Research Article
Ensembling Variable Selectors by Stability Selection for the Cox Model
Table 2
Selection frequencies of each method in Simulation 3.
| Method | | | Min | Med | Max | Min | Med | Max |
| censoring | | | | | | | Stepwise | 97 | 100 | 100 | 13 | 22 | 30 | BSS | 79 | 100 | 100 | 3 | 7 | 10 | PGA | 40 | 93 | 100 | 0 | 0 | 1 | StabSel | 91 | 97 | 97 | 0 | 3 | 5 | RSMA | 79 | 98 | 100 | 4 | 8 | 13 | ST2E | 100 | 100 | 100 | 10 | 15 | 18 | censoring | | | | | | | Stepwise | 94 | 100 | 100 | 19 | 24 | 31 | BSS | 70 | 100 | 100 | 6 | 12 | 17 | PGA | 29 | 94 | 100 | 0 | 0 | 1 | StabSel | 94 | 96 | 97 | 1 | 3 | 5 | RSMA | 80 | 98 | 100 | 4 | 9 | 17 | ST2E | 94 | 100 | 100 | 8 | 15 | 23 | censoring | | | | | | | Stepwise | 94 | 100 | 100 | 22 | 26 | 38 | BSS | 65 | 89 | 96 | 8 | 11 | 15 | PGA | 31 | 95 | 100 | 0 | 0 | 1 | StabSel | 97 | 100 | 100 | 1 | 3 | 7 | RSMA | 80 | 99 | 100 | 7 | 13 | 18 | ST2E | 91 | 100 | 100 | 11 | 15 | 25 |
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