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