Table 3.

Relative SD (%) of different approaches in scenario S1.

	p = 10		p = 400		p = 1000
Model	$\rho =0$	$\rho =0.4$	$\rho =0$	$\rho =0.4$	$\rho =0$	$\rho =0.4$
LM	6.13	6.10	6.11	6.00	8.01	7.35
MI-PMM	7.24	7.10	11.39	11.17	NA	NA
MI-Norm	6.93	6.97	3446.20	4016.47	NA	NA
MI-Mean	5.80	5.65	5.54	5.60	NA	NA
LASSO-DB	6.89	6.73	6.89	6.95	7.06	6.91
LASSO-PS	5.81	5.62	5.48	5.48	5.77	5.51
LASSO-DR	6.25	6.19	6.11	6.14	6.39	6.22
SCAD-DB	6.10	6.09	6.25	6.12	6.60	6.32
SCAD-PS	7.10	6.74	6.46	6.40	6.67	6.21
SCAD-DR	6.03	6.03	5.94	5.82	6.36	6.05
RR	6.00	5.95	5.51	5.55	5.78	5.54
RT	6.44	6.72	6.16	6.06	6.48	6.21
RF	6.05	6.13	5.53	5.54	5.75	5.51
XGB	4.23	4.15	4.14	4.15	4.17	4.11
DL-1r	6.60	6.61	9.51	9.19	9.53	9.63
DL-2r	6.14	5.97	6.37	6.39	6.79	6.44
DL-1s	5.43	5.50	4.79	4.79	6.25	6.12
DL-2s	4.94	4.66	4.52	4.52	6.66	7.10