Table 2.

Average model selection and model performance for Example 1 based on 500 Simulations. The standard errors are given in the parentheses.

(n, Censoring Proportion)	Method	Correct	Over	Under	Size	Concordance	AUC
	Exp. Survival, Exp. Censoring
(200,15%)	LASSO	0.01	0.32	0.67	7.56 (0.12)	0.637 (0.001)	0.726 (0.001)
	ALASSO	0.00	0.24	0.76	6.95 (0.11)	0.635 (0.001)	0.723 (0.001)
	COSSO	0.02	0.88	0.09	7.63 (0.09)	0.653 (0.001)	0.754 (0.001)
	ACOSSO	0.07	0.77	0.16	6.45 (0.08)	0.654 (0.001)	0.755 (0.001)
(200,30%)	LASSO	0.01	0.33	0.66	7.37 (0.20)	0.632 (0.001)	0.726 (0.001)
	ALASSO	0.00	0.21	0.78	7.00 (0.18)	0.629 (0.001)	0.721 (0.001)
	COSSO	0.02	0.80	0.18	7.51 (0.11)	0.648 (0.001)	0.756 (0.001)
	ACOSSO	0.05	0.65	0.30	6.32 (0.10)	0.648 (0.001)	0.757 (0.001)
(400,15%)	LASSO	0.00	0.37	0.63	8.10 (0.13)	0.645 (0.000)	0.739 (0.001)
	ALASSO	0.01	0.25	0.74	6.72 (0.13)	0.645 (0.000)	0.739 (0.001)
	COSSO	0.05	0.95	0.00	7.35 (0.08)	0.665 (0.000)	0.772 (0.000)
	ACOSSO	0.08	0.91	0.01	6.34 (0.06)	0.666 (0.000)	0.775 (0.000)
(400,30%)	LASSO	0.01	0.36	0.63	8.19 (0.13)	0.644 (0.000)	0.744 (0.001)
	ALASSO	0.01	0.24	0.75	6.72 (0.12)	0.643 (0.000)	0.743 (0.001)
	COSSO	0.04	0.93	0.03	7.51 (0.08)	0.662 (0.000)	0.779 (0.001)
	ACOSSO	0.07	0.89	0.04	6.45 (0.07)	0.664 (0.000)	0.782 (0.001)
	Exp. Survival, Uniform Censoring
(200,15%)	LASSO	0.01	0.31	0.68	7.47 (0.12)	0.640 (0.000)	0.720 (0.001)
	ALASSO	0.01	0.26	0.74	6.73 (0.12)	0.638 (0.001)	0.717 (0.001)
	COSSO	0.02	0.84	0.14	7.73 (0.10)	0.654 (0.001)	0.744 (0.001)
	ACOSSO	0.07	0.74	0.19	6.32 (0.08)	0.655 (0.001)	0.747 (0.001)
(200,30%)	LASSO	0.01	0.26	0.74	7.34 (0.12)	0.639 (0.001)	0.699 (0.001)
	ALASSO	0.00	0.24	0.75	7.00 (0.11)	0.636 (0.001)	0.696 (0.001)
	COSSO	0.01	0.78	0.21	7.72 (0.10)	0.650 (0.001)	0.717 (0.001)
	ACOSSO	0.07	0.64	0.29	6.34 (0.08)	0.651 (0.001)	0.720 (0.001)
(400,15%)	LASSO	0.00	0.32	0.67	8.03 (0.13)	0.648 (0.000)	0.732 (0.000)
	ALASSO	0.00	0.25	0.74	6.61 (0.12)	0.648 (0.000)	0.732 (0.000)
	COSSO	0.03	0.97	0.00	7.86 (0.08)	0.666 (0.000)	0.762 (0.000)
	ACOSSO	0.06	0.94	0.01	6.75 (0.07)	0.667 (0.000)	0.765 (0.000)
(400,30%)	LASSO	0.00	0.32	0.68	8.16 (0.13)	0.648 (0.000)	0.713 (0.001)
	ALASSO	0.02	0.25	0.73	6.72 (0.12)	0.648 (0.000)	0.712 (0.001)
	COSSO	0.02	0.96	0.02	7.94 (0.08)	0.664 (0.000)	0.737 (0.001)
	ACOSSO	0.04	0.92	0.04	6.87 (0.07)	0.666 (0.000)	0.740 (0.001)