Table 2 Mean (SD) of final model size for the training sets over 300 simulations
Selection approach | Weak signal | Strong signal | ||
|---|---|---|---|---|
n = 150 | n = 300 | n = 150 | n = 300 | |
ISIS-LASSO | 1.087 (1.130) | 6.010 (0.672) | 2.567 (2.265) | 6.073 (0.261) |
ISIS-ALASSO | 0.993 (0.925) | 5.943 (0.732) | 2.397 (2.164) | 6.033 (0.180) |
ISIS-RSF | 2.463 (0.550) | 6.007 (0.954) | 3.367 (1.777) | 6.033 (0.304) |
SIS | 2.277 (0.448) | 3.120 (0.925) | 2.477 (0.500) | 4.380 (0.955) |
SIS-LASSO | 0.773 (0.955) | 3.033 (1.014) | 1.217 (0.945) | 4.377 (0.951) |
SIS-ALASSO | 0.750 (0.737) | 3.003 (1.049) | 1.100 (0.824) | 4.373 (0.951) |
SIS-RSF | 2.057 (0.644) | 3.033 (1.037) | 2.240 (0.719) | 4.327 (0.961) |
PSIS | 132.183 (11.557) | 120.440 (10.707) | 129.980 (11.203) | 119.103 (10.702) |
PSIS-LASSO | 69.850 (7.238) | 78.503 (7.301) | 63.170 (7.212) | 65.473 (6.786) |
PSIS-ALASSO | 52.613 (6.344) | 49.007 (7.881) | 42.487 (8.784) | 32.067 (9.986) |
PSIS-RSF | 44.26 (10.512) | 16.033 (5.713) | 42.667 (11.009) | 15.113 (5.159) |
LASSO | 26.619 (11.320) | 61.437 (13.310) | 58.347 (10.184) | 108.470 (14.364) |
ALASSO | 19.948 (7.318) | 45.010 (8.276) | 33.793 (7.738) | 67.147 (9.422) |