Table 6.
Simulation results for the multivariate failure time data. Sample size is 100. Censoring level is 50%
| θ | Method | MRME | C | IC | |
|---|---|---|---|---|---|
| Multiple events | 0 | Lasso(AIC) | 2.36(1.58) | 6(0) | 5.83(1.86) |
| Lasso(BIC) | 2.79(1.65) | 6(0) | 3.92(1.74) | ||
| Lasso(GCV) | 2.43(1.61) | 6(0) | 5.29(2.08) | ||
| ALasso(AIC) | 1.77(1.38) | 6(0) | 2.67(1.83) | ||
| ALasso(BIC) | 1.41(0.67) | 6(0) | 0.64(0.89) | ||
| ALasso(GCV) | 1.68(1.18) | 6(0) | 2.45(1.82) | ||
|
| |||||
| 1 | Lasso(AIC) | 2.42(1.78) | 6(0) | 5.63(1.86) | |
| Lasso(BIC) | 2.69(1.95) | 6(0) | 3.89(1.75) | ||
| Lasso(GCV) | 2.44(1.79) | 6(0) | 5.32(2.02) | ||
| ALasso(AIC) | 1.81(1.44) | 6(0) | 2.68(1.80) | ||
| ALasso(BIC) | 1.41(0.70) | 6(0) | 0.68(0.89) | ||
| ALasso(GCV) | 1.74(1.55) | 6(0) | 2.46(1.90) | ||
|
| |||||
| Clustered data | 0 | Lasso(AIC) | 2.23(2.42) | 3(0) | 2.57(1.36) |
| Lasso(BIC) | 2.56(2.53) | 3(0) | 1.55(1.17) | ||
| Lasso(GCV) | 2.36(2.32) | 3(0) | 1.79(1.30) | ||
| ALasso(AIC) | 1.28(1.45) | 3(0) | 0.94(1.27) | ||
| ALasso(BIC) | 1.04(0.86) | 3(0) | 0.21(0.40) | ||
| ALasso(GCV) | 1.08(1.10) | 3(0) | 0.54(0.84) | ||
|
| |||||
| 1 | Lasso(AIC) | 2.33(2.02) | 3(0) | 2.40(1.32) | |
| Lasso(BIC) | 2.70(3.70) | 3(0) | 1.24(1.10) | ||
| Lasso(GCV) | 2.54(2.46) | 3(0) | 1.68(1.14) | ||
| ALasso(AIC) | 1.12(1.36) | 3(0) | 0.72(0.96) | ||
| ALasso(BIC) | 1.00(0.53) | 3(0) | 0.11(0.25) | ||
| ALasso(GCV) | 1.03(0.80) | 3(0) | 0.32(0.78) | ||
|
| |||||
| Recurrent events | 0 | Lasso(AIC) | 2.63(2.29) | 3(0) | 2.42(1.39) |
| Lasso(BIC) | 2.76(2.48) | 3(0) | 1.58(1.04) | ||
| Lasso(GCV) | 2.64(2.32) | 3(0) | 1.61(1.06) | ||
| ALasso(AIC) | 1.74(1.68) | 3(0) | 1.04(1.09) | ||
| ALasso(BIC) | 1.38(1.02) | 3(0) | 0.29(0.56) | ||
| ALasso(GCV) | 1.42(1.10) | 3(0) | 0.43(0.76) | ||
|
| |||||
| 1 | Lasso(AIC) | 2.36(2.54) | 3(0) | 2.76(1.34) | |
| Lasso(BIC) | 2.80(3.90) | 3(0) | 1.26(1.08) | ||
| Lasso(GCV) | 2.50(2.76) | 3(0) | 1.78(1.36) | ||
| ALasso(AIC) | 1.48(1.60) | 3(0) | 1.16(1.26) | ||
| ALasso(BIC) | 1.26(0.86) | 3(0) | 0.18(0.42) | ||
| ALasso(GCV) | 1.32(1.26) | 3(0) | 0.50(0.69) | ||