Table 3. Average number of nonzero coefficients and MAE of coefficient estimates over 50 simulation replicates.

Simulation Scenarios	sslasso (s1 = 1)		Lasso
	Average Number	MAE	Average Number	MAE
Scenario 1, s0 = 0.04	15.800	1.431(0.420)	30.800	2.150(0.726)
Scenario 2, s0 = 0.03	5.780	0.750(0.452)	30.540	2.255(0.667)
Scenario 3, s0 = 0.04	10.420	0.669(0.286)	39.540	2.680(0.729)
Scenario 4, s0 = 0.04	32.900	1.984(0.352)	32.960	2.316(0.770)
Scenario 5, s0 = 0.03	6.460	0.906(0.498)	42.260	2.783(0.908)
Scenario 6, s0 = 0.03	5.920	0.629(0.362)	43.060	2.865(0.842)

Values in parentheses are SE.