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. Author manuscript; available in PMC: 2016 Sep 29.
Published in final edited form as: Stat Interface. 2016;9(4):399–414. doi: 10.4310/SII.2016.v9.n4.a1

Table 1. Percentages of the simulations that identify the variables indicated on the left for various number of blocks (k), subset sample sizes (nk = 100) and correlation within the design matrix X (independent or dependent).

True Model independent dependent


k = 2 k = 25 k = 100 k = 2 k = 25 k = 100






AIC BIC DIC AIC BIC DIC AIC BIC DIC AIC BIC DIC AIC BIC DIC AIC BIC DIC
β = (−1, 3, 0, 0, 0), signal-to-noise ratios are 1.44 for both independent and dependent.
none 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1) 59 93 59 60 98 60 59 99 59 63 94 62 64 99 64 64 99 64
(x2) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2) 11 2 11 11 1 11 12 0 12 10 2 10 9 1 9 10 0 10
(x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3) 11 2 11 11 1 11 11 0 11 8 2 8 8 0 8 8 0 8
(x2, x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3) 2 0 3 2 0 2 2 0 2 4 0 4 3 0 3 3 0 3
(x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x4) 11 2 11 11 0 11 11 0 11 9 2 9 8 0 9 8 0 8
(x2, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x4) 2 0 2 2 0 2 2 0 2 3 0 3 3 0 3 3 0 3
(x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3, x4) 2 0 2 2 0 2 2 0 2 4 0 4 4 0 4 4 0 4
(x2, x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3, x4) 1 0 1 0 0 0 0 0 0 1 0 1 1 0 1 1 0 1
β = (−1, 3, 0, −1.5, 0), signal-to-noise ratios are 1.45 for independent and 1.29 for dependent.
none 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1) 42 83 42 0 9 0 0 0 0 55 89 55 10 60 10 0 3 0
(x2) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2) 8 2 8 0 0 0 0 0 0 11 3 11 10 4 10 1 2 1
(x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3) 28 12 27 71 90 71 70 100 70 13 4 13 50 30 50 69 90 69
(x2, x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3) 6 0 6 13 0 13 14 0 14 4 0 4 6 0 6 12 0 12
(x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x4) 8 2 8 0 0 0 0 0 0 10 3 10 14 6 14 3 5 3
(x2, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x4) 2 0 2 0 0 0 0 0 0 3 0 3 2 0 2 2 0 2
(x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3, x4) 6 0 6 13 0 13 13 0 13 4 0 5 6 0 6 11 0 11
(x2, x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3, x4) 1 0 1 2 0 3 3 0 3 1 0 1 1 0 1 2 0 2
β = (−1, 3, 2, −1.5, 0), signal-to-noise ratios are 1.81 for independent and 2.85 for dependent.
none 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1) 0 0 0 0 0 0 0 0 0 2 17 2 0 0 0 0 0 0
(x2) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2) 50 85 50 0 9 0 0 0 0 64 74 64 28 83 28 1 29 1
(x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3) 0 0 0 0 0 0 0 0 0 3 2 3 0 0 0 0 0 0
(x2, x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3) 33 13 33 84 90 84 84 100 84 14 3 14 50 14 50 81 67 81
(x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x4) 0 0 0 0 0 0 0 0 0 1 1 1 0 0 0 0 0 0
(x2, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x4) 10 2 10 0 0 0 0 0 0 11 2 11 15 3 15 6 4 6
(x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3, x4) 0 0 0 0 0 0 0 0 0 1 0 1 0 0 0 0 0 0
(x2, x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3, x4) 7 0 7 15 0 15 16 0 16 4 0 5 7 0 7 13 0 13
β = (−1, 3, 2, −1.5, 1), signal-to-noise ratios are 1.84 for independent and 3.33 for dependent.
none 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1) 0 0 0 0 0 0 0 0 0 0 3 0 0 0 0 0 0 0
(x2) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2) 9 40 9 0 0 0 0 0 0 51 75 51 0 13 0 0 0 0
(x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3) 0 0 0 0 0 0 0 0 0 4 6 4 0 0 0 0 0 0
(x2, x3) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3) 6 6 6 0 0 0 0 0 0 7 1 7 0 0 0 0 0 0
(x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x4) 0 0 0 0 0 0 0 0 0 4 10 4 0 0 0 0 0 0
(x2, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x4) 50 47 50 0 9 0 0 0 0 24 4 25 51 80 51 11 65 11
(x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x2, x3, x4) 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
(x1, x2, x3, x4) 34 7 34 100 91 100 100 100 100 10 1 10 48 7 48 89 35 89