Table 1.

Comparisons of competing methods with (n, p) = (300, 1000) and (n, p) = (500, 1000) in terms of the minimum model size to ensure inclusion of the true model (MMS) with interquartile range in parentheses, the true positive rate (TPR), and the probability of including all active variables (PIT)

Method	MMS	TPR	PIT	MMS	TPR	PIT	MMS	TPR	PIT	MMS	TPR	PIT
	(n, p) = (300, 1000)			(n, p) = (500, 1000)			(n, p) = (300, 1000)			(n, p) = (500, 1000)
Example 1	CR=20%						CR=50%
IPOD (γ = .8)	201 (254)	0.63	0.11	59 (92)	0.91	0.60	298 (279)	0.50	0.02	115 (165)	0.82	0.38
IPOD (γ = 1)	161 (218)	0.70	0.16	41 (71)	0.94	0.71	254 (277)	0.57	0.06	182 (135)	0.87	0.49
IPOD (γ = 1.2)	159 (217)	0.71	0.17	38 (65)	0.94	0.73	234 (273)	0.59	0.08	72 (112)	0.89	0.56
PSIS	855 (211)	0.06	0.00	858 (217)	0.09	0.00	874 (91)	0.05	0.00	849 (198)	0.08	0.00
CRIS	919 (133)	0.03	0.00	921 (128)	0.04	0.00	913 (155)	0.03	0.00	914 (135)	0.04	0.00
CS	834 (245)	0.24	0.00	830 (230)	0.25	0.00	842 (218)	0.24	0.00	837 (219)	0.26	0.00
SII	258 (274)	0.51	0.02	82 (110)	0.86	0.49	327 (277)	0.41	0.01	136 (181)	0.75	0.28
Example 2	CR=20%						CR=50%
IPOD (γ = .8)	2 (2)	0.99	0.99	2 (0)	1.00	1.00	5 (10)	0.94	0.89	2 (0)	1.00	1.00
IPOD (γ = 1)	2 (3)	0.99	0.99	2 (0)	1.00	1.00	4 (11)	0.94	0.89	2 (0)	1.00	1.00
IPOD (γ = 1.2)	2 (4)	0.99	0.99	2 (0)	1.00	1.00	5 (15)	0.95	0.90	2 (1)	1.00	1.00
PSIS	721 (330)	0.03	0.00	727 (349)	0.06	0.01	700 (392)	0.07	0.01	714 (371)	0.08	0.01
CRIS	738 (339)	0.04	0.00	707 (325)	0.07	0.01	732 (324)	0.06	0.00	706 (324)	0.06	0.00
CS	461 (532)	0.54	0.09	426 (502)	0.55	0.11	457 (571)	0.56	0.12	459 (557)	0.56	0.12
SII	19 (27)	0.90	0.84	3 (4)	1.00	1.00	67 (119)	0.63	0.43	11 (32)	0.95	0.92
Example 3	ρ = 0						ρ = 0.8
IPOD (γ = 0.8)	84 (173)	0.85	0.39	22 (51)	0.96	0.83	6 (10)	0.98	0.93	4 (0)	1.00	1.00
IPOD (γ = 1)	114 (226)	0.82	0.30	35 (84)	0.92	0.69	8 (19)	0.97	0.90	4 (1)	1.00	1.00
IPOD (γ = 1.2)	158 (280)	0.81	0.24	61 (132)	0.89	0.57	14 (36)	0.95	0.80	4 (3)	0.99	0.98
PSIS	560 (466)	0.61	0.03	539 (429)	0.67	0.03	330 (624)	0.50	0.17	206 (454)	0.66	0.36
CRIS	619 (415)	0.57	0.02	579 (505)	0.62	0.03	314 (591)	0.53	0.16	183 (384)	0.73	0.37
CS	703 (505)	0.55	0.03	659 (518)	0.62	0.04	886 (993)	0.74	0.38	27 (109)	0.92	0.69
SII	376 (405)	0.69	0.04	296 (330)	0.77	0.12	24 (82)	0.90	0.64	8 (14)	0.99	0.98
Example 4	ρ = 0						ρ = 0.8
IPOD (γ = 0.8)	867 (166)	0.38	0.00	863 (178)	0.47	0.00	57 (166)	0.89	0.49	13 (19)	0.99	0.90
IPOD (γ = 1)	876 (171)	0.37	0.00	872 (156)	0.45	0.00	96 (253)	0.84	0.36	22 (47)	0.97	0.81
IPOD (γ = 1.2)	881 (171)	0.36	0.00	868 (178)	0.43	0.00	155 (347)	0.78	0.23	44 (110)	0.94	0.64
PSIS	895 (162)	0.29	0.00	882 (182)	0.36	0.00	102 (267)	0.84	0.37	31 (80)	0.96	0.73
CRIS	925 (121)	0.25	0.00	926 (112)	0.28	0.00	111 (277)	0.82	0.32	24 (51)	0.97	0.80
CS	892 (150)	0.31	0.00	877 (167)	0.38	0.00	774 (305)	0.51	0.00	689 (366)	0.68	0.01
SII	870 (163)	0.31	0.00	874 (192)	0.38	0.00	33 (95)	0.92	0.58	12 (11)	0.99	0.93