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Table 5 Mean (SD) of CH 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
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)
  1. SD standard deviation