Table 3.
(15 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 | 10.20 | 0 | 0.04 | 0.047 |
| SCAD | 11.57 | 0.02 | 0.24 | 0.178 | |
| HL | 12.88 | 0.03 | 0.87 | 0.085 | |
| (50,5) | LASSO | 10.65 | 0 | 0.07 | 0.181 |
| SCAD | 12.24 | 0 | 0.52 | 0.157 | |
| HL | 12.85 | 0 | 0.86 | 0.064 | |
| (150,2) | LASSO | 10.74 | 0 | 0.05 | 0.614 |
| SCAD | 11.99 | 0 | 0.41 | 0.216 | |
| HL | 12.90 | 0 | 0.90 | 0.159 | |
| (100,5) | LASSO | 10.89 | 0 | 0.10 | 1.129 |
| SCAD | 12.33 | 0 | 0.61 | 0.273 | |
| HL | 12.93 | 0 | 0.93 | 0.271 |
q, No. of clusters; ni, cluster size; HL, h-likelihood penalty function; C, average number of coefficients, of the thirteen true zeros, correctly set to zero; IC, average number of the two true non-zero incorrectly set to zero; PT, probability of choosing the true model; MRME, median of relative model errors