Table 1 Mean (SD) of \( {R}_{BS}^2(2) \) for the training sets over 300 simulations
Selection approach | Weak signal | Strong signal | ||
|---|---|---|---|---|
n = 150 | n = 300 | n = 150 | n = 300 | |
ISIS-LASSO | 0.122 (0.109) | 0.578 (0.071) | 0.335 (0.318) | 0.797 (0.071) |
ISIS-ALASSO | 0.108 (0.108) | 0.578 (0.071) | 0.337 (0.322) | 0.797 (0.071) |
ISIS-RSF | 0.069 (0.088) | 0.564 (0.105) | 0.232 (0.284) | 0.790 (0.086) |
SIS | 0.065 (0.085) | 0.303 (0.116) | 0.114 (0.119) | 0.491 (0.177) |
SIS-LASSO | 0.112 (0.093) | 0.306 (0.113) | 0.142 (0.119) | 0.491 (0.177) |
SIS-ALASSO | 0.093 (0.092) | 0.306 (0.113) | 0.137 (0.120) | 0.491 (0.177) |
SIS-RSF | 0.063 (0.082) | 0.294 (0.125) | 0.097 (0.104) | 0.482 (0.178) |
PSIS | 0.756 (0.116) | 0.811 (0.038) | 0.642 (0.183) | 0.869 (0.047) |
PSIS-LASSO | 0.875 (0.051) | 0.805 (0.037) | 0.869 (0.062) | 0.874 (0.049) |
PSIS-ALASSO | 0.874 (0.052) | 0.780 (0.042) | 0.869 (0.063) | 0.849 (0.057) |
PSIS-RSF | 0.688 (0.088) | 0.413 (0.109) | 0.655 (0.111) | 0.555 (0.167) |
LASSO | 0.758 (0.138) | 0.834 (0.043) | 0.787 (0.136) | − 0.211 (0.036) |
ALASSO | 0.583 (0.115) | 0.611 (0.058) | 0.812 (0.095) | 0.815 (0.063) |