Table 1.
(8 covariates) Simulation results using 100 replications under the shared subhazard frailty model allowing 30% censoring: proportion of type 1 events is p = 0.5
| (q,ni) | Method | C | IC | PT | MRME |
|---|---|---|---|---|---|
| (50,2) | LASSO | 2.89 | 0.04 | 0.07 | 0.078 |
| SCAD | 4.57 | 0.11 | 0.64 | 0.189 | |
| HL | 4.93 | 0.10 | 0.88 | 0.053 | |
| (50,5) | LASSO | 2.63 | 0 | 0.01 | 1.066 |
| SCAD | 4.70 | 0 | 0.73 | 0.681 | |
| HL | 4.92 | 0 | 0.92 | 0.309 | |
| (150,2) | LASSO | 2.84 | 0 | 0.04 | 1.846 |
| SCAD | 4.57 | 0 | 0.63 | 0.690 | |
| HL | 4.91 | 0 | 0.91 | 0.943 | |
| (100,5) | LASSO | 2.62 | 0 | 0.02 | 2.040 |
| SCAD | 4.75 | 0 | 0.80 | 0.666 | |
| HL | 5.00 | 0 | 1.00 | 0.561 |
q, No. of clusters; ni, cluster size; HL, h-likelihood penalty function; C, average number of coefficients, of the five true zeros, correctly set to zero; IC, average number of the three true non-zero incorrectly set to zero; PT, probability of choosing the true model; MRME, median of relative model errors