Table 4. Simulations results for correlated normal and independent binary responses (Case 2) with UWC.

Selection	Penalty	MRME	Correct	Incorrect
n = 50
${\widehat{\lambda }}_{GCV}$	SCAD	0.056	1.829	0.005
	LASSO	0.094	1.762	0.006
${\widehat{\lambda }}_{BIC}$	SCAD	0.037	2.209	0.037
	LASSO	0.097	1.824	0.008
n = 100
${\widehat{\lambda }}_{GCV}$	SCAD	0.025	1.825	0.001
	LASSO	0.057	1.880	0.002
${\widehat{\lambda }}_{BIC}$	SCAD	0.015	2.336	0.001
	LASSO	0.063	2.091	0.002
Selection	Penalty	${\widehat{\beta }}_1^{\left(1\right)}$	${\widehat{\beta }}_2^{\left(1\right)}$	${\widehat{\beta }}_1^{\left(3\right)}$
n = 50
${\widehat{\lambda }}_{GCV}$	SCAD	2.995(0.156)	1.492(0.148)	2.192(0.815)
	LASSO	2.918(0.148)	1.429(0.141)	0.782(0.391)
${\widehat{\lambda }}_{BIC}$	SCAD	2.998(0.142)	1.488(0.133)	2.076(0.936)
	LASSO	2.912(0.150)	1.424(0.140)	0.739(0.364)
n = 100
${\widehat{\lambda }}_{GCV}$	SCAD	2.999(0.108)	1.501(1.002)	2.079(0.480)
	LASSO	2.938(0.102)	1.453(0.094)	0.882(0.388)
${\widehat{\lambda }}_{BIC}$	SCAD	3.002(0.096)	1.498(0.102)	2.066(0.469)
	LASSO	2.927(0.097)	1.445(0.091)	0.767(0.299)