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. 2016 Oct 22;32(2):667–690. doi: 10.1007/s00180-016-0690-2

Table 5.

SCAD for logistic regression models based on case-control data with n1 cases and n0 controls

FX n β FP rate FN rate Coverage of zero for Coverage of 95 % CIs of β for β^0
β=0 β0
(Adapta) (Oracleb) (Adapt) (Oracle) (Adapt) (Oracle)
Normal 100 0.25 0.002 0.995 0.999 0.998 0.996 0.995 0.004 0.001
Normal 200 0.25 0.003 0.992 0.998 0.997 0.992 0.992 0.005 0.002
Normal 500 0.25 0.004 0.979 0.997 0.997 0.980 0.979 0.015 0.013
Normal 100 0.500 0.002 0.986 0.999 0.998 0.989 0.985 0.014 0.007
Normal 200 0.500 0.007 0.938 0.995 0.994 0.937 0.933 0.061 0.047
Normal 500 0.500 0.052 0.526 0.971 0.968 0.525 0.514 0.503 0.495
Normal 100 1.000 0.005 0.905 0.999 0.996 0.937 0.899 0.104 0.093
Normal 200 1.000 0.031 0.422 0.982 0.977 0.399 0.377 0.624 0.610
Normal 500 1.000 0.024 0.137 0.987 0.986 0.055 0.051 0.924 0.925
Binomial 100 0.25 0.002 0.984 0.999 0.999 0.996 0.994 0.006 0.003
Binomial 200 0.25 0.002 0.977 0.999 0.999 0.985 0.982 0.015 0.011
Binomial 500 0.25 0.005 0.858 0.996 0.995 0.884 0.867 0.119 0.112
Binomial 100 0.500 0.002 0.945 0.999 0.998 0.979 0.965 0.037 0.029
Binomial 200 0.500 0.015 0.732 0.992 0.990 0.778 0.751 0.249 0.231
Binomial 500 0.500 0.018 0.148 0.987 0.983 0.133 0.110 0.850 0.857
Binomial 100 1.000 0.004 0.796 0.999 0.998 0.891 0.823 0.135 0.169
Binomial 200 1.000 0.020 0.126 0.987 0.982 0.103 0.091 0.870 0.862
Binomial 500 1.000 0.014 0.057 0.990 0.988 0.004 0.003 0.940 0.937

FX is the distribution of the predictors X

FP false positive, FN false negative

a Corresponds to Algorithm 1, and b to Algorithm 2 in the text