Table 3.
Variable selection: estimation accuracy in terms of variable selection (correctly identified zeros and incorrectly identified zeros) and basis estimation (vector correlation coefficient).
| Model | ε | # of true 0 |
n = 400 | n = 800 | |||||
|---|---|---|---|---|---|---|---|---|---|
| cor 0 | inc 0 | vcr | cor 0 | inc 0 | vcr | ||||
| (7) | odds | 7 | ICPW | 0.00 | 0.00 | 0.942 | 0.00 | 0.00 | 0.967 |
| ICPWs | 5.87 | 0.00 | 0.958 | 6.11 | 0.00 | 0.979 | |||
| 4 | ICPW | 0.00 | 0.00 | 0.916 | 0.00 | 0.00 | 0.953 | ||
| ICPWs | 3.00 | 0.00 | 0.902 | 4.00 | 0.00 | 0.957 | |||
| 0 | ICPW | 0.00 | 0.00 | 0.908 | 0.00 | 0.00 | 0.941 | ||
| ICPWs | 0.00 | 1.00 | 0.858 | 0.00 | 0.00 | 0.918 | |||
| (8) | hazards | 7 | ICPW | 0.00 | 0.00 | 0.805 | 0.00 | 0.00 | 0.850 |
| ICPWs | 4.63 | 0.64 | 0.652 | 4.02 | 0.33 | 0.779 | |||
| 4 | ICPW | 0.00 | 0.00 | 0.729 | 0.00 | 0.00 | 0.845 | ||
| ICPWs | 4.00 | 0.00 | 0.718 | 4.00 | 0.00 | 0.881 | |||
| 0 | ICPW | 0.00 | 0.00 | 0.683 | 0.00 | 0.00 | 0.819 | ||
| ICPWs | 0.00 | 1.00 | 0.620 | 0.00 | 0.00 | 0.808 | |||