n

p

SGT

MARSA

Penalized likelihood

α = 0.05

α = 0.001

FDR = 0.05

FDR = 0.1

LASSO

ELASTA5*

ELASTA3**

50

250

0.947

0.999

1

1

0.951

0.967

0.912

0.864

500

0.947

0.999

1

1

0.976

0.99

0.966

0.915

750

0.947

0.999

1

1

0.984

0.995

0.985

0.956

100

250

0.949

0.999

1

1

0.937

0.917

0.875

0.848

500

0.949

0.999

1

1

0.968

0.969

0.928

0.881

750

0.948

0.999

1

1

0.978

0.985

0.962

0.917

200

250

0.949

0.999

1

1

0.932

0.875

0.855

0.84

500

0.95

0.999

1

1

0.965

0.911

0.882

0.86

750

0.949

0.999

1

1

0.976

0.939

0.906

0.877