Results for high dimension, $p=500$

NV

ER

IN%

CS%

$n=400\left(\text{CR}=40\%\right)$

Group Lasso

9.0

0.0019

100.0

98.0

(1.71)

(0.0010)

(0.00)

(0.14)

Group SCAD

7.7

0.0012

100.0

98.0

(1.18)

(0.0007)

(0.00)

(0.14)

Group MCP

8.4

0.0009

100.0

98.0

(1.54)

(0.00055)

(0.00)

(0.14)

$n=200\left(\text{CR}=40\%\right)$

Group Lasso

13.0

0.0044

89.0

85.0

(3.57)

(0.0031)

(0.313)

(0.357)

Group SCAD

8.2

0.0033

95.0

85.0

(1.66)

(0.0030)

(0.218)

(0.357)

Group MCP

8.4

0.0024

95.0

86.0

(1.50)

(0.0023)

(0.218)

(0.347)