Table 2. Comparison of prediction results on height with the model trained following the same procedure as ours except for an additional prescreening step as done in [21].

In addition to R², proportion of residual variance explained (denoted by $h_{\text{test}}^2$) and correlation between the fitted values and actual values are computed. We also compute an adjusted correlation between the residual after regressing age and sex out from the prediction and the residual after regressing age and sex out from the true response, both on the test set.

Method	$R_{\text{val}}^2$	$R_{\text{test}}^2$	$h_{\text{test}}^2$	Cortest	Cortest−{age, sex}
Lasso	69.92%	69.99%	35.66%	0.8366	0.4079
Prescreened lasso	69.40%	69.56%	34.73%	0.8340	0.4025