SGT

MARSA

Penalized likelihood

α = 0.05

α = 0.001

FDR = 0.05

FDR = 0.1

LASSO

ELASTA5*

ELASTA3**

Correlation 0

10 corr.*

0.32

0.033

0.08

0.204

0.387

0.53

0.549

0.558

10 corr**

0.317

0.034

0.081

0.201

0.394

0.538

0.557

0.567

20 indep.*

0.315

0.034

0.076

0.197

0.385

0.531

0.551

0.561

20 indep.**

0.321

0.035

0.088

0.203

0.388

0.536

0.555

0.565

Correlation 0.4

10 corr.*

0.998

0.955

0.998

0.999

0.343

0.845

0.904

0.94

10 corr**

0.999

0.952

0.999

1

0.346

0.848

0.907

0.942

20 indep.*

0.18

0.013

0.006

0.027

0.341

0.34

0.368

0.382

20 indep.**

0.179

0.013

0.004

0.025

0.34

0.338

0.366

0.38

Correlation 0.6

10 corr.*

1

0.999

1

1

0.238

0.796

0.887

0.935

10 corr**

1

0.999

1

1

0.238

0.801

0.891

0.938

20 indep.*

0.149

0.009

0.002

0.01

0.298

0.294

0.324

0.34

20 indep.**

0.148

0.008

0.001

0.007

0.295

0.29

0.32

0.336

Correlation 0.8

10 corr.*

1

1

1

1

0.125

0.688

0.853

0.933

10 corr**

1

1

1

1

0.126

0.688

0.853

0.932

20 indep.*

0.129

0.008

0.001

0.005

0.212

0.26

0.292

0.307

20 indep.**

0.129

0.007

0.001

0.004

0.213

0.263

0.294

0.309