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Fig. 4 | BMC Medical Research Methodology

Fig. 4

From: Evaluating methods for Lasso selective inference in biomedical research: a comparative simulation study

Fig. 4

Toy simulation study: predictive accuracy in terms of difference of validation R2 and target simulation R2. The target simulation R2 was 0.2 in left panel, 0.8 in right panel. For each scenario, predictive accuracy was estimated by simulation, and over all scenarios, the values were summarised by boxplots. Dashed lines mark an optimal difference of zero. Colors indicate the type of variable selection. Results for the realistic setup are comparable (Supplementary Figure S12)

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