Fig. 7.

Elastic net: results for the different screening rules (23), (24) and (25) for three different values of the mixing parameter α (a) 0.1, (b) 0.5 and (c) 0.9 (1, SAFE rule; 2, strong global rule; 3, strong sequential rule); in the plots, we are fitting along a path of decreasing λ values and the plots show the number of predictors left after screening at each stage; the proportion of variance explained by the model is shown along the top of the plots; there were no violations of any of the rules in the three scenarios