cnt =  1 ; n =  100 ; p=  75 

GPE   &0.016 &0.040 &0.059 &0.046 & 3    \\ 
pLASSO &0.393  &0.440  &0.497  &0.933  &32     \\ 
pGDS  &0.376 &0.353 &0.399 &0.705 &36    \\ 
OLS   &0.263 &0.080 &0.121 &0.001 &75    \\ 
Orac.OLS &0.086    &0.027    &0.040    &0.029    &75       \\ 
Orac.GPE &0.010    &0.040    &0.059    &0.048    & 2       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.006 &0.019 &0.029 &0.051 & 2    \\ 
pLASSO &0.048  &0.014  &0.021  &0.037  &38     \\ 
pGDS  &0.058 &0.019 &0.029 &0.038 &57    \\ 
OLS   &0.071 &0.021 &0.033 &0.024 &75    \\ 
Orac.OLS &0.038    &0.012    &0.018    &0.050    &75       \\ 
Orac.GPE &0.005    &0.019    &0.029    &0.049    & 2       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.556 &0.361 &0.564 &0.053 &  3   \\ 
pLASSO &0.621  &1.505  &1.567  &1.000  & 48    \\ 
pGDS  &0.617 &1.329 &1.382 &0.954 & 61   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.105    &0.034    &0.049    &0.007    &150      \\ 
Orac.GPE &0.008    &0.042    &0.060    &0.055    &  2      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.004 &0.021 &0.030 &0.059 &  2   \\ 
pLASSO &0.050  &0.015  &0.024  &0.037  & 75    \\ 
pGDS  &0.069 &0.025 &0.044 &0.104 & 85   \\ 
OLS   &0.081 &0.027 &0.039 &0.019 &150   \\ 
Orac.OLS &0.040    &0.011    &0.017    &0.027    &150      \\ 
Orac.GPE &0.004    &0.021    &0.030    &0.057    &  2      \\ 

