Table 2:

Results from simulation study with p = 25 and sparse Ω₀ in the three scenarios: factor, linear and independent for n = 500. We computed test error, Frobenious norm, MSE for main effects, percentage of true positives and true negatives for main effects and interactions for Hiernet, Family, PIE, RAMP and FIN model with a = 0.5 across 50 simulations. Test error, FR, and main MSE are presented as ratios compared to the best performing model.

		HierNet	FAMILY	PIE	RAMP	FIN
	test error	1.284	5.274	1.206	4.225	1
	FR	1.189	1.259	1	2.157	1.284
factor	main MSE	3.430	1.560	1	1.590	1.312
	TP main	0.667	0.823	0.698	0.583	0.812
	TN main	0.445	0.259	0.863	0.834	0.716
	TP int	0.514	0.839	0.562	0.031	0.448
	TN int	0.959	0.580	0.974	0.965	0.941
	test error	1.199	5.271	1	5.060	1.486
	FR	3.889	6.859	1	7.916	5.370
linear	main MSE	1	3.563	1.387	1.392	1.726
	TP main	1	0.845	0.857	0.952	0.976
	TN main	0.484	0.272	0.845	0.815	0.807
	TP int	0.970	0.887	0.964	0.077	0.917
	TN int	0.970	0.645	0.987	0.975	0.894
	test error	1.425	9.685	1	12.746	3.438
	FR	12.956	18.036	1	21.604	9.607
independent	main MSE	1	6.082	3.056	4.326	3.055
	TP main	1	0.830	0.860	0.630	0.900
	TN main	0.418	0.585	0.847	0.915	0.898
	TP int	1	0.852	1	0.071	0.921
	TN int	0.993	0.868	0.990	0.995	0.957