. Author manuscript; available in PMC: 2020 Jul 31.

Published in final edited form as: J Am Stat Assoc. 2019 Apr 22;115(529):204–216. doi: 10.1080/01621459.2018.1537922

Table 2.

Results on covariate selection based on interval-censored data with Λ0(t) = t

Method	MMSE(SD)	TP	FP	MMSE(SD)	TP	FP
p_n = 10	n = 100, M = 10			n = 100, M = 20
BAR	0.133 (0.131)	3.818	0.362	0.107 (0.114)	3.892	0.426
LASSO	0.182 (0.108)	3.966	1.370	0.146 (0.094)	3.976	1.446
LASSO WC	0.148 (0.094)	3.976	1.766	0.120 (0.083)	3.986	1.784
ALASSO	0.207 (0.166)	3.706	0.64	0.170 (0.142)	3.806	0.664
MCP	0.202 (0.194)	3.616	0.588	0.142 (0.148)	3.756	0.638
SCAD	0.319 (0.130)	3.780	0.596	0.258 (0.123)	3.852	0.672
SELO	0.180 (0.176)	3.728	0.588	0.138 (0.138)	3.808	0.548
SICA	0.184 (0.176)	3.660	0.460	0.133 (0.136)	3.772	0.424
Oracle	0.086 (0.108)	4	0	0.073 (0.089)	4	0

p_n = 10	n = 300, M =10			n = 300, M = 20
BAR	0.030 (0.026)	4	0.176	0.025 (0.024)	4	0.220
LASSO	0.076 (0.041)	4	1.334	0.058 (0.034)	4	1.464
LASSO WC	0.071 (0.041)	4	1.434	0.055 (0.033)	4	1.476
ALASSO	0.056 (0.060)	3.992	0.404	0.039 (0.049)	3.998	0.468
MCP	0.029 (0.041)	3.994	0.398	0.024 (0.030)	4	0.380
SCAD	0.060 (0.048)	3.998	0.476	0.044 (0.037)	4	0.594
SELO	0.035 (0.040)	3.998	0.600	0.029 (0.032)	4	0.532
SICA	0.033 (0.039)	3.996	0.418	0.028 (0.031)	3.998	0.450
Oracle	0.024 (0.026)	4	0	0.020 (0.021)	4	0

p_n = 30	n = 300, M = 10			n = 300, M = 20
BAR	0.034 (0.030)	4	0.286	0.027 (0.025)	4	0.332
LASSO	0.159 (0.062)	4	1.628	0.128 (0.054)	4	1.892
LASSO WC	0.152 (0.060)	4	1.666	0.115 (0.048)	4	1.918
ALASSO	0.138 (0.137)	3.950	0.770	0.142 (0.171)	3.968	0.488
MCP	0.028 (0.054)	3.966	0.578	0.023 (0.035)	3.996	0.658
SCAD	0.183 (0.083)	3.984	0.540	0.142 (0.069)	3.990	0.548
SELO	0.043 (0.047)	4	0.598	0.030 (0.041)	3.988	0.518
SICA	0.039 (0.045)	3.992	0.398	0.026 (0.037)	3.988	0.346
Oracle	0.024 (0.027)	4	0	0.019 (0.022)	4	0