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Variable selection performance over 50 simulated data sets by the fastSRS algorithm and the SIS+LASSO approach in Simulation 2
| Method | Threshold | TP (sd) | TN (sd) | Sensitivity | Specificity | ||
|---|---|---|---|---|---|---|---|
| fastSRS | 99% | 586 (19.54) | 183,528 (19.42) | 0.958 | 0.993 | ||
| 98% | 612 (0.00) | 181,701 (4.95) | 1.000 | 0.983 | |||
| 97% | 612 (0.00) | 180,002 (212.43) | 1.000 | 0.974 | |||
|
| |||||||
| SIS+LASSO | 65 (5.86) | 184,777 (4.84) | 0.106 | 1.000 | |||
