Figure 2.

Estimated (partly time-varying) effects $\widehat{{\gamma }_{11}}(t)$ to $\widehat{{\gamma }_{14}}(t)$, exemplarily for Scenario B and σ_b = 1; left: Ridge (dashed-dotted light gray), Linear (dotted gray), Select (dashed dark gray) and PenCoxFrail (black); right: gam (dashed dark gray), coxph (dotted gray) and PenCoxFrail (black); true effect in thick gray.