Research Article
Variable Selection in ROC Regression
Table 2
Prediction of AUC at
with group SCAD. Size means the number of selected factors, where each factor contains two variables.
| Setting | Methods | | | | MSE | MAE | Size | MSE | MAE | Size | MSE | MAE | Size |
| 1 | CV | 0.00345 | 0.0467 | 4.72 | 0.00295 | 0.0437 | 4.72 | 0.00114 | 0.0255 | 4.72 | GCV | 0.00345 | 0.0467 | 4.49 | 0.00294 | 0.0432 | 4.49 | 0.00114 | 0.0251 | 4.49 | AIC | 0.00349 | 0.0468 | 4.90 | 0.00291 | 0.0428 | 4.90 | 0.00110 | 0.0246 | 4.90 | BIC | 0.00335 | 0.0461 | 3.62 | 0.00317 | 0.0450 | 3.62 | 0.00147 | 0.0278 | 3.62 | FIC | 0.00339 | 0.0464 | 4.23 | 0.00283 | 0.0426 | 4.23 | 0.00108 | 0.0247 | 4.23 |
| 2 | CV | 0.00328 | 0.0461 | 8.31 | 0.00279 | 0.0428 | 8.31 | 0.00073 | 0.0209 | 8.31 | GCV | 0.00339 | 0.0470 | 9.43 | 0.00281 | 0.0433 | 9.43 | 0.00066 | 0.0206 | 9.43 | AIC | 0.00344 | 0.0472 | 12.05 | 0.00285 | 0.0434 | 12.05 | 0.00064 | 0.0204 | 12.05 | BIC | 0.00324 | 0.0458 | 6.14 | 0.00328 | 0.0462 | 6.14 | 0.00129 | 0.0259 | 6.14 | FIC | 0.00327 | 0.0459 | 7.97 | 0.00290 | 0.0440 | 7.97 | 0.00081 | 0.0224 | 7.97 |
| 3 | CV | 0.00369 | 0.0483 | 6.67 | 0.00439 | 0.0535 | 6.67 | 0.00199 | 0.0317 | 6.67 | GCV | 0.00367 | 0.0483 | 6.14 | 0.00436 | 0.0533 | 6.14 | 0.00197 | 0.0316 | 6.14 | AIC | 0.00369 | 0.0484 | 6.36 | 0.00441 | 0.0534 | 6.36 | 0.00201 | 0.0318 | 6.36 | BIC | 0.00367 | 0.0482 | 5.14 | 0.00473 | 0.0549 | 5.14 | 0.00247 | 0.0345 | 5.14 | FIC | 0.00368 | 0.0483 | 5.46 | 0.00451 | 0.0532 | 5.49 | 0.00219 | 0.0324 | 5.49 |
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