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Table 3 Accuracy and precision of the survival probabilities, and coverage probability of their 95% confidence intervals of the selected models by the adaptive lasso penalty

From: Robust estimation of the expected survival probabilities from high-dimensional Cox models with biomarker-by-treatment interactions in randomized clinical trials

Scenarios Point estimate of the 5-year survival probability 95% CI of the expected survival
Mean bias Standard error Coverage probability
Pointwise Spline Pointwise Spline Pointwise Spline
     Anly Boot Anly Boot
(1) Complete null −0.002 −0.001 0.05 0.05 0.93 0.97 0.94 1.00
(2) Treatment effect only −0.001 −0.001 0.06 0.05 0.93 0.96 0.93 1.00
(3) 20 prognostic biomarkers −0.002 0.001 0.09 0.09 0.91 0.97 0.89 0.98
(4) 15 treatment-effect modifiers −0.003 −0.001 0.11 0.10 0.88 0.96 0.89 0.98
(5) Treatment effect + (4) −0.002 0.000 0.11 0.10 0.88 0.96 0.89 0.98
(6) 20 prognostic biomarkers + (5) −0.005 0.000 0.13 0.13 0.88 0.96 0.87 0.96
  1. Anly: analytical approach, Boot: non-parametric bootstrap approach, CI: confidence interval. Average quantities across 250 replications