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. Author manuscript; available in PMC: 2020 Mar 18.
Published in final edited form as: J Mach Learn Res. 2019;20:77.

Table 1:

Means and standard deviations (SD) for estimated probabilities of making type I error in simulation example 1 with α0 the growth rate of dimensionality p = [nα0]. Two significance levels a = 0.05 and 0.1 are considered.

α 0 0.10 0.47 0.57 0.67 0.77 0.87
a = 0.05 Mean 0.050 0.052 0.055 0.063 0.082 0.166
SD 0.006 0.007 0.007 0.007 0.001 0.011
a = 0.1 Mean 0.098 0.104 0.107 0.118 0.144 0.247
SD 0.008 0.010 0.009 0.011 0.012 0.013