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. Author manuscript; available in PMC: 2016 Feb 1.
Published in final edited form as: Ann Stat. 2016 Feb;44(1):219–254. doi: 10.1214/15-AOS1364

Fig. 4.

Fig. 4

Averaged ||ĜG0||max and G^-G0F/p over 500 repetitions. PPCA, PC and SLS respectively represent projected-PCA, regular PCA and sieve least squares with known factors: Design 2. Here Γ = 0, so Λ = G0. Upper two panels: p grows with fixed T; bottom panels: T grows with fixed p.