Fig. 2.

Variable screening accuracy in the example in § 1 by sure independence screening (dot-dash), high-dimensional ordinary least squares projection (dotted), partition-based screening without goodness-of-fit adjustment (dashed) and partition-based screening with goodness-of-fit adjustment (solid). Panel (a) shows results with the group partitions defined in § 1 where group 1 includes the two true predictors; panel (b) displays results with a random group partition where the two true predictors are not in the same group.