Results for high dimension, $p=500$

NV

ER

IN%

CS%

$n=400\left(\text{CR}=35\%\right)$

Group Lasso

6.0

0.0004

100.0

100.0

(0.00)

(0.0003)

(0.00)

(0.00)

Group SCAD

6.0

0.0001

100.0

100.0

(0.00)

(0.0001)

(0.00)

(0.00)

Group MCP

6.0

0.00009

100.0

100.0

(0.00)

(0.00009)

(0.00)

(0.00)

$n=200\left(\text{CR}=35\%\right)$

Group Lasso

8.0

0.0015

97.0

97.0

(1.83)

(0.0018)

(0.171)

(0.171)

Group SCAD

6.1

0.0007

99.0

99.0

(0.35)

(0.0014)

(0.100)

(0.100)

Group MCP

6.2

0.0005

99.0

98.0

(1.62)

(0.0010)

(0.100)

(0.140)