Comparisons of estimation methods.

LASSO(x) is the usage of the package AteMeVs with the LASSO penalty function, SCAD(x) is the usage of the package AteMeVs with the SCAD penalty function, MCP(x) is the usage of the package AteMeVs with the MCP penalty function, Full(x) refers to Scenario (i), where x = 0.2, 0.5 or 0.7, representing identical diagonal elements in Σe. The usage of iWeigReg and CausalGAM refer to Scenario (ii).