Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings

Table 3

False discovery rates and false-negative rates for each simulated dataset and selection method.

		Training fraction	FDR/FNR
			LASSO-cvl	LASSO-pcvl	Elastic Net	BSS Enet	CoxBoost	RSF
500	0	1/2	0.43/.	0.51/.	0.45/.	1/.	0.49/.	1/.
		2/3	0.39/.	0.48/.	0.4/.	1/.	0.49/.	1/.
	12	1/2	0.62/0.29	0.32/0.36	0.69/0.19	0.56/0.24	0.65/0.3	0.92/0.56
		2/3	0.61/0.18	0.28/0.23	0.69/0.1	0.6/0.12	0.64/0.19	0.9/0.51
	50	1/2	0.51/0.39	0.35/0.45	0.56/0.3	0.3/0.39	0.47/0.41	0.83/0.74
		2/3	0.52/0.27	0.34/0.31	0.58/0.19	0.32/0.25	0.47/0.29	0.78/0.72
750	0	1/2	0.44/.	0.5/.	0.46/.	1/.	0.46/.	1/.
		2/3	0.23/.	0.42/.	0.24/.	1/.	0.38/.	1/.
	12	1/2	0.62/0.24	0.31/0.27	0.67/0.16	0.59/0.16	0.64/0.25	0.85/0.4
		2/3	0.57/0.21	0.19/0.23	0.62/0.12	0.63/0.11	0.61/0.2	0.65/0.29
	50	1/2	0.49/0.29	0.27/0.35	0.54/0.2	0.32/0.27	0.44/0.3	0.75/0.71
		2/3	0.48/0.17	0.2/0.26	0.54/0.1	0.33/0.15	0.4/0.2	0.54/0.66
1000	0	1/2	0.45/.	0.48/.	0.45/.	1/.	0.51/.	1/.
		2/3	0.55/.	0.57/.	0.56/.	1/.	0.62/.	1/.
	12	1/2	0.71/0.23	0.4/0.27	0.74/0.16	0.7/0.16	0.73/0.23	0.71/0.32
		2/3	0.75/0.19	0.36/0.23	0.78/0.12	0.77/0.1	0.77/0.19	0.22/0.4
	50	1/2	0.52/0.15	0.27/0.18	0.58/0.1	0.35/0.11	0.44/0.16	0.54/0.65
		2/3	0.56/0.1	0.24/0.13	0.61/0.06	0.42/0.07	0.44/0.12	0.15/0.7