cnt =  1 ; n =  100 ; p=  75 

GPE   &0.014 &0.040 &0.059 &0.047 & 2    \\ 
pLASSO &0.035  &0.016  &0.025  &0.077  & 5     \\ 
pGDS  &0.044 &0.021 &0.034 &0.083 & 8    \\ 
OLS   &0.263 &0.080 &0.121 &0.001 &75    \\ 
Orac.OLS &0.086    &0.027    &0.040    &0.029    &75       \\ 
Orac.GPE &0.014    &0.040    &0.059    &0.043    & 2       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.007 &0.018 &0.029 &0.053 & 2    \\ 
pLASSO &0.016  &0.007  &0.010  &0.046  & 5     \\ 
pGDS  &0.023 &0.011 &0.017 &0.058 &11    \\ 
OLS   &0.071 &0.021 &0.033 &0.024 &75    \\ 
Orac.OLS &0.038    &0.012    &0.018    &0.050    &75       \\ 
Orac.GPE &0.007    &0.019    &0.029    &0.053    & 2       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.203 &0.095 &0.146 &0.052 &  2   \\ 
pLASSO &0.025  &0.011  &0.018  &0.080  &  5    \\ 
pGDS  &0.035 &0.018 &0.030 &0.072 & 10   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.105    &0.034    &0.049    &0.007    &150      \\ 
Orac.GPE &0.009    &0.042    &0.060    &0.048    &  2      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.004 &0.021 &0.030 &0.057 &  2.0 \\ 
pLASSO &0.011  &0.005  &0.007  &0.040  &  5.0  \\ 
pGDS  &0.020 &0.010 &0.016 &0.060 & 16.5 \\ 
OLS   &0.081 &0.027 &0.039 &0.019 &150.0 \\ 
Orac.OLS &0.040    &0.011    &0.017    &0.027    &150.0    \\ 
Orac.GPE &0.005    &0.021    &0.030    &0.057    &  2.0    \\ 

