Research Article

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

Table 3

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

No. selected variablesFDR
No. selected variablesTPRFDRNo. selected variablesTPRFDRTPRFDRNo. selected variablesTPR

ALASSO37.233 (3.143)0.972 (0.073)0.006 (0.003)32.445 (2.341)1.000 (0.000)0.005 (0.004)38.113 (2.027)0.903 (0.087)0.006 (0.004)33.271 (2.271)0.996 (0.033)0.006 (0.003)
AENET37.523 (2.881)0.970 (0.077)0.006 (0.005)32.611 (2.254)1.000 (0.000)0.005 (0.002)35.792 (1.745)0.902 (0.124)0.006 (0.003)34.215 (2.421)0.995 (0.041)0.006 (0.003)
SCAD31.231 (2.779)0.978 (0.067)0.005 (0.004)30.472 (2.471)1.000 (0.000)0.005 (0.002)36.723 (2.717)0.901 (0.108)0.006 (0.005)32.344 (2.622)0.982 (0.031)0.005 (0.003)
SCAD-L232.485 (2.812)0.979 (0.063)0.005 (0.005)30.285 (2.345)0.999 (0.002)0.005 (0.002)36.785 (3.299)0.903 (0.120)0.006 (0.005)33.426 (2.312)0.990 (0.027)0.006 (0.003)
MCP27.131 (3.110)0.980 (0.061)0.004 (0.005)24.634 (2.331)1.000 (0.000)0.004 (0.002)25.872 (1.983)0.907 (0.124)0.004 (0.004)25.121 (2.107)0.990 (0.033)0.004 (0.003)
MCP-L227.743 (3.103)0.982 (0.060)0.004 (0.005)24.411 (2.262)1.000 (0.000)0.004 (0.002)25.921 (2.146)0.912 (0.137)0.004 (0.004)25.423 (1.998)0.996 (0.024)0.004 (0.003)