Method

n = 100

n = 300

MSE

Sensitivity

Specificity

MSE

Sensitivity

Specificity

Geometric component

BE (0.01)

0.666 (0.497)

0.369 (0.303)

0.951 (0.074)

0.538 (0.411)

0.841 (0.172)

0.98 (0.043)

BE (0.05)

0.704 (0.408)

0.558 (0.3)

0.812 (0.14)

0.592 (0.336)

0.916 (0.125)

0.923 (0.092)

BE (0.1573)

0.824 (0.391)

0.707 (0.243)

0.648 (0.174)

0.719 (0.29)

0.956 (0.099)

0.809 (0.121)

ZIGe-LASSO

0.606 (0.277)

0.246 (0.316)

0.952 (0.095)

0.519 (0.405)

0.454 (0.252)

0.948 (0.077)

ZIGe-MCP

0.824 (0.391)

0.707 (0.243)

0.648 (0.174)

0.548 (0.372)

0.859 (0.185)

0.965 (0.06)

ZIGe-SCAD

0.683 (0.405)

0.463 (0.285)

0.886 (0.103)

0.584 (0.37)

0.889 (0.165)

0.935 (0.085)

ZIGe-ORACLE

0.161 (0.111)

1 (0)

1 (0)

0.232 (0.147)

1 (0)

1 (0)

Zero component

BE (0.01)

0.041 (0.059)

0.069 (0.101)

0.992 (0.022)

0.655 (0.434)

0.292 (0.192)

0.984 (0.033)

BE (0.05)

0.096 (0.137)

0.274 (0.224)

0.903 (0.107)

0.602 (0.299)

0.533 (0.19)

0.927 (0.08)

BE (0.1573)

0.337 (0.316)

0.485 (0.224)

0.653 (0.182)

0.676 (0.252)

0.719 (0.179)

0.797 (0.123)

ZIGe-LASSO

0.036 (0.051)

0.168 (0.137)

0.962 (0.081)

0.519 (0.405)

0.454 (0.252)

0.948 (0.077)

ZIGe-MCP

0.205 (0.252)

0.506 (0.238)

0.691 (0.238)

0.635 (0.276)

0.733 (0.184)

0.777 (0.176)

ZIGe-SCAD

0.095 (0.124)

0.257 (0.173)

0.92 (0.096)

0.619 (0.349)

0.429 (0.215)

0.962 (0.053)

ZIGe-ORACLE

0.041 (0.055)

1 (0)

1 (0)

0.177 (0.125)

1 (0)

1 (0)