Table 2.
Scenario | Measure | Full | BE 0.05 | BE 0.5 | BE 0.05 + Ridge | BE 0.5 + Ridge | Lasso | Ridge | Elastic |
---|---|---|---|---|---|---|---|---|---|
1 | C-index | 0.599 | 0.586 | 0.596 | 0.586 | 0.596 | 0.600 | 0.601 | 0.600 |
2 | C-index | 0.601 | 0.574 | 0.577 | 0.574 | 0.578 | 0.603 | 0.607 | 0.600 |
1 | Calibration slope | 0.868 | 0.927 | 0.884 | 0.974 | 0.960 | 1.012 | 1.065 | 1.050 |
2 | Calibration slope | 0.500 | 0.649 | 0.583 | 0.708 | 0.645 | 0.861 | 1.162 | 0.885 |
Note: The C-indices and calibration slopes presented are corrected for over-optimism via the 0.632 bootstrap. BE 0.05 + ridge and BE 0.5 + ridge refer to ridge regression applied to the variables selected by BE 0.05 and BE 0.5, respectively. BE, backward elimination.