. Author manuscript; available in PMC: 2015 May 11.

Published in final edited form as: Biometrics. 2014 Aug 14;70(4):862–871. doi: 10.1111/biom.12209

Table 4.

Performance of iterative screening. The second column reports the average percentage of times (SD) the marginally unimportant variables (see Section 5.1) were capture by iterative screening. Average performance metrics (standard deviation): TP = true positive rate, TD = true discovery rate. Median size is reported (interquartile range).

Hidden	TP	TD	Size
Example 1
91 (28.76)	95.9 (6.21)	1.66 (0.42)	652 (259.5)
Example 2, τ = 0.5
1 (10)	79.8 (11.97)	2.71 (0.73)	282 (44.25)
Example 2, τ = 0.25
1 (10)	71.7 (10.83)	3.29 (0.93)	210 (64.5)