We compared and evaluated several variable and model selection methods using Bayesian and non-Bayesian approaches for three replicates of the Genetic Analysis Workshop 15 (GAW15) simulated data. In doing so, two phenotypes were utilized: rheumatoid arthritis (RA) affection status as a binary trait and IgM as a continuous measure. The analyses were performed adjusting for sex, age, and smoking status. For both outcomes, all the methods were comparable in finding the single-nucleotide polymorphisms (SNPs) generated to have a genetic signal. We successfully identified the susceptibility SNPs for RA in the HLA region (chromosome 6), and chromosome 18, and the susceptibility SNP for IgM on chromosome 11; however, many of the methods produced false-positive results.The answers to Problem 3 were requested and known to the authors.