Simulation results under sparse cases with p = 100 and n = 100 based on 50 replications.

NOTE: For Scenario 1, each informative covariate is correlated with s non-informative covariates. For Scenario 2, the covariates for the right panel have two gene pathways and those for the left panel have one gene pathway. In each setting, q is the number of informative covariates (covariates with non-zero coefficients).