Table 10.

The averages and standard deviations (in parentheses) of MSE for Example 3. The second column for each competing method is the mean squared error efficiency.

(p, ρ)	σ2	SRP	EN		LASSO		Ridge		SPLS		SCAD		MCP
(100, 0.5)	1	7.55 (3.91)	12.0 (4.81)	0.62	14.75 (8.4)	0.51	47 (5)	0.16	17.9 (3.5)	0.42	56 (19)	0.13	60 (18)	0.12
	10	29.8 (5.5)	29.6 (5.4)	1.01	35.0 (8.0)	0.85	57 (7)	0.52	33.6 (4.4)	0.88	79 (19)	0.37	84 (21)	0.35
	20	46.3 (5.8)	45.7 (5.5)	1.01	56.2 (8.9)	0.82	68 (8)	0.68	48.7 (5.7)	0.95	104 (22)	0.44	108 (23)	0.42
(100, 0.9)	1	4.16 (0.92)	5.48 (1)	0.75	8.17 (2.2)	0.51	21 (2)	0.20	5.39 (0.75)	0.77	22 (5)	0.19	20 (4)	0.20
	10	16.3 (1.3)	16.5 (1.4)	0.98	19.9 (2.23)	0.82	30 (4)	0.54	17.0 (1.4)	0.96	33 (6)	0.5	29 (4)	0.56
	20	27.5 (2.6)	27.5 (2.6)	1	32.8 (3.4)	0.83	39.8 (6)	0.69	28.0 (2.5)	0.98	45 (6)	0.61	41 (5)	0.67
(300, 0.5)	1	28.2 (6.7)	31.7 (5.9)	0.89	46 (11.3)	0.61	39.8 (4.2)	0.71	34.9 (4.1)	0.81	95 (20)	0.3	108 (23)	0.26
	10	42.8 (6.1)	42.8 (6.0)	1	54.1 (10.9)	0.79	48.8 (4.1)	0.88	45.7 (4.6)	0.93	115 (25)	0.37	123 (23)	0.35
	20	57.9 (7.4)	57.2 (6.5)	1.01	69.8 (9.3)	0.83	58.7 (5.4)	0.99	57.5 (4.5)	1.01	126 (26)	0.50	147 (26)	0.39
(300, 0.9)	1	7.12 (1.06)	8.22 (1.05)	0.87	13.8 (3.0)	0.52	10.4 (1.2)	0.68	7.91 (0.81)	0.90	22.4 (5.2)	0.32	22.6 (4.3)	0.32
	10	18.1 (1.4)	18.1 (1.5)	1	22.4 (2.5)	0.81	19.6 (1.8)	0.92	18.2 (1.27)	0.99	33 (5.6)	0.54	31 (4.2)	0.58
	20	29.0 (2.5)	29.4 (2.4)	0.99	35.0 (3.1)	0.83	29.7 (2.7)	0.98	28.9 (2.2)	1	47.3 (7.2)	0.61	45.1 (7.4)	0.64