Table 2.
(8 covariates) Simulation results using 100 replications under the correlated subhazard frailty model allowing 30% censoring: proportion of type 1 events is p = 0.5
| (q,ni) | Method | C | IC | PT | MRME |
|---|---|---|---|---|---|
| (40,10) | LASSO | 1.63 | 0.06 | 0.01 | 1.062 |
| SCAD | 4.52 | 0.06 | 0.65 | 0.677 | |
| HL | 4.82 | 0.03 | 0.82 | 0.394 | |
| (20,20) | LASSO | 2.60 | 0.25 | 0.01 | 1.379 |
| SCAD | 4.76 | 0.20 | 0.63 | 0.691 | |
| HL | 4.95 | 0.12 | 0.83 | 0.482 | |
| (80,10) | LASSO | 2.69 | 0 | 0.04 | 1.532 |
| SCAD | 4.65 | 0 | 0.67 | 0.615 | |
| HL | 4.92 | 0 | 0.89 | 0.585 |
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