.48	0.844	0.751
q = 10	SCAD-P	1.67	0.50	0.303	0.346	0.17	0.05	0.138	0.110
p = 0.5	SCAD-T	5.00	0.00	0.532	0.149	0.50	0.02	0.113	0.091