Table 3.2. The proportions of _s and _a with Σ = (1 – ρ)I + ρ11^T.

		Cox-SIS						SJS
		s				a	Time	s				a	Time
ρ	β	X1	X2	X3	X4	ALL	(s)	X1	X2	X3	X4	ALL	(s)
		n = 100 and p = 2000
.25	b1	.984	.991	.991	0	0	13.07	.999	.995	.997	.981	.975	7.54
	b2	.826	.817	.826	.842	.437	12.94	.993	.992	.993	.997	.984	7.81
.50	b1	.951	.948	.937	.001	.001	13.07	.961	.962	.962	.983	.937	8.31
	b2	.73	.707	.707	.734	.236	12.95	.981	.976	.977	.976	.936	8.47
.75	b1	.761	.783	.775	.008	.005	12.09	.954	.943	.942	.987	.898	8.36
	b2	.611	.638	.619	.62	.134	9.22	.887	.891	.9	.898	.717	6.07
		n = 100 and p = 5000
.25	b1	.977	.975	.981	0	0	32.00	0.988	0.981	0.984	0.925	0.912	26.00
	b2	.739	.788	.763	.769	.317	27.76	.972	.974	.978	.975	.938	54.98
0.50	b1	.892	.9	.894	0	0	42.82	0.871	0.861	0.862	0.948	0.805	31.89
	b2	.636	.619	.643	.629	.127	28.25	.919	.922	.934	.923	.812	59.68
.75	b1	.701	.696	.659	.008	.002	30.94	0.829	0.838	0.828	0.988	0.724	36.73
	b2	.501	.501	.488	.472	.045	25.90	.78	.799	.784	.783	.486	49.65
		n = 200 and p = 2000
.25	b1	1	1	1	0	0	15.90	1	1	1	1	1	16.32
	b2	.977	.971	.979	.964	.897	6.99	1	1	1	1	1	5.94
.50	b1	.999	1	1	0	0	12.20	1	1	1	1	1	12.54
	b2	.95	.946	.932	.942	.786	16.29	1	1	1	1	1	16.46
.75	b1	.989	.99	.994	.001	.001	15.79	1	1	1	1	1	17.70
	b2	.887	.873	.883	.909	.597	18.34	1	.998	1	1	.998	20.33
		n = 200 and p = 5000
.25	b1	1	1	1	0	0	34.32	1	1	1	1	1	160.33
	b2	.952	.962	.949	.958	.825	42.47	1	1	1	1	1	211.99
.50	b1	.999	.998	1	0	0	32.71	1	1	1	1	1	181.90
	b2	.904	.903	.892	.885	.637	30.38	1	1	1	1	1	152.62
.75	b1	.978	.976	.985	.004	.004	34.83	1	1	1	.999	.999	218.22
	b2	.823	.832	.832	.812	.431	28.40	.998	.999	.997	.999	.993	146.69