$f_1\left(X_1\right)$

$f_2\left(X_2\right)$

$f_3\left(X_3\right)$

$f_4\left(X_4\right)$

$f_5\left(X_5\right)$

$f_6\left(X_6\right)$

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

group Lasso

0.104

0.192

0.157

0.781

0.071

0.152

(0.071)

(0.103)

(0.0844)

(0.191)

(0.036)

(0.058)

group SCAD

0.070

0.103

0.132

0.737

0.037

0.100

(0.037)

(0.076)

(0.160)

(0.269)

(0.030)

(0.065)

group MCP

0.065

0.099

0.127

0.740

0.034

0.081

(0.037)

(0.074)

(0.171)

(0.298)

(0.028)

(0.059)

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

group Lasso

0.414

0.578

0.495

1.466

0.213

0.231

(0.134)

(0.232)

(0.132)

(0.332)

(0.087)

(0.069)

group SCAD

0.224

0.262

0.389

1.213

0.115

0.211

(0.176)

(0.246)

(0.301)

(0.489)

(0.109)

(0.172)

group MCP

0.176

0.204

0.351

1.141

0.084

0.207

(0.148)

(0.190)

(0.365)

(0.527)

(0.099)

(0.166)