Table 1.
Simulation results for the low-dimensional data (p = 100): We used the proposed method, denoted by (A), Bayesian Cox method, denoted by (B), Cox lasso method, denoted by (C), and Cox method with the approximated information criterion, denoted by (D).
n | p | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1000 | 100 | 0.13 | 0.88 | 0.12 | 34.80 | 0.00 | 1.00 | 0.72 | 0.57 | 0.43 | 3.59 | 0.08 | 0.92 | |
(0.13) | (0.11) | (0.11) | (21.64) | (0.00) | (0.00) | (1.29) | (0.25) | (0.25) | (5.09) | (0.07) | (0.07) | |||
0.06 | 0.94 | 0.06 | 32.07 | 0.00 | 1.00 | 0.73 | 0.62 | 0.38 | 2.86 | 0.12 | 0.88 | |||
(0.06) | (0.06) | (0.06) | (16.83) | (0.00) | (0.00) | (1.86) | (0.24) | (0.24) | (4.22) | (0.11) | (0.11) | |||
0.11 | 0.89 | 0.11 | 28.11 | 0.00 | 1.00 | 0.52 | 0.69 | 0.31 | 2.86 | 0.09 | 0.91 | |||
(0.10) | (0.10) | (0.10) | (21.07) | (0.00) | (0.00) | (1.02) | (0.22) | (0.22) | (4.88) | (0.08) | (0.08) | |||
3000 | 100 | 0.05 | 0.95 | 0.05 | 58.11 | 0.00 | 1.00 | 0.12 | 0.92 | 0.08 | 2.81 | 0.05 | 0.95 | |
(0.05) | (0.05) | (0.05) | (19.59) | (0.00) | (0.00) | (0.21) | (0.07) | (0.07) | (2.80) | (0.05) | (0.05) | |||
0.08 | 0.93 | 0.07 | 54.35 | 0.00 | 1.00 | 0.08 | 0.93 | 0.07 | 3.03 | 0.05 | 0.95 | |||
(0.09) | (0.07) | (0.07) | (24.96) | (0.00) | (0.00) | (0.09) | (0.07) | (0.07) | (3.42) | (0.05) | (0.05) | |||
0.11 | 0.90 | 0.10 | 53.19 | 0.00 | 1.00 | 0.14 | 0.92 | 0.08 | 3.32 | 0.05 | 0.95 | |||
(0.12) | (0.09) | (0.09) | (19.85) | (0.00) | (0.00) | (0.38) | (0.07) | (0.07) | (3.92) | (0.05) | (0.05) |
Note: is the expected number of the incorrect nonzero covariates, is the empirical probability of the correct model, is the empirical probability of the overfitted model, n is the sample size, p is the number of the covariates, and censor denotes the censoring rate. The variances are provided in parentheses.