Table 3.

Average of maximum likelihood estimates (AMLE), square roots of the mean squared errors (RMSEs), and standard deviations (SDs) of the maximum likelihood estimates, and empirical coverage probabilities (CPs) of $90\mathrm{\%}$ and $95\mathrm{\%}$ CIs.

	CLL frailty model
		${\alpha }_0$	${\alpha }_1$	${\alpha }_2$	${\alpha }_3$	λ	${\mathrm{\text{β}}}_1$	${\mathrm{\text{β}}}_2$	${\mathrm{\text{β}}}_3$	θ
n		0.125	$-0.098$	0.001	0.003	1.65	$1.267$	$-0.145$	$-0.177$	1.457
100	AMLE	0.049	−0.017	0.007	0.023	1.869	1.36	−0.227	−0.245	1.517
	Bias	−0.076	0.081	0.006	0.020	0.219	0.093	−0.082	−0.068	0.060
	RMSE	0.773	0.809	0.346	0.755	0.904	1.157	1.172	0.763	1.053
	SD	0.770	0.805	0.346	0.756	0.879	1.154	1.169	0.761	1.052
	CP(90%)	0.912	0.921	0.93	0.928	0.903	0.920	0.914	0.899	0.899
	CP(95%)	0.952	0.971	0.976	0.974	0.925	0.964	0.953	0.941	0.945
200	AMLE	0.124	−0.090	0.000	0.002	1.699	1.266	−0.156	−0.184	1.371
	Bias	−0.001	0.008	−0.001	−0.001	0.049	−0.001	−0.011	−0.007	−0.086
	RMSE	0.157	0.161	0.045	0.039	0.537	0.176	0.215	0.202	0.673
	SD	0.157	0.161	0.045	0.039	0.535	0.177	0.215	0.202	0.668
	CP(90%)	0.913	0.916	0.895	0.914	0.884	0.873	0.881	0.908	0.870
	CP(95%)	0.950	0.962	0.955	0.966	0.919	0.945	0.938	0.952	0.929
300	AMLE	0.131	−0.100	0.001	0.002	1.682	1.264	−0.147	−0.181	1.375
	Bias	0.006	−0.002	0.000	−0.001	0.032	−0.003	−0.002	−0.004	−0.082
	RMSE	0.064	0.070	0.029	0.029	0.417	0.132	0.156	0.152	0.519
	SD	0.064	0.070	0.029	0.029	0.416	0.133	0.156	0.152	0.513
	CP(90%)	0.901	0.897	0.902	0.902	0.897	0.895	0.899	0.902	0.867
	CP(95%)	0.940	0.948	0.960	0.955	0.928	0.958	0.950	0.958	0.921
500	AMLE	0.133	−0.103	0.000	0.002	1.663	1.265	−0.145	−0.179	1.387
	Bias	0.008	−0.005	−0.001	−0.001	0.013	−0.002	0.000	−0.002	−0.070
	RMSE	0.029	0.028	0.019	0.020	0.295	0.101	0.114	0.117	0.380
	SD	0.028	0.028	0.019	0.020	0.295	0.101	0.114	0.117	0.374
	CP(90%)	0.900	0.890	0.915	0.902	0.896	0.900	0.900	0.915	0.877
	CP(95%)	0.942	0.950	0.967	0.948	0.941	0.947	0.959	0.956	0.925
1000	AMLE	0.129	−0.101	0.002	0.003	1.665	1.268	−0.148	−0.177	1.436
	Bias	0.004	−0.003	0.001	0.000	0.015	0.001	−0.003	0.000	−0.021
	RMSE	0.019	0.018	0.013	0.014	0.215	0.072	0.083	0.084	0.262
	SD	0.018	0.018	0.013	0.014	0.214	0.072	0.083	0.085	0.261
	CP(90%)	0.904	0.904	0.896	0.888	0.907	0.885	0.898	0.902	0.894
	CP(95%)	0.959	0.954	0.956	0.949	0.954	0.939	0.952	0.946	0.946