Table 1 Success rates of four feature screening approaches in selecting each and all truly influential feature Xj within thresholds d=20,40,60 for Simulation Study 1
d=20 | ||||||||
|---|---|---|---|---|---|---|---|---|
| Â | Pa | \(|\widehat {\mathcal {M}}|\) | \(P_{X_{1}}\) | \(P_{X_{2}}\) | \(P_{X_{3}}\) | \(P_{X_{4}}\) | \(P_{X_{5}}\) | Run Time |
DC-SIS | 0 | 20927.89 | 0.45 | 0.46 | 0.27 | 0.60 | 0.48 | Â |
MMLE-SIS | 0 | 13982.14 | 0.77 | 0.78 | 0.25 | 0.39 | 0.78 | Â |
TC-SIS | 0.03 | 28202.48 | 0.99 | 0.67 | 0.29 | 0.77 | 0.45 | 5.042s |
ITC-SIS | 0.22 | 31.69 | 1.00 | 0.99 | 0.47 | 0.76 | 0.99 | 11.025s |
d=40 | ||||||||
| Â | Pa | \(|\widehat {\mathcal {M}}|\) | \(P_{X_{1}}\) | \(P_{X_{2}}\) | \(P_{X_{3}}\) | \(P_{X_{4}}\) | \(P_{X_{5}}\) | Run Time |
DC-SIS | 0 | 20927.89 | 0.54 | 0.55 | 0.30 | 0.61 | 0.56 | Â |
MMLE-SIS | 0 | 13982.14 | 0.79 | 0.79 | 0.27 | 0.39 | 0.79 | Â |
TC-SIS | 0.03 | 28202.48 | 0.99 | 0.67 | 0.31 | 0.77 | 0.45 | 5.042s |
ITC-SIS | 0.89 | 31.69 | 1.00 | 1.00 | 0.95 | 0.94 | 1.00 | 11.025s |
d=60 | ||||||||
| Â | Pa | \(|\widehat {\mathcal {M}}|\) | \(P_{X_{1}}\) | \(P_{X_{2}}\) | \(P_{X_{3}}\) | \(P_{X_{4}}\) | \(P_{X_{5}}\) | Run Time |
DC-SIS | 0 | 20927.89 | 0.61 | 0.62 | 0.31 | 0.62 | 0.63 | Â |
MMLE-SIS | 0 | 13982.14 | 0.79 | 0.79 | 0.27 | 0.39 | 0.79 | Â |
TC-SIS | 0.03 | 28202.48 | 0.99 | 0.67 | 0.31 | 0.78 | 0.45 | 5.042s |
ITC-SIS | 0.94 | 31.69 | 1.00 | 1.00 | 0.97 | 0.97 | 1.00 | 11.025s |