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. 2020 Oct 21;40(2):369–381. doi: 10.1002/sim.8779

TABLE 5.

Summary and recommendations for stability measures

Stability measure What it should estimate (interpretation of the estimand) How it should be estimated (resampling approach) Rationale and limitation
Variable inclusion frequency Probability of a variable to be selected in the final model Subsampling with m = 0.5N (S0.5) Consistent and efficient estimation for nonpredictor
Model selection frequency Probability of a specific combination of variables to constitute the final model Subsampling with m = 0.5N (S0.5) Consistent and efficient estimation
Relative conditional bias Bias of a selected regression coefficient relative to the true regression coefficient Bootstrap Consistent and efficient estimation
Root mean squared difference ratio Inflation of the SE of a regression coefficient induced by the variable selection procedure Bootstrap

Consistent for uncorrelated predictors

Overestimated for correlated predictors and for nonpredictors