Table 1.

The averages of the sensitivities and specificities (in parentheses) for Example 1.

(p, (σX)2)	σ2	SRP	EN	LASSO	Ridge	SPLS	SCAD	MCP
(100, 1)	1	1(0.89)	1(0.90)	1(0.90)	1(0)	1(0.96)	0.86(0.93)	0.72(0.96)
	5	1(0.87)	1(0.82)	1(0.76)	1(0)	0.99(0.96)	0.83(0.91)	0.66(0.95)
	10	0.99(0.86)	0.99(0.81)	0.99(0.71)	1(0)	0.99(0.95)	0.77(0.89)	0.60(0.95)
(100, 2)	1	1(0.89)	1(0.89)	1(0.90)	1(0)	1(0.95)	0.94(0.95)	0.85(0.96)
	5	1(0.85)	1(0.78)	1(0.75)	1(0)	1(0.94)	0.93(0.95)	0.85(0.96)
	10	1(0.85)	1(0.78)	1(0.71)	1(0)	0.99(0.95)	0.91(0.94)	0.80(0.96)
(300, 1)	1	0.99(0.95)	0.99(0.95)	0.99(0.95)	1(0)	0.98(0.98)	0.59(0.96)	0.40(0.99)
	5	1(0.94)	1(0.92)	1(0.91)	1(0)	0.97(0.97)	0.61(0.96)	0.38(0.99)
	10	0.99(0.93)	0.99(0.91)	0.99(0.89)	1(0)	0.95(0.97)	0.60(0.97)	0.37(0.99)
(300, 2)	1	1(0.95)	1(0.94)	1(0.94)	1(0)	0.96(0.95)	0.65(0.97)	0.41(0.99)
	5	0.99(0.93)	0.99(0.91)	0.99(0.90)	1(0)	0.94(0.95)	0.68(0.97)	0.44(0.99)
	10	0.99(0.92)	0.99(0.90)	0.99(0.89)	1(0)	0.93(0.95)	0.66(0.97)	0.43(0.99)
(500, 1)	1	0.99(0.96)	0.99(0.96)	0.99(0.96)	1(0)	0.93(0.98)	0.59(0.98)	0.31(0.99)
	5	0.99(0.95)	0.99(0.94)	0.99(0.94)	1(0)	0.94(0.98)	0.58(0.98)	0.32(0.99)
	10	0.99(0.96)	0.99(0.94)	0.98(0.93)	1(0)	0.93(0.98)	0.58(0.98)	0.32(0.99)
(500, 2)	1	0.97(0.96)	0.97(0.95)	0.97(0.95)	1(0)	0.88(0.96)	0.58(0.98)	0.29(0.99)
	5	0.97(0.95)	0.97(0.94)	0.97(0.94)	1(0)	0.86(0.96)	0.57(0.98)	0.31(0.99)
	10	0.96(0.94)	0.97(0.93)	0.96(0.93)	1(0)	0.86(0.97)	0.61(0.98)	0.31(0.99)