Solution path of sequential advantage selection (SAS), S-score and LASSO methods. These plots are from the observational study with the second choice of β (eight important prescriptive variables: X1, X9, X10, X20, X22, X30, X35 and X40), and are for all combinations of three baseline functions and three choices of correlations of covariates. Black solid line: SAS method; Red line: S-score method; blue dot-dashed line: LASSO method.