Research Article

Variable Selection in ROC Regression

Table 3

Prediction of AUC at with models on diseased and healthy groups separately. Size means the sum of numbers of selected variables in diseased and non-diseased groups.

Setting Methods Size
MSE MAE MSE MAE MSE MAE

1 CV 8.78 0.00384 0.0490 0.00303 0.0439 0.00107 0.0247
GCV 8.23 0.00383 0.0488 0.00298 0.0432 0.00103 0.0239
AIC 8.18 0.00383 0.0488 0.00397 0.0432 0.00102 0.0239
BIC 6.96 0.00383 0.0490 0.00313 0.0447 0.00114 0.0254

2 CV 14.47 0.00483 0.0566 0.00351 0.0481 0.00079 0.0218
GCV 16.31 0.00553 0.0609 0.00390 0.0515 0.00069 0.0218
AIC 15.46 0.00545 0.0606 0.00388 0.0516 0.00069 0.0218
BIC 12.67 0.00514 0.0590 0.00384 0.0502 0.00092 0.0225

3 CV 12.29 0.00405 0.0494 0.00481 0.0558 0.00225 0.0332
GCV 10.55 0.00403 0.0497 0.00461 0.0541 0.00208 0.0320
AIC 10.55 0.00402 0.0497 0.00461 0.0541 0.00209 0.0320
BIC 9.53 0.00403 0.0499 0.00468 0.0550 0.00206 0.0325