Table 3.

Average model selection and model performance for Example 2 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	0.02	0.95	0.03	8.79 (0.12)	0.704 (0.000)	0.803 (0.000)
	ALASSO	0.06	0.88	0.06	7.68 (0.11)	0.703 (0.000)	0.802 (0.001)
	COSSO	0.08	0.86	0.06	6.30 (0.07)	0.708 (0.000)	0.808 (0.000)
	ACOSSO	0.21	0.75	0.04	6.29 (0.08)	0.709 (0.000)	0.809 (0.000)
(200,30%)	LASSO	0.03	0.91	0.07	8.61 (0.18)	0.701 (0.000)	0.808 (0.001)
	ALASSO	0.04	0.85	0.11	7.80 (0.19)	0.699 (0.001)	0.806 (0.001)
	COSSO	0.06	0.79	0.14	6.35 (0.11)	0.705 (0.000)	0.813 (0.001)
	ACOSSO	0.20	0.70	0.10	6.11 (0.12)	0.707 (0.000)	0.815 (0.001)
(400,15%)	LASSO	0.02	0.98	0.00	9.37 (0.13)	0.709 (0.000)	0.810 (0.000)
	ALASSO	0.13	0.87	0.00	7.41 (0.12)	0.709 (0.000)	0.810 (0.000)
	COSSO	0.14	0.85	0.00	6.07 (0.07)	0.713 (0.000)	0.815 (0.000)
	ACOSSO	0.30	0.69	0.00	5.44 (0.08)	0.715 (0.000)	0.817 (0.000)
(400,30%)	LASSO	0.01	0.99	0.00	9.36 (0.13)	0.708 (0.000)	0.817 (0.000)
	ALASSO	0.09	0.90	0.01	7.45 (0.11)	0.708 (0.000)	0.817 (0.000)
	COSSO	0.12	0.86	0.01	6.18 (0.07)	0.712 (0.000)	0.822 (0.000)
	ACOSSO	0.14	0.86	0.00	6.54 (0.07)	0.714 (0.000)	0.825 (0.000)
	Exp. Survival, Uniform Censoring
(200,15%)	LASSO	0.02	0.97	0.01	8.52 (0.11)	0.706 (0.000)	0.797 (0.000)
	ALASSO	0.06	0.88	0.06	7.46 (0.11)	0.704 (0.000)	0.795 (0.001)
	COSSO	0.15	0.80	0.05	6.68 (0.09)	0.709 (0.000)	0.800 (0.000)
	ACOSSO	0.21	0.76	0.03	6.27 (0.09)	0.710 (0.000)	0.803 (0.000)
(200,30%)	LASSO	0.02	0.95	0.03	8.48 (0.11)	0.704 (0.000)	0.788 (0.001)
	ALASSO	0.05	0.86	0.09	7.55 (0.11)	0.702 (0.001)	0.785 (0.001)
	COSSO	0.12	0.80	0.08	6.73 (0.09)	0.706 (0.000)	0.790 (0.001)
	ACOSSO	0.19	0.74	0.07	6.34 (0.09)	0.708 (0.000)	0.793 (0.001)
(400,15%)	LASSO	0.02	0.98	0.00	8.99 (0.12)	0.710 (0.000)	0.803 (0.000)
	ALASSO	0.13	0.87	0.00	7.12 (0.11)	0.710 (0.000)	0.803 (0.000)
	COSSO	0.13	0.87	0.00	6.80 (0.09)	0.714 (0.000)	0.807 (0.000)
	ACOSSO	0.20	0.80	0.00	6.56 (0.09)	0.716 (0.000)	0.810 (0.000)
(400,30%)	LASSO	0.02	0.98	0.00	9.04 (0.12)	0.710 (0.000)	0.795 (0.000)
	ALASSO	0.11	0.89	0.00	7.42 (0.11)	0.710 (0.000)	0.794 (0.000)
	COSSO	0.10	0.90	0.00	6.88 (0.08)	0.713 (0.000)	0.798 (0.000)
	ACOSSO	0.14	0.86	0.00	6.73 (0.08)	0.715 (0.000)	0.802 (0.000)