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. Author manuscript; available in PMC: 2016 Jan 1.
Published in final edited form as: J Am Stat Assoc. 2014 Jul 10;110(510):850–866. doi: 10.1080/01621459.2014.934827

Table 2.

Proportion of entries correctly specified by Q̂ for the L1 regularized estimator averaging over all independent replications.

N = 500 N = 1000 N = 2000 N = 4000
K = 3 98.1% 99.6% 100.0% 100.0%
K = 4 97.7% 98.9% 99.6% 100.0%