Figure 3

Variation in area under the ROC curve (AUC) across 130 simulations are shown for approaches that do not perform variable selection. Points beyond the end of the whiskers denote outliers. An AUC of 1.0 is ideal. S denotes the sparsity setting or the proportion of influential variables in the data. a. β=±1 and b. \({\beta \in \mathcal {U}}\).