Table 5.

Average model selection and model performance for Example 4 based on 500 Simulations. The standard errors are given in the parentheses.

(n, Censoring Proportion)	Method	SS	Correct	Over	Under	Size	Concordance	AUC
	Weibull. Survival, Exponential Censoring
(200,15%)	LASSO	0.50	0.00	0.13	0.87	13.62 (0.51)	0.639 (0.002)	0.688 (0.002)
	ALASSO	0.50	0.00	0.09	0.91	15.37 (0.22)	0.634 (0.002)	0.682 (0.002)
	COSSO	0.60	0.00	0.36	0.64	19.55 (0.13)	0.643 (0.002)	0.693 (0.001)
	ACOSSO	0.60	0.00	0.42	0.58	18.28 (0.13)	0.654 (0.002)	0.706 (0.001)
(200,30%)	LASSO	0.40	0.00	0.10	0.90	11.21 (0.52)	0.618 (0.02)	0.659 (0.003)
	ALASSO	0.40	0.00	0.05	0.95	15.87 (0.24)	0.617 (0.02)	0.659 (0.002)
	COSSO	0.46	0.00	0.24	0.76	19.86 (0.11)	0.628 (0.02)	0.674 (0.002)
	ACOSSO	0.46	0.00	0.26	0.74	18.60 (0.11)	0.635 (0.02)	0.682 (0.002)
(400,15%)	LASSO	0.95	0.02	0.12	0.86	5.00 (0.10)	0.693 (0.01)	0.756 (0.001)
	ALASSO	0.95	0.00	0.03	0.97	8.75 (0.29)	0.689 (0.01)	0.751 (0.001)
	COSSO	0.98	0.00	0.27	0.73	24.38 (0.13)	0.668 (0.01)	0.725 (0.001)
	ACOSSO	0.98	0.00	0.90	0.10	24.59 (0.16)	0.695 (0.01)	0.756 (0.001)
(400,30%)	LASSO	0.91	0.02	0.11	0.87	4.81 (0.09)	0.688 (0.01)	0.751 (0.001)
	ALASSO	0.91	0.00	0.04	0.96	9.08 (0.31)	0.684 (0.01)	0.745 (0.001)
	COSSO	0.95	0.00	0.28	0.72	24.97 (0.13)	0.661 (0.01)	0.717 (0.001)
	ACOSSO	0.95	0.00	0.75	0.25	25.43 (0.15)	0.682 (0.01)	0.741 (0.001)
	Weibull. Survival, Uniform Censoring
(200,15%)	LASSO	0.52	0.01	0.08	0.91	10.98 (0.52)	0.654 (0.002)	0.704 (0.002)
	ALASSO	0.52	0.00	0.06	0.94	16.06 (0.27)	0.640 (0.002)	0.687 (0.002)
	COSSO	0.70	0.00	0.13	0.87	15.30 (0.10)	0.664 (0.001)	0.719 (0.001)
	ACOSSO	0.70	0.00	0.02	0.97	4.59 (0.07)	0.677 (0.001)	0.735 (0.001)
(200,30%)	LASSO	0.41	0.00	0.06	0.94	9.39 (0.50)	0.645 (0.002)	0.688 (0.003)
	ALASSO	0.41	0.00	0.05	0.95	16.66 (0.26)	0.632 (0.002)	0.673 (0.002)
	COSSO	0.61	0.00	0.09	0.91	15.22 (0.10)	0.662 (0.001)	0.711 (0.001)
	ACOSSO	0.61	0.00	0.01	0.99	4.54 (0.07)	0.676 (0.001)	0.729 (0.001)
(400,15%)	LASSO	0.94	0.02	0.06	0.92	4.78 (0.09)	0.697 (0.001)	0.757 (0.001)
	ALASSO	0.94	0.00	0.03	0.97	8.14 (0.26)	0.693 (0.001)	0.753 (0.001)
	COSSO	0.99	0.00	0.21	0.80	19.65 (0.15)	0.686 (0.001)	0.744 (0.001)
	ACOSSO	0.99	0.00	0.05	0.95	6.98 (0.07)	0.692 (0.001)	0.753 (0.001)
(400,30%)	LASSO	0.85	0.01	0.04	0.95	4.80 (0.08)	0.699 (0.001)	0.756 (0.001)
	ALASSO	0.85	0.00	0.03	0.97	8.32 (0.28)	0.694 (0.001)	0.750 (0.001)
	COSSO	0.98	0.00	0.15	0.85	19.39 (0.17)	0.687 (0.001)	0.742 (0.001)
	ACOSSO	0.98	0.00	0.03	0.97	7.15 (0.10)	0.694 (0.001)	0.751 (0.001)