Table 4. The Simulation results of Example 4.2. Mean squared error (MSE) of estimates, model error (ME), mean of the number of selected covariates (NONZERO), prediction model errors (PE), mean prediction squared errors (MPSE), mean number of the false positives (FP) and false negatives (FN), the number of selected covariates among identical covariates in the model ($I_1$) and the probability of correctly eliminated identical covariates (prob).

Scenario	(n,p,k)	Method	ME	MSE	PE	MPSE	NONZERO	FP	FN	$I_1$	prob
	n=200	MLOG	0.0334	0.9496	0.0349	1.0301	7.16	0.16	0.00	0.06	0.94
	p=15	ENET	0.0426	0.9425	0.0451	1.0393	8.50	1.50	0.00	2.58	0.63
	k=7	LASSO	0.0422	0.9433	0.0453	1.0392	8.53	1.53	0.00	0.73	0.27
	n=400	MLOG	0.0222	0.9847	0.0224	1.0209	8.17	0.17	0.00	0.14	0.86
(a)	p=17	ENET	0.0273	0.9819	0.0276	1.0245	9.34	1.34	0.00	1.79	0.78
	k=8	LASSO	0.0271	0.9824	0.0276	1.0257	9.39	1.39	0.00	0.72	0.29
	n=800	MLOG	0.0130	0.9845	0.0132	0.9995	10.11	0.11	0.00	0.08	0.92
	p=21	ENET	0.0156	0.9830	0.0158	1.0025	11.38	1.38	0.00	0.16	0.98
	k=10	LASSO	0.0161	0.9839	0.0165	1.0041	11.28	1.28	0.00	0.63	0.37
	n=200	MLOG	0.0064	0.9787	0.0065	0.9988	1.51	0.51	0.00	1.00	1.00
	p=15	ENET	2.4730	3.4459	2.4401	3.4150	1.58	0.74	0.16	5.88	0.00
	k=1	LASSO	0.0188	0.9758	0.0191	1.0102	2.66	1.66	0.00	1.00	1.00
	n=400	MLOG	0.0046	0.9973	0.0045	0.9948	1.50	0.50	0.00	1.00	1.00
(b)	p=17	ENET	0.3049	1.2999	0.3276	1.3041	1.83	0.84	0.01	7.94	0.00
	k=1	LASSO	0.0114	0.9941	0.0113	1.0014	2.97	1.97	0.00	1.00	1.00
	n=800	MLOG	0.0021	0.9866	0.0020	0.9810	1.42	0.42	0.00	1.00	1.00
	p=21	ENET	0.0049	0.9893	0.0048	0.9831	1.51	0.51	0.00	10.00	0.00
	k=1	LASSO	0.0055	0.9858	0.0054	0.9846	2.50	1.50	0.00	1.00	1.00
	n=200	MLOG	0.0239	0.9589	0.0243	1.0003	4.35	0.35	0.00	1.00	1.00
	p=15	ENET	0.0378	0.9474	0.0387	1.0117	6.75	2.75	0.00	7.00	0.00
	k=4	LASSO	0.0388	0.9465	0.0399	1.0118	7.01	3.01	0.00	1.01	0.99
	n=400	MLOG	0.0129	0.9853	0.0131	1.0376	5.28	0.28	0.00	1.00	1.00
(c)	p=17	ENET	0.0228	0.9781	0.0236	1.0489	7.92	2.92	0.00	8.00	0.00
	k=5	LASSO	0.0227	0.9782	0.0235	1.0481	8.07	3.07	0.00	1.00	1.00
	n=800	MLOG	0.0079	0.9884	0.0080	1.0080	6.25	0.25	0.00	1.00	1.00
	p=21	ENET	0.0131	0.9848	0.0133	1.0134	8.78	2.78	0.00	10.00	0.00
	k=6	LASSO	0.0135	0.9843	0.0137	1.0138	9.18	3.18	0.00	1.00	1.00