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Table 4 Mean optimism and corrected c-index over 100 boostrapped samples

From: Combined performance of screening and variable selection methods in ultra-high dimensional data in predicting time-to-event outcomes

 

Weak signal (n = 300)

Strong signal (n = 300)

Optimism

C-index corrected

Optimism

C-index corrected

ISIS-LASSO

0.010

0.654

0.005

0.794

ISIS-ALASSO

0.010

0.655

0.005

0.794

ISIS-RSF

0.010

0.641

0.005

0.791

SIS

0.008

0.426

0.007

0.627

SIS-LASSO

0.007

0.431

0.007

0.627

SIS-ALASSO

0.006

0.431

0.007

0.627

SIS-RSF

0.008

0.416

0.007

0.624

PSIS

*

*

0.119

0.770

PSIS-LASSO

0.082

0.745

0.043

0.836

PSIS-ALASSO

0.042

0.772

0.019

0.844

PSIS-RSF

0.026

0.574

0.016

0.721

LASSO

0.045

0.808

0.048

0.903

ALASSO

0.057

0.648

0.058

0.781

  1. *Did not converge
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Diagnostic and Prognostic Research

ISSN: 2397-7523

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