Table 7.

Relative RMSE (%) of different approaches in scenario S2.

	p = 10		p = 400		p = 1000
Model	$\rho =0$	$\rho =0.4$	$\rho =0$	$\rho =0.4$	$\rho =0$	$\rho =0.4$
LM	21.96	21.36	21.81	21.84	22.65	22.34
MI-PMM	22.64	21.49	16.11	16.68	NA	NA
MI-Norm	22.70	21.95	1510.97	925.63	NA	NA
MI-Mean	17.67	14.73	17.73	17.77	NA	NA
LASSO-DB	20.66	20.38	18.39	18.29	17.93	18.11
LASSO-PS	11.53	10.51	11.91	11.90	11.95	12.27
LASSO-DR	21.95	21.47	20.19	20.11	19.78	20.00
SCAD-DB	21.95	21.44	20.78	20.85	20.04	20.31
SCAD-PS	10.60	9.87	12.06	12.00	12.17	12.53
SCAD-DR	23.32	22.97	22.45	22.49	21.64	21.95
RR	22.01	21.47	18.61	18.67	18.44	18.62
RT	16.76	17.07	14.49	15.11	12.98	13.55
RF	23.07	21.97	17.13	17.12	16.91	17.09
XGB	9.63	11.22	10.19	10.04	10.19	10.03
DL-1r	13.95	15.68	9.08	8.45	7.33	7.87
DL-2r	11.13	10.91	7.70	7.10	6.14	6.29
DL-1s	10.12	10.06	8.09	14.36	9.27	21.18
DL-2s	8.47	11.78	6.97	10.83	9.73	18.68