Table 2. CESIR simulation: Selection rates (%) for the 45 irrelevant variables, grouped together by prevalence (9 variables per interval).
Prevalence of irrelevant variables | |||||
---|---|---|---|---|---|
0.006%–0.016% | 0.02%–0.06% | 0.07%–0.22% | 0.25%–0.8% | 0.9%–3% | |
Logistic regression | 10 | 21 | 18 | 15 | 15 |
Firth correction | 0 | 1 | 7 | 11 | 11 |
Ridge regression | 0 | 5 | 8 | 8 | 7 |
Lasso | 24 | 35 | 36 | 33 | 36 |
Boosting | 1 | 11 | 28 | 36 | 37 |