. 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 3.

An additional simulation for cases with non-sparse additive components. I: the true model contains both “larger” and “smaller” additive components; II: the true model only contains “small” additive components.

	Model	Model Size								Selection Frequency								PE	AISE of f
		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	3	20	34	26	9	6	2	100	88	12	100	17	12	10	10	1.19 (.08)	.17
I	FAM_S	0	4	16	18	29	17	7	8	100	92	16	99	20	17	19	16	1.33 (.12)	.33
	FAM_T	0	4	39	35	15	6	0	1	100	91	15	100	19	15	9	9	1.22 (.08)	.18

	CSE-FAM	1	2	4	12	13	20	26	13	46	42	33	42	36	42	38	44	1.25 (.07)	.12
II	FAM_S	1	6	8	25	14	13	13	10	42	45	29	37	29	38	36	36	1.38 (.11)	.42
	FAM_T	13	30	22	20	6	6	2	0	34	35	20	31	25	38	34	30	1.32 (.08)	.20