Times to Call lars Function Cost λ γ LARSa LARSd COSTa COSTd OLSa OLSd Bin 1 1 0.3 338 16 75 61 338 16 14 1 1.0 431 23 100 76 431 25 19 1 5.0 424 48 102 144 424 56 36 3 0.3 247 14 67 41 247 14 12 3 1.0 325 18 93 55 325 20 14 3 5.0 357 42 94 106 357 50 30 10 0.3 134 15 66 23 134 15 9 10 1.0 202 14 81 38 202 16 10 10 5.0 265 45 87 72 265 53 30 2 1 0.3 268 17 55 51 268 17 15 1 1.0 396 17 89 59 396 17 15 1 5.0 572 48 100 136 572 56 36 3 0.3 229 14 49 36 229 14 12 3 1.0 321 12 83 42 321 12 10 3 5.0 513 45 94 118 513 53 33 10 0.3 170 8 39 22 170 8 6 10 1.0 230 8 73 24 230 8 6 10 5.0 423 45 88 99 423 53 30

Table 2: Comparison of 7 ordering methods using simulation model 1. Model 1 contains 10 potential predictors, and only one is the true predictor.