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

Table 4

Variable selection results (relative frequency of selection) for different methods for independent variables (~40% censoring) over 500 repetitions.

	Method							FPR							FPR
0.5	ALASSO	500	500	0	400	500	0	0.006	500	500	0	450	500	0	0.006
	AENET	500	500	500	500	500	500	0.006	500	500	500	500	500	500	0.006
	SCAD	500	500	0	500	450	0	0.006	500	500	0	500	500	0	0.005
	SCAD-L2	500	500	500	500	500	500	0.006	500	500	500	500	500	500	0.005
	MCP	500	500	0	450	500	0	0.004	500	500	0	500	500	0	0.004
	MCP-L2	500	500	500	500	500	500	0.004	500	500	500	500	500	500	0.004
	Boosting (Binder)	500	500	0	500	500	0	0.007	500	500	0	500	500	0	0.006

Average false positive rate (FPR) across all simulations of selection of , averaged across all .