Table 6 Mean (SD) of calibration slope for testing set over 300 simulations
Selection approach | Weak signal | Strong signal | ||
|---|---|---|---|---|
n = 2000 | n = 4000 | n = 2000 | n = 4000 | |
ISIS-LASSO | 0.345 (0.340) | 0.944 (0.065) | 0.646 (0.347) | 0.965 (0.058) |
ISIS-ALASSO | 0.318 (0.343) | 0.945 (0.065) | 0.628 (0.373) | 0.965 (0.058) |
ISIS-RSF | 0.205 (0.379) | 0.936 (0.095) | 0.486 (0.515) | 0.965 (0.059) |
SIS | 0.210 (0.395) | 0.887 (0.126) | 0.433 (0.512) | 0.955 (0.076) |
SIS-LASSO | 0.391 (0.336) | 0.895 (0.091) | 0.624 (0.326) | 0.955 (0.076) |
SIS-ALASSO | 0.321 (0.373) | 0.897 (0.091) | 0.611 (0.339) | 0.955 (0.076) |
SIS-RSF | 0.092 (2.247) | 0.881 (0.129) | 0.448 (0.583) | 0.950 (0.080) |
PSIS | 0.004 (0.006) | 0.245 (0.055) | 0.013 (0.017) | 0.370 (0.060) |
PSIS-LASSO | 0.077 (0.049) | 0.355 (0.060) | 0.200 (0.072) | 0.530 (0.056) |
PSIS-ALASSO | 0.075 (0.046) | 0.376 (0.072) | 0.246 (0.116) | 0.605 (0.100) |
PSIS-RSF | 0.078 (0.055) | 0.574 (0.135) | 0.241 (0.114) | 0.806 (0.097) |
LASSO | 0.359 (0.126) | 0.381 (0.076) | 0.213 (0.086) | 0.219 (0.055) |
ALASSO | 0.780 (0.131) | 0.732 (0.069) | 0.642 (0.115) | 0.653 (0.069) |