Results for high dimension, p = 500

NV

ER

IN%

CS%

n = 400 ( CR = 40 % )

Group Lasso

6.6

0.0003

100.0

100.0

(1.16)

(0.0003)

(0.0)

(0.0)

Group SCAD

6.1

0.0001

100.0

100.0

(0.29)

(0.0001)

(0.0)

(0.0)

Group MCP

6.1

0.00009

100.0

100.0

(0.37)

(0.00009)

(0.0)

(0.0)

n = 200 ( CR = 40 % )

Group Lasso

8.4

0.0016

96.0

95.0

(2.31)

(0.0031)

(0.196)

(0.219)

Group SCAD

6.1

0.0010

97.0

95.0

(2.04)

(0.0031)

(0.171)

(0.219)

Group MCP

6.2

0.0007

97.0

96.0

(2.23)

(0.0027)

(0.171)

(0.196)