Table 4.

Average model selection and model performance for Example 3 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	0.97	0.01	9.02 (0.12)	0.685 (0.000)	0.767 (0.000)
	ALASSO	0.05	0.89	0.06	7.80 (0.11)	0.684 (0.000)	0.765 (0.001)
	COSSO	0.04	0.88	0.08	6.55 (0.07)	0.683 (0.000)	0.765 (0.001)
	ACOSSO	0.10	0.83	0.07	6.49 (0.07)	0.683 (0.000)	0.763 (0.001)
(200,30%)	LASSO	0.01	0.94	0.05	8.88 (0.12)	0.682 (0.000)	0.769 (0.001)
	ALASSO	0.03	0.84	0.13	7.82 (0.10)	0.680 (0.001)	0.766 (0.001)
	COSSO	0.04	0.78	0.18	6.61 (0.07)	0.680 (0.001)	0.766 (0.001)
	ACOSSO	0.11	0.74	0.15	6.37 (0.08)	0.680 (0.001)	0.765 (0.001)
(400,15%)	LASSO	0.01	0.99	0.00	9.59 (0.13)	0.692 (0.000)	0.775 (0.000)
	ALASSO	0.10	0.90	0.00	7.33 (0.12)	0.692 (0.000)	0.775 (0.000)
	COSSO	0.07	0.93	0.01	6.17 (0.06)	0.691 (0.000)	0.774 (0.000)
	ACOSSO	0.15	0.85	0.00	6.54 (0.08)	0.690 (0.000)	0.774 (0.000)
(300,30%)	LASSO	0.01	0.99	0.00	9.50 (0.12)	0.691 (0.000)	0.780 (0.000)
	ALASSO	0.01	0.91	0.01	7.39 (0.11)	0.691 (0.000)	0.780 (0.000)
	COSSO	0.06	0.93	0.01	6.16 (0.06)	0.690 (0.000)	0.779 (0.000)
	ACOSSO	0.14	0.85	0.01	6.42 (0.07)	0.690 (0.000)	0.779 (0.000)
	Exp. Survival, Uniform Censoring
(200,15%)	LASSO	0.02	0.97	0.01	8.62 (0.11)	0.689 (0.000)	0.764 (0.000)
	ALASSO	0.06	0.87	0.07	7.62 (0.11)	0.687 (0.000)	0.762 (0.001)
	COSSO	0.06	0.86	0.09	6.36 (0.06)	0.687 (0.000)	0.761 (0.001)
	ACOSSO	0.22	0.69	0.09	6.08 (0.08)	0.686 (0.000)	0.760 (0.001)
(200,30%)	LASSO	0.02	0.95	0.04	8.41 (0.11)	0.689 (0.000)	0.761 (0.001)
	ALASSO	0.06	0.84	0.10	7.52 (0.10)	0.687 (0.000)	0.759 (0.001)
	COSSO	0.05	0.80	0.15	6.63 (0.07)	0.686 (0.000)	0.758 (0.001)
	ACOSSO	0.20	0.64	0.16	6.03 (0.08)	0.686 (0.000)	0.757 (0.001)
(400,15%)	LASSO	0.02	0.98	0.00	9.04 (0.12)	0.694 (0.000)	0.770 (0.000)
	ALASSO	0.12	0.88	0.00	7.16 (0.11)	0.694 (0.000)	0.771 (0.000)
	COSSO	0.12	0.88	0.00	6.06 (0.06)	0.694 (0.000)	0.770 (0.000)
	ACOSSO	0.24	0.76	0.00	6.13 (0.08)	0.693 (0.000)	0.769 (0.000)
(400,30%)	LASSO	0.01	0.99	0.00	9.16 (0.12)	0.695 (0.000)	0.769 (0.000)
	ALASSO	0.08	0.92	0.00	7.40 (0.11)	0.695 (0.000)	0.769 (0.000)
	COSSO	0.08	0.91	0.01	6.09 (0.06)	0.695 (0.000)	0.769 (0.000)
	ACOSSO	0.20	0.80	0.00	6.23 (0.08)	0.695 (0.000)	0.768 (0.000)