Table 3.

Average number of non-zero coefficients and mean absolute error (MAE) of coefficient estimates over 50 simulations for the best spike-and-slab lasso Cox model and the best lasso model

	sslasso (s1 = 0.5)		lasso
	Average number	MAE	Average number	MAE
Scenario 1, s0 = sλ	18.68	1.285(0.402)	20.10	1.348(0.378)
Scenario 2, s0 = sλ − 0.02	7.82	0.605(0.319)	20.52	1.531(0.308)
Scenario 3, s0 = sλ − 0.03	6.92	0.458(0.253)	23.58	1.618(0.340)
Scenario 4, s0 = sλ + 0.01	35.08	1.708(0.432)	16.34	1.374(0.257)
Scenario 5, s0 = sλ − 0.02	5.42	0.422(0.252)	24.68	1.480(0.284)
Scenario 6, s0 = sλ − 0.02	8.22	0.457(0.316)	37.36	2.183(0.404)