Table 3.

The averages of the sensitivities and specificities (in parentheses) for Example 3.

(p, ρ)	σ2	SRP	EN	LASSO	Ridge	SPLS	SCAD	MCP
(100, 0.5)	1	0.99(0.70)	0.99(0.65)	0.96(0.75)	1(0)	0.97(0.22)	0.71(0.87)	0.57(0.88)
	10	0.93(0.80)	0.93(0.73)	0.85(0.65)	1(0)	0.97(0.12)	0.62(0.87)	0.50(0.89)
	20	0.89(0.57)	0.89(0.57)	0.74(0.70)	1(0)	0.94(0.15)	0.59(0.86)	0.43(0.90)
(100, 0.9)	1	0.99(0.89)	0.99(0.90)	0.98(0.93)	1(0)	0.94(0.73)	0.47(0.90)	0.17(0.97)
	10	0.96(0.87)	0.96(0.87)	0.85(0.90)	1(0)	0.95(0.73)	0.24(0.93)	0.15(0.97)
	20	0.95(0.87)	0.92(0.85)	0.75(0.88)	1(0)	0.96(0.77)	0.13(0.95)	0.15(0.97)
(300, 0.5)	1	0.86(0.75)	0.88(0.68)	0.62(0.87)	1(0)	0.93(0.18)	0.42(0.93)	0.22(0.96)
	10	0.75(0.75)	0.79(0.73)	0.58(0.87)	1(0)	0.9(0.21)	0.37(0.93)	0.19(0.96)
	20	0.68(0.74)	0.71(0.74)	0.51(0.87)	1(0)	0.91(0.19)	0.35(0.92)	0.16(0.97)
(300, 0.9)	1	0.87(0.66)	0.95(0.46)	0.57(0.86)	1(0)	1(0)	0.32(0.94)	0.10(0.99)
	10	0.78(0.51)	0.75(0.65)	0.41(0.89)	1(0)	1(0)	0.17(0.96)	0.08(0.98)
	20	0.74(0.45)	0.61(0.71)	0.27(0.90)	1(0)	1(0)	0.11(0.97)	0.08(0.98)