Table 5 Success rates of four feature screening approaches in selecting each truly influential feature X_j within thresholds d=15, respectively for Simulation Study 3

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

X₁

X₂

X₃

X₄

X₅

X₆

X₇

X₈

X₉

X₁₀

MMLE-SIS

508.672

0.072

0.060

0.066

0.078

0.554

0.054

0.388

0.098

0.032

0.204

DC-SIS

125.258

0.876

0.884

0.886

0.904

0.886

0.880

0.880

0.910

0.878

0.906

PC-SIS

171.829

0.820

0.806

0.816

0.842

0.876

0.806

0.876

0.830

0.820

0.858

TC-SIS

112.627

0.876

0.876

0.882

0.904

0.924

0.874

0.920

0.906

0.878

0.900