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. Author manuscript; available in PMC: 2018 Apr 18.
Published in final edited form as: Appl Math. 2017 Dec 29;32(4):379–396. doi: 10.1007/s11766-017-3547-8

Table 2.

Comparisons of competing methods when (n, p) = (100, 1000)

MMS TPR PIT MMS TPR PIT MMS TPR PIT
Example 1 ρ = 0 ρ = 0.5 ρ = 0.8

PSIS 660 (391) 0.46 0.00 744 (344) 0.27 0.01 580 (505) 0.22 0.01
FAST 601 (372) 0.18 0.00 765 (262) 0.17 0.00 672 (413) 0.08 0.00
CoxCS (x1) 668 (361) 0.45 0.00 621 (518) 0.50 0.02 333 (618) 0.59 0.10
CoxCS (x1, x2) 677 (425) 0.54 0.00 488 (522) 0.57 0.02 390 (551) 0.59 0.06
CoxCS (x1, an inactive) 694 (379) 0.44 0.00 604 (503) 0.51 0.02 391 (588) 0.60 0.11
QaSIS 702 (434) 0.22 0.00 618 (386) 0.22 0.00 381 (394) 0.31 0.00
CRIS 722 (344) 0.52 0.00 746 (399) 0.27 0.00 696 (424) 0.22 0.00
SII 509 (375) 0.48 0.00 560 (377) 0.41 0.00 231 (332) 0.56 0.08
IPOD (γ = 0.8) 388 (420) 0.63 0.02 441 (517) 0.56 0.00 160 (221) 0.62 0.08
IPOD (γ = 1) 402 (378) 0.61 0.03 457 (496) 0.52 0.01 176 (217) 0.59 0.06
IPOD (γ = 1.2) 456 (415) 0.57 0.02 495 (462) 0.45 0.00 216 (284) 0.52 0.05

Example 2 ρ = 0 ρ = 0.5 ρ = 0.8

PSIS 764 (272) 0.01 0.00 733 (423) 0.02 0.00 699 (291) 0.01 0.00
FAST 757 (278) 0.01 0.00 719 (435) 0.02 0.00 694 (306) 0.01 0.00
CoxCS (x1) 433 (539) 0.52 0.03 454 (492) 0.50 0.01 444 (505) 0.51 0.02
CoxCS (x1, an inactive) 445 (491) 0.52 0.03 477 (540) 0.50 0.01 415 (531) 0.50 0.01
QaSIS 514 (372) 0.01 0.00 472 (489) 0.03 0.01 417 (450) 0.03 0.00
CRIS 705 (278) 0.01 0.00 710 (401) 0.00 0.00 658 (390) 0.02 0.00
SII 352 (307) 0.03 0.01 316 (315) 0.02 0.00 237 (239) 0.07 0.02
IPOD (γ = 0.8) 133 (265) 0.41 0.14 130 (237) 0.40 0.13 58 (172) 0.49 0.23
IPOD (γ = 1) 125 (279) 0.42 0.17 132 (238) 0.38 0.15 65 (142) 0.50 0.21
IPOD (γ = 1.2) 148 (270) 0.40 0.15 147 (232) 0.36 0.11 79 (148) 0.52 0.23

Example 3 ρ = 0 ρ = 0.5 ρ = 0.8

PSIS 7 (21) 0.93 0.71 4 (0) 1.00 1.00 5 (2) 1.00 0.99
FAST 7 (28) 0.92 0.70 4 (0) 1.00 1.00 5 (2) 1.00 0.99
CoxCS (x1) 5 (6) 0.97 0.88 4 (2) 0.98 0.92 27 (120) 0.87 0.48
CoxCS (x1, x2) 4 (1) 0.99 0.95 4 (0) 1.00 1.00 4 (0) 1.00 1.00
CoxCS (x1, an inactive) 6 (6) 0.97 0.88 5 (2) 0.98 0.92 8 (11) 0.94 0.78
QaSIS 267 (261) 0.17 0.00 111 (139) 0.30 0.01 126 (110) 0.30 0.01
CRIS 7 (9) 0.95 0.79 4 (0) 1.00 1.00 5 (2) 1.00 0.99
SII 113 (220) 0.56 0.08 18 (33) 0.86 0.54 23 (50) 0.82 0.50
IPOD (γ = 0.8) 121 (194) 0.61 0.05 24 (58) 0.86 0.49 25 (52) 0.83 0.45
IPOD (γ = 1) 88 (136) 0.70 0.21 10 (20) 0.92 0.70 13 (17) 0.92 0.73
IPOD (γ = 1.2) 68 (112) 0.73 0.24 7 (9) 0.95 0.81 9 (11) 0.96 0.83

Example 4 ρ = 0 ρ = 0.5 ρ = 0.8

PSIS 863 (194) 0.01 0.00 876 (156) 0.03 0.00 855 (209) 0.03 0.00
FAST 845 (211) 0.03 0.00 857 (166) 0.05 0.00 820 (234) 0.05 0.00
CoxCS (x1) 851 (237) 0.22 0.00 833 (195) 0.23 0.00 783 (244) 0.23 0.00
CoxCS (x1, x2) 820 (244) 0.41 0.00 733 (303) 0.42 0.00 737 (316) 0.41 0.00
CoxCS (x1, an inactive) 827 (245) 0.21 0.00 830 (240) 0.22 0.00 819 (244) 0.22 0.00
QaSIS 770 (330) 0.09 0.00 785 (304) 0.10 0.00 747 (297) 0.11 0.00
CRIS 872 (176) 0.01 0.00 863 (159) 0.03 0.00 879 (206) 0.01 0.00
SII 489 (393) 0.10 0.00 435 (292) 0.18 0.00 349 (258) 0.23 0.00
IPOD(γ = 0.8) 549 (382) 0.15 0.00 457 (296) 0.20 0.00 401 (315) 0.21 0.00
IPOD (γ = 1) 411 (412) 0.27 0.00 363 (316) 0.32 0.00 286 (312) 0.33 0.00
IPOD (γ = 1.2) 398 (429) 0.33 0.01 294 (279) 0.35 0.00 242 (273) 0.41 0.00

Example 5 ρ = 0 ρ = 0.5 ρ = 0.8

PSIS - - - 1000 (0) 0.53 0.00 - - -
FAST - - - 1000 (3) 0.25 0.00 - - -
CoxCS (x1) - - - 131 (199) 0.71 0.13 - - -
CoxCS (x1, x2) - - - 93 (157) 0.80 0.20 - - -
CoxCS (x1, an inactive) - - - 108 (131) 0.74 0.14 - - -
QaSIS - - - 895 (254) 0.08 0.00 - - -
CRIS - - - 1000 (0) 0.54 0.00 - - -
SII - - - 992 (42) 0.31 0.00 - - -
IPOD (γ = 0.8) - - - 782 (351) 0.11 0.00 - - -
IPOD (γ = 1) - - - 945 (122) 0.22 0.00 - - -
IPOD (γ = 1.2) - - - 985 (57) 0.26 0.00 - - -