Table 5.
Mean (SD) of CH for the testing sets over 300 simulations
| Selection approach | Weak signal | Strong signal | ||
|---|---|---|---|---|
| n = 2000 | n = 2000 | n = 2000 | n = 2000 | |
| ISIS-LASSO | 0.532 (0.053) | 0.820 (0.033) | 0.644 (0.149) | 0.895 (0.003) |
| ISIS-ALASSO | 0.534 (0.054) | 0.819 (0.037) | 0.648 (0.152) | 0.895 (0.003) |
| ISIS-RSF | 0.531 (0.050) | 0.815 (0.044) | 0.630 (0.135) | 0.894 (0.010) |
| SIS | 0.528 (0.045) | 0.696 (0.052) | 0.575 (0.068) | 0.805 (0.050) |
| SIS-LASSO | 0.528 (0.045) | 0.696 (0.052) | 0.575 (0.068) | 0.805 (0.050) |
| SIS-ALASSO | 0.528 (0.045) | 0.696 (0.052) | 0.575 (0.068) | 0.805 (0.050) |
| SIS-RSF | 0.528 (0.044) | 0.692 (0.057) | 0.570 (0.063) | 0.803 (0.051) |
| PSIS | 0.527 (0.035) | 0.711 (0.027) | 0.590 (0.066) | 0.856 (0.018) |
| PSIS-LASSO | 0.608 (0.050) | 0.737 (0.025) | 0.769 (0.072) | 0.873 (0.014) |
| PSIS-ALASSO | 0.600 (0.048) | 0.748 (0.027) | 0.769 (0.085) | 0.880 (0.014) |
| PSIS-RSF | 0.556 (0.033) | 0.696 (0.046) | 0.665 (0.066) | 0.832 (0.039) |
| LASSO | 0.692 (0.072) | 0.786 (0.011) | 0.857 (0.018) | 0.881 (0.005) |
| ALASSO | 0.797 (0.071) | 0.818 (0.006) | 0.886 (0.005) | 0.886 (0.004) |
SD standard deviation