Performance of the five methods based on the non-small-cell lung cancer data of Chen et al. [6].

NOTE: Smaller values of the LR-test (log10 P-value), Cox-test (log10 P-value) and Deviance, and larger values of the c-index correspond to more accurate prediction performance.*If good and poor groups are separated by the median PI in the training set, the LR-test has P-value = 0.034 (log10 P-value = −1.47) with n = 28 in the good and n = 34 in the poor groups (the same result as Figure 1C of Chen et al. [6]).The methods: CC = compound covariate (using 97 or 16 genes), CS = compound shrinkage, Ridge = ridge regression, and Lasso = Lasso analyses are compared.