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Table 2 The average AUC and the empirical standard error (ESE) for 5-year relapse-free survival prediction obtained from 500 random training-validation sets using the different variables selection procedures

From: Accounting for grouped predictor variables or pathways in high-dimensional penalized Cox regression models

  SGL Standard lasso Lasso+PCA IPF-Lasso AC MSW*SW ASW PCA MSW gel SW ASW*SW cMCP
AUC 0.62 0.61 0.63 0.61 0.62 0.62 0.62 0.63 0.61 0.57 0.62 0.62 0.60
ESE 0.04 0.04 0.04 0.05 0.04 0.04 0.04 0.04 0.04 0.05 0.04 0.04 0.05