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. Author manuscript; available in PMC: 2018 Sep 1.
Published in final edited form as: Ann Appl Stat. 2017 Oct 5;11(3):1513–1536. doi: 10.1214/17-AOAS1044

Table 1.

The mean Area Under the ROC curves (AUC) for both within and out-of-samples across 100 simulations, from study 1 and 2 respectively.

(a) Study 1: the degree of overlapping between the two latent subgroups is fixed by letting
η1 = 1.0; true values for R, (p, q), and n vary under different simulation scenarios.

true rank R = 1 true rank R = 2


n = 200 n = 400 n = 600 n=800 n = 200 n = 400 n = 600 n = 800
within sample AUC
(p, q) = (15, 15) 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
(p, q) = (25, 25) 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
out of sample AUC
(p, q) = (15, 15) 0.86 0.90 0.90 0.91 0.80 0.88 0.91 0.92
(p, q) = (25, 25) 0.87 0.93 0.94 0.95 0.74 0.88 0.92 0.94
(b) Study 2: the true rank R = 3, (p, q) = (15, 15), and n = 200 or 800; and η1 = 0.4 and
η1 = 1.0 indicate high and low degrees of overlapping between the two latent subgroups,
respectively. The models are fit with varying assumed rank values.

η1 = 0.4 η1 = 1.0


assumed rank R=1 R=2 R=3 R=4 R=5 R=1 R=2 R=3 R=4 R=5
within sample AUC
n=200 0.90 0.89 0.87 0.84 0.80 1.00 1.00 1.00 1.00 1.00
n=800 0.94 0.96 0.96 0.95 0.93 1.00 1.00 1.00 1.00 1.00
out of sample AUC
n=200 0.59 0.63 0.63 0.63 0.63 0.71 0.75 0.75 0.73 0.72
n=800 0.80 0.84 0.84 0.81 0.79 0.82 0.88 0.88 0.86 0.84