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. Author manuscript; available in PMC: 2020 Apr 1.
Published in final edited form as: Stat Sin. 2019 Apr;29(2):877–894. doi: 10.5705/ss.202016.0449

Table 2.

Simulation: empirical coverage probability under Case 2. (SS, FR, Cor) = (sample size, failure rate, correlation structure). Targeted coverage is 95%.

Proposed

(SS, FR, Cor) MCP LASSO Oracle Only.X
(450, 60%, Ind) 0.988 0.980 0.993 1.000
(300, 90%, Ind) 0.910 0.955 0.953 0.990
(300, 60%, Ind) 0.980 0.945 0.985 0.960
(450, 60%, AR) 0.988 0.990 0.988 0.975
(300, 90%, AR) 0.922 0.953 0.960 0.998
(300, 60%, AR) 0.988 0.965 0.990 0.963
(450, 60%, CS) 0.995 0.985 0.998 0.993
(300, 90%, CS) 0.905 0.948 0.953 0.980
(300, 60%, CS) 0.990 0.968 0.990 0.990