TABLE 3.
Simulation study: Model selection frequency for the correct model
| N = 150 | N = 300 | N = 750 | ||||
|---|---|---|---|---|---|---|
| Estimand | 3.3 | 9.9 | 18.8 | |||
| Estimates | Mean | RMSE | Mean | RMSE | Mean | RMSE |
| S0.5 | 0.4 | 2.8 | 2.9 | 7.9 | 12.4 | 12.1 |
| S0.632 | 1.0 | 3.2 | 5.1 | 8.4 | 14.8 | 13.9 |
| S0.8 | 1.5 | 5.0 | 7.3 | 13.5 | 16.8 | 20.7 |
| B | 0.3 | 3.6 | 1.0 | 8.9 | 2.4 | 16.3 |
Note: Estimands, mean, and RMSE of estimates for subsampling with m = 0.5N, m = 0.632N, and m = 0.8N (S0.5, S0.632, S0.8) and bootstrap (B) estimators. All numbers multiplied by 100.
Abbreviation: RMSE, root mean squared error.