Fig. 3

Performance of the compared methods in terms of specificity. a False discovery proportion for variables (FDPvar), b Alternative false discovery proportion (AltFDP), and c False discovery proportion for interaction terms (FDP₂). Mean values based on 100 simulations. The vertical line separates scenarios according to the pairwise correlation between the true predictors as “Mixed” (any exposure can be selected as a true predictor regardless of correlation), or “High” (exposures are chosen so that all their pairwise correlations are above 0.6). Scenarios 1, 2 and 3 involve no interactions, one two-way interaction, and two two-way interactions, respectively