Table 2.
Summary of the final selections made using the strategies described in Table 1. The first two columns summarise the final selections in terms of the number of relevant covariates, |R|, and the number of noise covariates, |N|, that appear in the final selected set. The entries in the table indicate the percentage of simulated datasets for which each of the combinations of relevant and noise covariates was obtained. Any rows for which the percentage is < 1% for all strategies are omitted (hence columns need not sum to 100%).
| Strategy: | S1 | S2 | S3 | S4 | S4 | S5 | S6 | S7 | |
|---|---|---|---|---|---|---|---|---|---|
| (τ = 0.1) | (τ = 0.2) | ||||||||
| |R| | |N| | Percentage of selections | |||||||
| 5 | 0 | 0 | 36.3 | 50.5 | 5.2 | 10.6 | 42.5 | 66.9 | 38.5 |
| 4 | 0 | 0.6 | 2.4 | 8.5 | 32.4 | 40.3 | 3.4 | 16 | 50.2 |
| 3 | 0 | 1.8 | 57.4 | 39.1 | 39.6 | 36.9 | 52.9 | 13.6 | 2.9 |
| 2 | 0 | 0.2 | 1.4 | 0.5 | 7.5 | 7.8 | 0.6 | 0.1 | 0.4 |
| 1 | 0 | 0 | 2.5 | 1.4 | 0 | 0.1 | 0.6 | 0.1 | 0 |
| 5 | 1 | 10.5 | 0 | 0 | 11.6 | 4.1 | 0 | 0 | 0.5 |
| 4 | 1 | 9.2 | 0 | 0 | 2.8 | 0.2 | 0 | 1.3 | 4.8 |
| 3 | 1 | 2.8 | 0 | 0 | 0.6 | 0 | 0 | 0.4 | 2 |
| 5 | 2 | 19.7 | 0 | 0 | 0.2 | 0 | 0 | 0 | 0 |
| 4 | 2 | 5.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 |
| 3 | 2 | 1.8 | 0 | 0 | 0 | 0 | 0 | 0.5 | 0.2 |
| 5 | 3 | 12.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 4 | 3 | 3.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 4 | 7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 4 | 4 | 1.9 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 5 | 4.7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 6 | 2.6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 4 | 6 | 1.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 7 | 1.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 8 | 1.8 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 9 | 1.8 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 | 10 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |