High Dimensional Variable Selection with Error Control

Figure 5

AUROC plots of using the LASSO, SCAD, and MCP with the screenings of both FDR at 0.01 and ISIS. (a), (b), and (c) are for the LASSO, the SCAD, and the MCP variable selection methods, respectively.

(a) AUROC: 0.7462

(b) AUROC: 0.7459

(c) AUROC: 0.7644