I have a question about how I can calculate true and false positive rate in a simulation study?
I have seen some articles and thesis by different definitions. One of them is the following one:
TPR=the ratio of the truly selected covariates relative to the number of active covariates
and
FPR= the ratio of the falsely selected covariates relative to the number of inactive covariates.
and other definition:
True positives (TP): Non-null variables correctly identified as non-null variables. False positives (FP): Null variables incorrectly labeled as non-null variables. True negatives (TN): Null variables correctly identified as null variables. False negatives (FN): Non-null variables incorrectly labeled as null variables. TPR=TP/(TP+FN)
Can anyone tell me which formula is used in variable selection in simulation studies? And what are the definitions for active and inactive covariates?