. Author manuscript; available in PMC: 2015 Jun 1.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2013 Sep 18;76(3):581–603. doi: 10.1111/rssb.12036

Table 1.

Summary of the model selection and prediction in 100 Monte Carlo simulations under the dense and sparse design.

Data	Model	Model Size								Selection Frequency								PE
		1	2	3	4	5	6	7	8	${\hat{ζ}}_{1}$	${\hat{ζ}}_{2}$	${\hat{ζ}}_{3}$	${\hat{ζ}}_{4}$	${\hat{ζ}}_{5}$	${\hat{ζ}}_{6}$	${\hat{ζ}}_{7}$	${\hat{ζ}}_{8}$
	CSE-FAM	0	5	61	29	5	0	0	0	100	94	22	100	7	3	0	1	1.30 (.13)
	FAM_S	0	0	10	32	21	21	8	4	100	98	51	100	32	14	12	8	1.50 (.17)
Dense	MARS	-	-	-	-	-	-	-	-	100	99	60	100	41	23	25	18	1.46 (.16)
design	FAM_O2	0	1	99	-	-	-	-	-	100	99	-	100	-	-	-	-	1.28 (.12)
	FAM_O1	0	0	100	-	-	-	-	-	100	100	-	100	-	-	-	-	1.07 (.06)

	CSE-FAM	0	22	61	13	4	0	0	0	100	78	10	82	12	9	7	1	2.07 (.16)
	FAM_S	0	0	14	30	25	20	9	2	100	98	41	96	35	17	9	12	2.17 (.16)
Sparse	MARS	-	-	-	-	-	-	-	-	100	98	58	98	56	30	20	23	2.11 (.14)
design	FAM_O2	0	4	96	-	-	-	-	-	100	98	-	98	-	-	-	-	2.01 (.14)
	FAM_O1	0	0	100	-	-	-	-	-	100	100	-	100	-	-	-	-	1.05 (.05)