The Cardiomyopathy microarray dataset was once analyzed by Segal, Dahlquist and Conklin (2003), Hall and Miller (2009) and Li, Zhong and Zhu (2012). The goal is to identify the most influential genes for overexpression of a G protein-coupled receptor (Ro1) in mice. The response Y, which is the last row in Ro131.csv, is the Ro1 expression level, and the predictors Xk's are other gene expression levels. Compared with the sample size n = 30 in this dataset, the dimension p = 6319 is very large.