cnt =  1 ; n =  100 ; p=  75 

GPE   &0.825 &0.259 &0.388 &0.054 & 3    \\ 
pLASSO &0.525  &0.176  &0.255  &0.159  &36     \\ 
pGDS  &0.493 &0.148 &0.223 &0.076 &43    \\ 
OLS   &0.259 &0.070 &0.118 &0.000 &75    \\ 
Orac.OLS &0.085    &0.028    &0.039    &0.019    &75       \\ 
Orac.GPE &0.776    &0.396    &0.591    &0.042    & 5       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.107 &0.026 &0.039 &0.042 &19    \\ 
pLASSO &0.118  &0.034  &0.051  &0.147  &60     \\ 
pGDS  &0.099 &0.025 &0.038 &0.054 &69    \\ 
OLS   &0.071 &0.023 &0.033 &0.030 &75    \\ 
Orac.OLS &0.038    &0.012    &0.018    &0.039    &75       \\ 
Orac.GPE &0.673    &0.182    &0.271    &0.050    & 7       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.874 &0.474 &0.683 &0.054 &  3   \\ 
pLASSO &0.738  &0.321  &0.462  &0.151  & 52    \\ 
pGDS  &0.748 &0.296 &0.450 &0.031 & 66   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.104    &0.031    &0.048    &0.004    &150      \\ 
Orac.GPE &0.768    &0.687    &0.941    &0.063    &  4      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.365 &0.116 &0.174 &0.053 &  7   \\ 
pLASSO &0.194  &0.055  &0.083  &0.130  &110    \\ 
pGDS  &0.222 &0.050 &0.077 &0.097 &115   \\ 
OLS   &0.081 &0.025 &0.037 &0.006 &150   \\ 
Orac.OLS &0.040    &0.012    &0.018    &0.038    &150      \\ 
Orac.GPE &0.724    &0.288    &0.431    &0.053    &  4      \\ 

