Variable Selection in ROC Regression

Table 4

Estimated AUC at three test points. Size means the number of selected factors.

Methods	Test point 1		Test point 2		Test point 3
	AUC	Size	AUC	Size	AUC	Size
CV	0.971	6	0.916	6	0.982	6
AIC	0.971	6	0.916	6	0.982	6
GCV	0.971	6	0.916	6	0.982	6
BIC	0.949	1	0.957	1	0.944	1
FIC	0.963	3	0.957	2	0.944	1