Results for high dimension, $p=500$

NV

ER

IN%

CS%

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

Group Lasso

9.0

0.0024

100.0

99.0

(2.05)

(0.0011)

(0.00)

(0.10)

Group SCAD

7.8

0.0015

100.0

100.0

(1.58)

(0.0009)

(0.00)

(0.00)

Group MCP

8.3

0.0013

100.0

100.0

(2.07)

(0.0007)

(0.00)

(0.00)

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

Group Lasso

12.9

0.0043

86.5

86.0

(3.47)

(0.0033)

(0.343)

(0.347)

Group SCAD

8.3

0.0033

93.5

92.0

(1.63)

(0.0031)

(0.247)

(0.271)

Group MCP

8.6

0.0024

93.5

93.5

(1.72)

(0.0024)

(0.247)

(0.247)