cnt =  1 ; n =  100 ; p=  75 

GPE   &0.647 &0.240 &0.355 &0.056 & 3    \\ 
pLASSO &1.662  &2.302  &2.496  &0.947  &64     \\ 
pGDS  &1.839 &2.615 &2.720 &0.958 &62    \\ 
OLS   &0.259 &0.070 &0.118 &0.000 &75    \\ 
Orac.OLS &0.085    &0.028    &0.039    &0.019    &75       \\ 
Orac.GPE &0.136    &0.081    &0.123    &0.051    & 7       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.106 &0.029 &0.046 &0.065 &12    \\ 
pLASSO &0.071  &0.023  &0.033  &0.030  &75     \\ 
pGDS  &0.071 &0.023 &0.033 &0.030 &75    \\ 
OLS   &0.071 &0.023 &0.033 &0.030 &75    \\ 
Orac.OLS &0.038    &0.012    &0.018    &0.039    &75       \\ 
Orac.GPE &0.127    &0.036    &0.057    &0.050    & 7       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.652 &0.402 &0.630 &0.054 &  4   \\ 
pLASSO &3.072  &9.635  &9.761  &0.998  & 81    \\ 
pGDS  &3.513 &9.756 &9.869 &0.936 & 85   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.104    &0.031    &0.048    &0.004    &150      \\ 
Orac.GPE &0.094    &0.076    &0.123    &0.046    &  9      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.229 &0.053 &0.083 &0.057 &  9   \\ 
pLASSO &0.081  &0.025  &0.039  &0.007  &150    \\ 
pGDS  &0.132 &0.033 &0.111 &0.118 &150   \\ 
OLS   &0.081 &0.025 &0.037 &0.006 &150   \\ 
Orac.OLS &0.040    &0.012    &0.018    &0.038    &150      \\ 
Orac.GPE &0.058    &0.027    &0.043    &0.048    & 18      \\ 

