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. Author manuscript; available in PMC: 2018 Jun 5.
Published in final edited form as: J Am Stat Assoc. 2017 May 3;112(517):254–265. doi: 10.1080/01621459.2015.1130634

Figure 4.

Figure 4

Mean SSE when non-zero θ = n−1/4 (0.6, 1.2, 1.8, 2.4, 3.0), ρ = 0, 0.25 (left, right), ϕ = 1. Simulation settings: (n = 100, p = 100), (n = 250, p = 500), (n = 500, p = 1000)