Overlapping group screening for detection of gene-environment interactions with application to TCGA high-dimensional survival genomic data

Table 2 The median of the performance measures out of 200 simulation replications for different approaches

	Oracle	GSIS SCAD	SIS lasso	Ordinary lasso	OGS ridge	OGS lasso
Censoring rate = 30%
RMSE	0.3520	0.2936	0.3629	0.3582	0.3667	0.3194
P.int	1.0000	0.0000	0.0000	0.1667	0.5000	0.5000
Sen	1.0000	0.8901	0.3736	0.7473	0.9670	0.9670
Spe	1.0000	1.0000	0.9962	0.9823	0.9399	0.9875
C.model	91.0000	81.0000	46.0000	120.0000	266.0000	124.0000
Deviance	− 125.2257	− 113.7699	− 60.0277	− 114.7706	− 70.2329	− 250.4203
C-index	0.8727	0.9244	0.7875	0.8722	0.8969	0.9549
AUC	0.9392	0.9730	0.8540	0.9418	0.9650	0.9908
Censoring rate = 50%
RMSE	0.3437	0.3668	0.3631	0.3618	0.3670	0.3451
P.int	1.0000	0.0000	0.0000	0.1667	0.5000	0.3333
Sen	1.0000	0.8901	0.3516	0.5934	0.9670	0.8791
Spe	1.0000	1.0000	0.9955	0.9825	0.9221	0.9911
C.model	91.0000	81.0000	45.0000	104.5000	311.0000	104.0000
Deviance	− 96.4789	− 32.3585	− 43.5888	− 66.1335	− 50.0469	− 132.8876
C-index	0.8841	0.8027	0.7915	0.8491	0.8929	0.9222
AUC	0.9363	0.8537	0.8433	0.8985	0.9461	0.9668
Censoring rate = 70%
RMSE	0.3407	0.3671	0.3643	0.3654	0.3674	0.3561
P.int	1.0000	0.0000	0.0000	0.0000	0.5000	0.1667
Sen	1.0000	0.8901	0.2747	0.4176	0.9670	0.6484
Spe	1.0000	1.0000	0.9942	0.9849	0.9224	0.9935
C.model	91.0000	81.0000	43.0000	83.0000	294.5000	77.0000
Deviance	− 0.8763	− 16.1453	− 22.9206	− 31.5497	− 31.7002	− 58.9638
C-index	0.8617	0.7569	0.7791	0.8174	0.8837	0.8866
AUC	0.8996	0.7844	0.8136	0.8430	0.9201	0.9212

ISSN: 1471-2105