Omitted covariate is associated with time-dependent sensitivity and specificity (Panel A) and Martingale residuals (Panel B) in the selected model (Lasso_Cox −4). Panel A presents the association between the C0 omitted covariate and the time-dependent sensitivity and specificity at day 7. Each boxplot corresponds to the odds ratio (OR) across all the cross-validation iterations, for a given cut-off on the linear predictor of the model (i.e. a given combination of sensitivity and specificity). Red points correspond to OR with p-values <0.05. The number above the boxplots gives the proportion of p-values <0.05 and the numbers below the boxplot, the sensitivity and the specificity values for a given cut-off on the linear predictor. Panel B presents the scatter plot of the Martingale residuals and C0 covariate.