Research Article

Regularized Weighted Nonparametric Likelihood Approach for High-Dimension Sparse Subdistribution Hazards Model for Competing Risk Data

Table 1

Results of the simulation studies for the Fine and Gray model with 5 informative variables () for scenario. Values shown are means (standard deviations) of each performance measure over 500 replicates (~40% censoring).

0.20.50.8
MethodNo. selected variablesTPRFPRNo. selected variablesTPRFPRNo. selected variablesTPRFPR

200ALASSO36.913 (5.119)0.816 (0.161)0.007 (0.005)33.682 (2.255)0.969 (0.075)0.006 (0.004)26.242 (1.796)0.988 (0.047)0.004 (0.003)
AENET36.532 (4.503)0.830 (0.174)0.006 (0.004)33.571 (1.909)0.958 (0.089)0.006 (0.004)26.636 (1.808)0.989 (0.046)0.004 (0.004)
SCAD37.684 (4.484)0.858 (0.162)0.007 (0.003)35.414 (2.691)0.972 (0.073)0.006 (0.006)25.054 (2.136)0.993 (0.042)0.004 (0.005)
SCAD-L237.190 (3.171)0.867 (0.156)0.006 (0.003)35.960 (2.742)0.960 (0.092)0.006 (0.006)25.935 (2.232)0.994 (0.034)0.004 (0.005)
MCP27.401 (2.996)0.860 (0.142)0.004 (0.002)25.125 (2.308)0.975 (0.068)0.004 (0.005)23.634 (1.889)0.994 (0.034)0.004 (0.004)
MCP-L227.030 (3.103)0.849 (0.149)0.004 (0.003)25.881 (2.115)0.971 (0.079)0.004 (0.004)23.328 (1.643)0.995 (0.031)0.004 (0.004)
Boosting (Binder)41.750 (4.874)0.899 (0.140)0.007 (0.005)39.940 (4.890)0.987 (0.052)0.007 (0.005)38.272 (4.731)1.000 (0.000)0.007 (0.006)
Oracle5.0001.0000.0005.0001.0000.0005.0001.00000.000

400ALASSO34.871 (1.430)0.963 (0.820)0.006 (0.005)31.846 (1.196)1.000 (0.000)0.005 (0.003)24.572 (0.891)1.000 (0.000)0.004 (0.002)
AENET34.181 (1.649)0.972 (0.075)0.006 (0.003)31.701 (1.041)0.999 (0.014)0.005 (0.002)24.631 (0.925)1.000 (0.000)0.004 (0.002)
SCAD35.192 (1.821)0.987 (0.053)0.006 (0.003)29.942 (1.679)1.000 (0.000)0.004 (0.004)25.304 (1.260)1.000 (0.000)0.004 (0.003)
SCAD-L235.736 (1.805)0.980 (0.067)0.006 (0.005)29.672 (1.470)0.998 (0.020)0.004 (0.003)25.150 (1.164)1.00 (0.000)0.004 (0.003)
MCP24.140 (1.580)0.968 (0.073)0.004 (0.003)20.761 (1.227)0.999 (0.014)0.003 (0.002)18.572 (1.228)1.000 (0.000)0.003 (0.002)
MCP-L224.162 (1.468)0.972 (0.072)0.004 (0.003)20.661 (1.105)0.998 (0.020)0.003 (0.002)18.381 (0.916)0.999 (0.014)0.003 (0.002)
Boosting (Binder)39.911 (5.256)0.995 (0.031)0.007 (0.005)39.280 (4.874)1.000 (0.000)0.007 (0.005)38.695 (4.965)1.000 (0.000)0.007 (0.004)
Oracle5.0001.0000.0005.0001.0000.0005.0001.000.00

TPR: true positive rate; FPR: false positive rate; : sample size.