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. Author manuscript; available in PMC: 2013 Sep 4.
Published in final edited form as: Stat Comput. 2010 Apr 1;20(2):165–176. doi: 10.1007/s11222-009-9126-y

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)