Table 3 Success rates of four feature screening approaches in selecting each truly influential feature X_j within thresholds d=15, respectively for Simulation Study 2

\(|\widehat {\mathcal {M}}|\)

X₁

X₂

X₃

X₄

X₅

X₆

X₇

X₈

X₉

X₁₀

MMLE-SIS

150.340

0.384

0.746

0.756

0.404

0.822

0.844

0.354

0.742

0.320

0.400

DC-SIS

64.990

0.900

0.984

0.990

0.898

0.998

0.998

0.894

0.984

0.888

0.894

PC-SIS

93.018

0.862

0.974

0.980

0.864

0.994

0.998

0.860

0.966

0.854

0.862

TC-SIS

54.674

0.916

0.988

0.994

0.922

1.000

0.998

0.912

0.982

0.904

0.908