cnt =  1 ; n =  100 ; p=  75 

GPE   &0.034 &0.037 &0.061 &0.040 & 4    \\ 
pLASSO &0.120  &0.781  &0.773  &1.000  & 5     \\ 
pGDS  &0.141 &0.302 &0.319 &0.912 &28    \\ 
OLS   &0.259 &0.070 &0.118 &0.000 &75    \\ 
Orac.OLS &0.085    &0.028    &0.039    &0.019    &75       \\ 
Orac.GPE &0.030    &0.036    &0.061    &0.039    & 3       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.022 &0.020 &0.030 &0.042 & 3    \\ 
pLASSO &0.117  &0.605  &0.610  &1.000  &10     \\ 
pGDS  &0.085 &0.083 &0.095 &0.688 &52    \\ 
OLS   &0.071 &0.023 &0.033 &0.030 &75    \\ 
Orac.OLS &0.038    &0.012    &0.018    &0.039    &75       \\ 
Orac.GPE &0.017    &0.020    &0.030    &0.039    & 4       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.260 &0.099 &0.146 &0.058 &  2   \\ 
pLASSO &0.129  &1.113  &1.106  &1.000  &  6    \\ 
pGDS  &0.149 &0.662 &0.665 &0.999 & 35   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.104    &0.031    &0.048    &0.004    &150      \\ 
Orac.GPE &0.017    &0.038    &0.058    &0.037    &  2      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.015 &0.020 &0.029 &0.053 &  3   \\ 
pLASSO &0.121  &0.861  &0.863  &1.000  & 17    \\ 
pGDS  &0.099 &0.275 &0.283 &1.000 & 76   \\ 
OLS   &0.081 &0.025 &0.037 &0.006 &150   \\ 
Orac.OLS &0.040    &0.012    &0.018    &0.038    &150      \\ 
Orac.GPE &0.011    &0.020    &0.029    &0.055    &  3      \\ 

