Table 3.

Artificial data sets: coefficients.

Variable	Intercept	X	$Y_1$	$Y_2$	$Y_3$	$Y_4$	$Y_5$
Dimension p = 4, sample size n = 200
$Y_1$	1.0	0.5	–	–	–	–	–
$Y_2$	2.0	−0.5	0.1	–	–	–	–
$Y_3$	1.0	0.5	−0.1	0.1	–	–	–
$Y_4$	2.0	−0.5	0.1	−0.1	0.1	–	–
Dimension p = 5, sample size n = 200
$Y_1$	3.0	−0.5	–	–	–	–	–
$Y_2$	3.0	0.5	−0.1	–	–	–	–
$Y_3$	1.0	−0.5	0	0.1	–	–	–
$Y_4$	3.0	−0.5	−0.1	0	0.1	–	–
$Y_5$	3.0	−0.5	0	0	0.1	−0.1	–
Dimension p = 6, sample size n = 200
$Y_1$	3.5	1.0	–	–	–	–	–
$Y_2$	3.0	1.5	−0.01	–	–	–	–
$Y_3$	3.5	1.5	−0.10	0.10	–	–	–
$Y_4$	3.0	0	−0.05	0	0.05	–	–
$Y_5$	3.0	0	−0.01	0	−0.01	0.01	–
$Y_6$	3.0	1.0	0	0.01	0	0	−0.05