
196 SIMULTANEOUS INFERENCE ON MULTIPLE ASSERTIONS
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Sample size
Parsimonious model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
IM
LASSO
ADAPTIVE LASSO
AIC
BIC
Sample size
True or Parsimonious model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Sample size
Inclusive model
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Figure 10.1 Percentage of true, parsimonious, true or parsimonious, and inclusive models
selected, as a function of sample size, for various methods under Scenario 1.
0%
20%
40%
60%
80%
100%
50 100 200 500 1000 2000 5000
Sample size
Parsimonious model