Appendix 1—table 2. Simulation study on only four exposures (out of the total $K=50$) contributing to the outcome $Y$.

A drop in sensitivity and specificity is observed for sparse component analysis (SCA) and sparse principal component analysis (sPCA) compared with the simulation configuration in Table 4.

	PCA	SCA	sPCA	RSPCA	MVMR	MVMR_B
AUC	0.799	0.714	0.859	0.492	0.511	0.675
SNS	1,0.03	0.75,0.25	1,0.17	0.5,0.25	0.25,0.25	0,0
SPC	0,0.2	0.76,0.46	0.66,0.18	0.37,0.15	0.94,0.07	1,0
Youden’s J	0	0.428	0.625	–0.029	0.105	0.032