Research Article
Ensembling Variable Selectors by Stability Selection for the Cox Model
Table 3
Results for each method in Simulation 3.
| Method | Succ. rate | Size | TNR | TPR |
| censoring | | | | | Stepwise | 0.02 | 6.92 | 0.768 | 0.990 | BSS | 0.51 | 3.89 | 0.935 | 0.930 | PGA | 0.37 | 2.36 | 0.998 | 0.777 | StabSel | 0.55 | 3.30 | 0.973 | 0.950 | RSMA | 0.21 | 4.09 | 0.922 | 0.923 | ST2E | 0.01 | 5.47 | 0.855 | 1.000 | censoring | | | | | Stepwise | 0.04 | 7.02 | 0.760 | 0.980 | BSS | 0.31 | 4.76 | 0.879 | 0.900 | PGA | 0.28 | 2.25 | 0.999 | 0.743 | StabSel | 0.57 | 3.33 | 0.914 | 0.957 | RSMA | 0.14 | 4.50 | 0.899 | 0.927 | ST2E | 0.05 | 5.55 | 0.849 | 0.993 | censoring | | | | | Stepwise | 0.02 | 7.44 | 0.735 | 0.980 | BSS | 0.15 | 4.55 | 0.878 | 0.823 | PGA | 0.30 | 2.30 | 0.998 | 0.753 | StabSel | 0.61 | 3.51 | 0.968 | 0.990 | RSMA | 0.06 | 4.87 | 0.878 | 0.930 | ST2E | 0.03 | 5.68 | 0.837 | 0.970 | Oracle | 1.00 | 3.00 | 1.00 | 1.00 |
|
|