Table 2.

ARMS simulation results of case 1 with n = 400^*

Method	L2 risk	L1 risk	EP	AUC
ARMS-LIKELI	0.0181	0.101	0.379	0.811
	(0.0002)	(0.001)	(0.003)	(0.004)
ARMS-AIC	0.0178	0.099	0.375	0.816
	(0.0002)	(0.001)	(0.002)	(0.004)
ARMS-GDF	0.0172	0.096	0.368	0.827
	(0.0002)	(0.001)	(0.002)	(0.004)
ARMS-APE	0.0186	0.103	0.389	0.798
	(0.0002)	(0.001)	(0.003)	(0.004)
ARMS-RESID	0.0188	0.105	0.392	0.793
	(0.0003)	(0.001)	(0.003)	(0.004)
BMA	0.0182	0.102	0.384	0.809
	(0.0002)	(0.001)	(0.003)	(0.004)
AIC	0.0191	0.107	0.397	0.775
	(0.0003)	(0.001)	(0.003)	(0.005)
Full	0.0198	0.110	0.403	0.768
	(0.0003)	(0.001)	(0.004)	(0.005)
True	0.0141	0.076	0.333	0.879

^*See footnote in Table 1.