Method | Stability | Coverage | Power | Type 1 error |
---|---|---|---|---|
Lasso_CV_Split | No concern | Acceptable | Low | Acceptable |
Lasso_CV_PoSI | No concern | Too high | Low | Low |
Lasso_CV_SI | Problematic | Acceptable | Acceptable | High |
Lasso_Neg_SI | Problematic | Acceptable | Acceptable | Acceptable |
ALasso_CV_Split | No concern | Acceptable | Acceptable | Acceptable |
ALasso_CV_PoSI | No concern | Too high | Acceptable | Acceptable |
ALasso_CV_SI | Problematic | Too low | High | High |
ALasso_Neg_SI | Problematic | Acceptable | High | High |