Diagnostic and Prognostic Research

Table 5 Mean (SD) of C_H for the testing sets over 300 simulations

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

Selection approach	Weak signal		Strong signal
Selection approach	n = 2000	n = 2000	n = 2000	n = 2000
ISIS-LASSO	0.532 (0.053)	0.820 (0.033)	0.644 (0.149)	0.895 (0.003)
ISIS-ALASSO	0.534 (0.054)	0.819 (0.037)	0.648 (0.152)	0.895 (0.003)
ISIS-RSF	0.531 (0.050)	0.815 (0.044)	0.630 (0.135)	0.894 (0.010)
SIS	0.528 (0.045)	0.696 (0.052)	0.575 (0.068)	0.805 (0.050)
SIS-LASSO	0.528 (0.045)	0.696 (0.052)	0.575 (0.068)	0.805 (0.050)
SIS-ALASSO	0.528 (0.045)	0.696 (0.052)	0.575 (0.068)	0.805 (0.050)
SIS-RSF	0.528 (0.044)	0.692 (0.057)	0.570 (0.063)	0.803 (0.051)
PSIS	0.527 (0.035)	0.711 (0.027)	0.590 (0.066)	0.856 (0.018)
PSIS-LASSO	0.608 (0.050)	0.737 (0.025)	0.769 (0.072)	0.873 (0.014)
PSIS-ALASSO	0.600 (0.048)	0.748 (0.027)	0.769 (0.085)	0.880 (0.014)
PSIS-RSF	0.556 (0.033)	0.696 (0.046)	0.665 (0.066)	0.832 (0.039)
LASSO	0.692 (0.072)	0.786 (0.011)	0.857 (0.018)	0.881 (0.005)
ALASSO	0.797 (0.071)	0.818 (0.006)	0.886 (0.005)	0.886 (0.004)

SD standard deviation

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ISSN: 2397-7523

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