Method γ Total Loss l1 Penalty SSE SSE Increase Cost Penalty Cost (per patient) Cost Decrease Lasso - 316 15 301 - - - - BLARS 0.01 322 15 301 - 7 2.950 -   0.02 325 14 303 0.9% 8 2.150 27.1%   0.04 335 14 308 2.5% 13 1.650 44.1%   0.10 348 9 317 5.5% 22 1.150 61.0%   0.20 370 10 325 8.2% 35 0.925 68.6%   0.50 384 4 368 22.2% 12 0.125 95.8%   1.00 388 0 388 28.9% 0 0.000 100.0%

Table 9: Components in objective functions for different γ values using Cp as the model selection criterion. The percentage increase or decrease are compared with the first BLARS model (γ=0.01). Lasso model was fitted without considering cost effect, and the total loss has only two components.