Table 4 Simulation example 4: mandatory covariates are irrelevant
Method | rpe | g-measure | Specificity (\(\mathcal {M}\)) | Sensitivity (\(\mathcal {O}\)) | Specificity (\(\mathcal {O}\)) | |
|---|---|---|---|---|---|---|
ρ 0=0.25 | Ridge | 1.671 (0.012) | ||||
Lasso | 1.911 (0.022) | 0.383 (0.034) | 1.000 (0.000) | 0.200 (0.028) | 0.975 (0.008) | |
Elastic net | 1.744 (0.019) | 0.585 (0.015) | 0.600 (0.053) | 0.600 (0.050) | 0.835 (0.036) | |
\(\mathcal {M}\)-unpenalized lasso | 2.357 (0.032) | 0.215 (0.103) | 0.000 (0.000) | 0.050 (0.024) | 0.995 (0.003) | |
\(\mathcal {M}\)-unpenalized elastic net | 2.210 (0.034) | 0.308 (0.054) | 0.000 (0.000) | 0.525 (0.065) | 0.732 (0.057) | |
Ridle | 1.854 (0.012) | 0.309 (0.029) | 0.000 (0.000) | 0.100 (0.024) | 0.982 (0.005) | |
ρ 0=0.5 | Ridge | 1.807 (0.014) | ||||
Lasso | 2.045 (0.035) | 0.571 (0.013) | 0.800 (0.006) | 0.400 (0.039) | 0.925 (0.007) | |
Elastic net | 1.773 (0.034) | 0.667 (0.008) | 0.500 (0.048) | 0.800 (0.048) | 0.756 (0.020) | |
\(\mathcal {M}\)-unpenalized lasso | 2.242 (0.023) | 0.299 (0.035) | 0.000 (0.000) | 0.100 (0.021) | 0.982 (0.004) | |
\(\mathcal {M}\)-unpenalized elastic net | 2.080 (0.028) | 0.305 (0.094) | 0.000 (0.000) | 0.550 (0.072) | 0.700 (0.079) | |
Ridle | 1.801 (0.039) | 0.528 (0.032) | 0.000 (0.000) | 0.300 (0.038) | 0.943 (0.005) | |
ρ 0=0.75 | Ridge | 1.564 (0.022) | ||||
Lasso | 1.365 (0.029) | 0.684 (0.008) | 0.700 (0.041) | 0.600 (0.012) | 0.900 (0.003) | |
Elastic net | 1.237 (0.030) | 0.745 (0.005) | 0.300 (0.046) | 0.900 (0.011) | 0.775 (0.014) | |
\(\mathcal {M}\)-unpenalized lasso | 1.747 (0.043) | 0.428 (0.003) | 0.000 (0.000) | 0.200 (0.000) | 0.964 (0.003) | |
\(\mathcal {M}\)-unpenalized elastic net | 1.662 (0.043) | 0.514 (0.016) | 0.000 (0.000) | 0.350 (0.023) | 0.900 (0.015) | |
Ridle | 1.253 (0.042) | 0.596 (0.017) | 0.000 (0.000) | 0.400 (0.026) | 0.945 (0.003) |