Research Article
Novel Harmonic Regularization Approach for Variable Selection in Cox’s Proportional Hazards Model
Table 2
Average IBS and CI results of by the seven regularization methods on the simulated data in 500 runs.
| Corr. | Size | Average IBS | | SCAD | MCP | A-Lasso | Len | | HRA |
|
| 100 | 0.084 | 0.094 | 0.086 | 0.084 | 0.082 | 0.091 | 0.086 | 150 | 0.081 | 0.087 | 0.084 | 0.08 | 0.08 | 0.084 | 0.079 | 200 | 0.078 | 0.086 | 0.079 | 0.083 | 0.076 | 0.078 | 0.076 |
|
| 100 | 0.096 | 0.092 | 0.097 | 0.096 | 0.094 | 0.098 | 0.093 | 150 | 0.092 | 0.091 | 0.094 | 0.094 | 0.087 | 0.089 | 0.09 | 200 | 0.088 | 0.088 | 0.086 | 0.087 | 0.085 | 0.086 | 0.086 |
|
| 100 | 0.105 | 0.098 | 0.101 | 0.102 | 0.097 | 0.101 | 0.094 | 150 | 0.098 | 0.096 | 0.099 | 0.102 | 0.092 | 0.098 | 0.091 | 200 | 0.091 | 0.092 | 0.096 | 0.096 | 0.089 | 0.095 | 0.09 |
|
| 100 | 0.108 | 0.103 | 0.108 | 0.106 | 0.099 | 0.01 | 0.098 | 150 | 0.101 | 0.097 | 0.1 | 0.096 | 0.093 | 0.094 | 0.097 | 200 | 0.084 | 0.094 | 0.086 | 0.084 | 0.082 | 0.091 | 0.086 |
| Corr. | Size | Average CI | | SCAD | MCP | A-Lasso | Len | | HRA |
|
| 100 | 0.749 | 0.788 | 0.822 | 0.757 | 0.851 | 0.838 | 0.845 | 150 | 0.832 | 0.853 | 0.869 | 0.838 | 0.868 | 0.865 | 0.87 | 200 | 0.85 | 0.847 | 0.857 | 0.859 | 0.864 | 0.859 | 0.862 |
|
| 100 | 0.728 | 0.758 | 0.767 | 0.716 | 0.727 | 0.761 | 0.763 | 150 | 0.82 | 0.841 | 0.833 | 0.831 | 0.853 | 0.847 | 0.837 | 200 | 0.847 | 0.857 | 0.862 | 0.846 | 0.869 | 0.862 | 0.866 |
|
| 100 | 0.726 | 0.758 | 0.752 | 0.745 | 0.752 | 0.758 | 0.748 | 150 | 0.781 | 0.818 | 0.821 | 0.793 | 0.819 | 0.813 | 0.821 | 200 | 0.786 | 0.835 | 0.826 | 0.792 | 0.839 | 0.824 | 0.828 |
|
| 100 | 0.699 | 0.712 | 0.701 | 0.685 | 0.719 | 0.716 | 0.714 | 150 | 0.766 | 0.777 | 0.817 | 0.788 | 0.814 | 0.818 | 0.814 | 200 | 0.776 | 0.801 | 0.82 | 0.808 | 0.821 | 0.819 | 0.819 |
|
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