. 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 3.

Results on covariate selection based on interval-censored data with Λ0(t) = log(t + 1)

Method	MMSE(SD)	TP	FP	MMSE(SD)	TP	FP
p_n = 10	n = 100, M = 10			n = 100, M = 20
BAR	0.172 (0.199)	3.756	0.476	0.133 (0.170)	3.852	0.516
LASSO	0.197 (0.101)	3.938	1.458	0.144 (0.085)	3.966	1.544
LASSO WC	0.164 (0.098)	3.962	1.872	0.145 (0.085)	3.972	1.758
ALASSO	0.206 (0.145)	3.728	1.060	0.153 (0.125)	3.812	1.114
MCP	0.249 (0.283)	3.526	0.626	0.209 (0.230)	3.684	0.690
SCAD	0.351 (0.157)	3.650	0.750	0.272 (0.138)	3.786	0.824
SELO	0.237 (0.270)	3.682	0.756	0.195 (0.226)	3.778	0.756
SICA	0.236 (0.263)	3.622	0.642	0.190 (0.213)	3.76	0.604
Oracle	0.092 (0.157)	4	0	0.083 (0.097)	4	0

p_n = 10	n = 300, M =10			n = 300, M = 20
BAR	0.033 (0.036)	4	0.202	0.030 (0.034)	4	0.234
LASSO	0.070 (0.041)	4	1.246	0.048 (0.030)	4	1.422
LASSO WC	0.090 (0.048)	4	1.124	0.071 (0.040)	4	1.192
ALASSO	0.058 (0.062)	3.998	0.392	0.039 (0.043)	3.998	0.380
MCP	0.036 (0.048)	3.996	0.288	0.031 (0.045)	4	0.360
SCAD	0.073 (0.054)	4	0.416	0.060 (0.046)	4	0.434
SELO	0.047 (0.048)	4	0.588	0.040 (0.048)	4	0.582
SICA	0.041 (0.047)	4	0.442	0.036 (0.045)	4	0.446
Oracle	0.029 (0.037)	4	0	0.025 (0.035)	4	0

p_n = 30	n = 300, M = 10			n = 300, M = 20
BAR	0.036 (0.037)	3.994	0.196	0.031 (0.031)	3.998	0.226
LASSO	0.128 (0.055)	4	2.324	0.096 (0.046)	4	2.274
LASSO WC	0.133 (0.056)	4	2.706	0.105 (0.051)	4	2.774
ALASSO	0.169 (0.159)	3.920	0.700	0.192 (0.176)	3.904	0.604
MCP	0.038 (0.056)	3.992	0.614	0.032 (0.041)	3.998	0.570
SCAD	0.169 (0.072)	3.986	0.560	0.129 (0.063)	3.998	0.612
SELO	0.033 (0.044)	4	0.490	0.039 (0.045)	4	0.384
SICA	0.048 (0.055)	3.994	0.452	0.040 (0.045)	4	0.434
Oracle	0.027 (0.036)	4	0	0.024 (0.030)	4	0