cnt =  1 ; n =  100 ; p=  75 

GPE   &0.239 &0.083 &0.122 &0.080 & 2    \\ 
pLASSO &0.112  &0.477  &0.468  &1.000  & 5     \\ 
pGDS  &0.109 &0.204 &0.222 &0.881 &17    \\ 
OLS   &0.263 &0.080 &0.121 &0.001 &75    \\ 
Orac.OLS &0.086    &0.027    &0.040    &0.029    &75       \\ 
Orac.GPE &0.050    &0.048    &0.071    &0.054    & 4       \\ 

cnt =  2 ; n =  400 ; p=  75 

GPE   &0.033 &0.023 &0.033 &0.056 & 2    \\ 
pLASSO &0.049  &0.247  &0.243  &1.000  & 5     \\ 
pGDS  &0.049 &0.071 &0.080 &0.747 &22    \\ 
OLS   &0.071 &0.021 &0.033 &0.024 &75    \\ 
Orac.OLS &0.038    &0.012    &0.018    &0.050    &75       \\ 
Orac.GPE &0.026    &0.021    &0.031    &0.053    & 3       \\ 

cnt =  3 ; n =  100 ; p=  150 

GPE   &0.202 &0.099 &0.162 &0.070 &  2   \\ 
pLASSO &0.113  &0.637  &0.637  &1.000  &  6    \\ 
pGDS  &0.113 &0.337 &0.347 &0.991 & 28   \\ 
OLS &NA  &NA  &NA  &NA  &NA  \\ 
Orac.OLS &0.105    &0.034    &0.049    &0.007    &150      \\ 
Orac.GPE &0.043    &0.051    &0.079    &0.049    &  5      \\ 

cnt =  4 ; n =  400 ; p=  150 

GPE   &0.032 &0.024 &0.035 &0.052 &  2   \\ 
pLASSO &0.048  &0.343  &0.336  &1.000  &  5    \\ 
pGDS  &0.048 &0.120 &0.125 &0.980 & 34   \\ 
OLS   &0.081 &0.027 &0.039 &0.019 &150   \\ 
Orac.OLS &0.040    &0.011    &0.017    &0.027    &150      \\ 
Orac.GPE &0.026    &0.022    &0.033    &0.050    &  3      \\ 

