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. | ||||||||
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| true rank R = 1 | true rank R = 2 | |||||||
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| 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. | ||||||||||
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| η1 = 0.4 | η1 = 1.0 | |||||||||
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| 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 |