cnt =  1 ; n =  100 ; p=  75 

GPE   &0.037 &0.037 &0.062 &0.042 & 4    \\ 
pLASSO &0.032  &0.013  &0.021  &0.046  & 5     \\ 
pGDS  &0.058 &0.028 &0.047 &0.024 &16    \\ 
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    &0.037    &0.062    &0.046    & 3       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.017 &0.020 &0.030 &0.041 & 4    \\ 
pLASSO &0.016  &0.007  &0.010  &0.044  & 5     \\ 
pGDS  &0.031 &0.014 &0.023 &0.040 &21    \\ 
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    &0.043    & 4       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.215 &0.081 &0.115 &0.038 &  3   \\ 
pLASSO &0.023  &0.009  &0.016  &0.056  &  5    \\ 
pGDS  &0.049 &0.025 &0.042 &0.037 & 23   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.104    &0.031    &0.048    &0.004    &150      \\ 
Orac.GPE &0.015    &0.038    &0.058    &0.039    &  3      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.014 &0.020 &0.029 &0.052 &  3   \\ 
pLASSO &0.011  &0.005  &0.007  &0.039  &  5    \\ 
pGDS  &0.023 &0.011 &0.018 &0.033 & 27   \\ 
OLS   &0.081 &0.025 &0.037 &0.006 &150   \\ 
Orac.OLS &0.040    &0.012    &0.018    &0.038    &150      \\ 
Orac.GPE &0.009    &0.020    &0.029    &0.052    &  3      \\ 

