Table 6 Simulation Results for the Correlated Models with ρ = 0.6
FDR | Power | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
n | m 1 | δ | P-val | P-adm | Convex | Pareto | P-val | P-adm | Convex | Pareto |
10 | 50 | 1.0 | 4.2 | 3.0 | 2.8 | 2.7 | 2.5 | 3.0 | 3.1 | 3.2 |
1.2 | 4.1 | 3.2 | 3.1 | 3.1 | 8.3 | 9.4 | 9.4 | 9.8 | ||
1.4 | 5.5 | 3.1 | 3.1 | 3.0 | 22.0 | 23.6 | 24.1 | 24.8 | ||
1.6 | 5.1 | 3.2 | 3.2 | 3.1 | 39.3 | 41.2 | 41.9 | 42.7 | ||
1.8 | 5.0 | 3.1 | 3.2 | 3.2 | 61.9 | 64.0 | 64.9 | 65.7 | ||
2.0 | 5.0 | 3.3 | 3.5 | 3.7 | 77.6 | 79.7 | 80.3 | 81.0 | ||
2.5 | 4.5 | 4.4 | 4.4 | 4.8 | 96.1 | 97.2 | 97.4 | 97.5 | ||
3.0 | 4.5 | 5.0 | 5.0 | 5.1 | 99.7 | 99.8 | 99.9 | 99.9 | ||
100 | 1.0 | 5.2 | 3.6 | 3.1 | 3.2 | 4.4 | 5.1 | 5.1 | 5.3 | |
1.2 | 4.2 | 2.5 | 2.6 | 2.5 | 14.4 | 15.3 | 15.6 | 16.1 | ||
1.4 | 3.9 | 2.4 | 2.5 | 2.4 | 32.2 | 33.5 | 34.0 | 34.7 | ||
1.6 | 4.7 | 2.9 | 3.0 | 3.0 | 55.9 | 57.5 | 58.1 | 58.7 | ||
1.8 | 4.5 | 2.9 | 3.1 | 3.1 | 73.8 | 75.4 | 76.0 | 76.5 | ||
2.0 | 4.4 | 2.9 | 3.2 | 3.2 | 86.0 | 87.7 | 88.2 | 88.4 | ||
2.5 | 4.5 | 4.4 | 4.6 | 4.9 | 98.4 | 99.1 | 99.2 | 99.2 | ||
3.0 | 4.5 | 4.8 | 4.8 | 5.1 | 99.9 | 100.0 | 100.0 | 100.0 | ||
15 | 50 | 1.0 | 5.1 | 3.7 | 3.7 | 3.8 | 15.5 | 16.6 | 16.9 | 17.3 |
1.2 | 4.7 | 3.3 | 3.5 | 3.5 | 36.6 | 38.3 | 38.8 | 39.6 | ||
1.4 | 4.6 | 3.3 | 3.4 | 3.6 | 61.7 | 63.6 | 64.3 | 64.8 | ||
1.6 | 4.8 | 3.6 | 3.6 | 4.0 | 81.2 | 83.1 | 83.5 | 83.9 | ||
1.8 | 4.5 | 4.0 | 4.2 | 4.4 | 92.6 | 93.8 | 94.1 | 94.3 | ||
2.0 | 4.6 | 4.8 | 4.9 | 5.1 | 97.5 | 98.2 | 98.3 | 98.3 | ||
2.5 | 4.8 | 5.1 | 5.0 | 5.3 | 100.0 | 100.0 | 100.0 | 100.0 | ||
3.0 | 4.8 | 5.2 | 5.0 | 5.3 | 100.0 | 100.0 | 100.0 | 100.0 | ||
100 | 1.0 | 4.3 | 2.9 | 2.9 | 2.9 | 23.2 | 24.1 | 24.5 | 24.9 | |
1.2 | 4.3 | 3.3 | 3.4 | 3.4 | 49.4 | 50.4 | 51.0 | 51.6 | ||
1.4 | 4.6 | 3.5 | 3.7 | 3.7 | 73.7 | 75.0 | 75.6 | 76.0 | ||
1.6 | 4.3 | 3.3 | 3.6 | 3.7 | 89.1 | 90.4 | 90.6 | 90.9 | ||
1.8 | 4.5 | 4.1 | 4.2 | 4.4 | 95.8 | 96.7 | 96.8 | 96.9 | ||
2.0 | 4.6 | 4.7 | 4.8 | 5.1 | 98.8 | 99.2 | 99.3 | 99.3 | ||
2.5 | 4.4 | 5.1 | 5.0 | 5.2 | 100.0 | 100.0 | 100.0 | 100.0 | ||
3.0 | 4.6 | 5.2 | 5.1 | 5.3 | 100.0 | 100.0 | 100.0 | 100.0 | ||