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. Author manuscript; available in PMC: 2017 Mar 1.
Published in final edited form as: Ann Appl Stat. 2016 Mar 25;10(1):418–450. doi: 10.1214/15-AOAS899

Table B9.

Comparison of MIRL with CW and RRstep for high-dimensional scenarios with p > n

Settings L1 L2 MPSE TP TN MCC
n =50 MIRL 9.55 16.51 19.50 1.12 92.93 0.27
p = 100 RRstep 14.01 25.78 26.23 1.23 91.22 0.27
CW 35.94 42.04 42.15 2.65 43.32 0.13
n =100 MIRL 10.03 13.59 15.67 1.74 187.48 0.31
p = 200 RRstep 18.36 25.04 24.71 1.62 182.22 0.25
CW 24.96 28.15 27.95 2.26 153.72 0.35