| GSIS SCAD | SIS lasso | Ordinary lasso | OGS ridge | OGS lasso | PTReg |
---|---|---|---|---|---|---|
Cox-test | 0.4685 | 0.0024 | 8.2557e − 09 | 6.0168e − 10 | 8.0676e − 10 | 0.0330 |
LR-test | 0.4944 | 0.0308 | 6.1948e − 08 | 1.8792e − 08 | 1.2942e − 07 | 0.0244 |
Deviance | 161.1422 | 11.4386 | − 31.7249 | − 44.0441 | − 41.3946 | 57.3278 |
C-index | 0.5452 | 0.6400 | 0.8759 | 0.8984 | 0.8862 | 0.7041 |
AUC | 0.4843 | 0.5968 | 0.9006 | 0.9294 | 0.9109 | 0.7899 |