| Method | n = 100 | n = 300 | ||||
| MSE | Sensitivity | Specificity | MSE | Sensitivity | Specificity | |
| Geometric component | ||||||
| BE (0.01) | 0.059 (0.053) | 0.295 (0.282) | 0.903 (0.127) | 0.177 (0.222) | 0.611 (0.359) | 0.949 (0.059) |
| BE (0.05) | 0.089 (0.107) | 0.467 (0.322) | 0.731 (0.174) | 0.353 (0.297) | 0.668 (0.339) | 0.868 (0.101) |
| BE (0.1573) | 0.205 (0.279) | 0.638 (0.298) | 0.565 (0.178) | 0.64 (0.289) | 0.742 (0.317) | 0.722 (0.137) |
| ZIGe-LASSO | 0.033 (0.027) | 0.295 (0.334) | 0.932 (0.076) | 0.118 (0.095 | 0.837 (0.285) | 0.887 (0.076) |
| ZIGe-MCP | 0.047 (0.042) | 0.707(0.243) | 0.648(0.174) | 0.158 (0.203) | 0.566 (0.377) | 0.957 (0.045) |
| ZIGe-SCAD | 0.06 (0.059) | 0.34 (0.347) | 0.909 (0.077) | 0.191 (0.218) | 0.648 (0.368) | 0.93 (0.069) |
| ZIGe-ORACLE | 0.007 (0.007) | 1 (0) | 1 (0) | 0.018 (0.017) | 1 (0) | 1 (0) |
| Zero component | ||||||
| BE (0.01) | 8e−05 (0.00012) | 0.084 (0.124) | 0.98 (0.037) | 0.287 (0.202) | 0.376 (0.233) | 0.962 (0.043) |
| BE (0.05) | 0.00035 (0.0005) | 0.247 (0.206) | 0.87 (0.145) | 0.355 (0.244) | 0.526 (0.251) | 0.896 (0.086) |
| BE (0.1573) | 0.00479 (0.00708) | 0.482 (0.246) | 0.609 (0.188) | 0.53 (0.284) | 0.634 (0.241) | 0.756 (0.132) |
| ZIGe-LASSO | 6e−05 (8e−05) | 0.14 (0.192) | 0.969 (0.04) | 0.191 (0.134) | 0.365 (0.239) | 0.952 (0.056) |
| ZIGe-MCP | 5e−04 (0.00073) | 0.358 (0.242) | 0.877 (0.11) | 0.234 (0.154) | 0.487 (0.25) | 0.95 (0.044) |
| ZIGe-SCAD | 3.3e−04 (4.8e−04) | 0.185 (0.183) | 0.957 (0.055) | 0.252 (0.188) | 0.349 (0.223) | 0.973 (0.039) |
| ZIGe-ORACLE | 7e−05 (1.1e−04) | 1 (0) | 1 (0) | 0.046 (0.037) | 1 (0) | 1 (0) |