Fig. 5
From: Performance of variable selection methods using stability-based selection
Partial Area Under the ROC curves (pAUCs) as the total number of variables increases from 20 to 100. Results are presented for all three correlation structures [independent, AR(1) and block correlation] for the six selection methods [four stability-based methods: Elastic Net (Enet), LASSO, student t test, VIP, and two FDR-adjusted methods: student t test BH and VIP BH]. The number P of variables is 1000 and the effect size Δ is 0.4. The total number N of samples is 20 (Top row), 50 (Middle row) and 100 (Bottom row)