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. Author manuscript; available in PMC: 2008 Dec 11.
Published in final edited form as: Biometrika. 2008 Dec;95(4):947–960. doi: 10.1093/biomet/asn049

Table 3.

Averages and SEs for various estimators of the marginal survival functions S1 and S2 when the correct model (13) with θ = 4 is misspecified to the semiparametric normal model (4). The true marginal survival probabilities for both T1 and T2 are 0.850, 0.700 and 0.55, respectively.

t1 = 0.1625 t1 = 0.3566 t1 = 0.5978

Censoring bias SE MSE bias SE MSE Bias SE MSE
(×10−3) (×10−3) (×10−3)
Censoring on T1 only S^E 0.0% 0.036 1.3 0.0% 0.049 2.4 0.2% 0.063 3.9
S^KM 0.0% 0.036 1.3 0.1% 0.049 2.4 0.4% 0.064 4.1
S^RE 0.1% 0.036 1.3 0.2% 0.048 2.3 1.6% 0.060 3.7
S^NT 0.8% 0.031 1.0 2.7% 0.047 2.5 3.4% 0.065 4.6
(0.036) (0.050) (0.062)
Univariate censoring S^E 0.1% 0.043 1.8 0.1% 0.057 3.2 0.4% 0.071 5.0
censoring S^KM 0.0% 0.036 1.3 0.1% 0.049 2.4 0.4% 0.064 4.1
S^RE 0.1% 0.041 1.7 0.3% 0.054 2.9 1.1% 0.069 4.8
S^NT 0.6% 0.030 0.9 2.4% 0.046 2.4 3.4% 0.061 4.1
(0.035) (0.050) (0.067)
Bivariate S^E −0.1% 0.048 2.3 0.1% 0.072 5.1 −0.4% 0.100 10.0
censoring S^KM 0.0% 0.035 1.2 0.3% 0.051 2.6 0.4% 0.064 4.1
S^RE 0.0% 0.047 2.2 0.6% 0.065 4.2 2.3% 0.069 4.9
S^NT 0.9% 0.031 1.0 1.9% 0.047 2.4 1.0% 0.063 4.0
(0.035) (0.051) (0.065)

S^E, the empirical hazard rate estimator; S^KM, the Kaplan-Meier estimator; S^RE, the redistributed empirical estimator; S^NT, the semiparametric maximum likelihood estimator. SEs; empirical standard errors; for S^NT the model based standard errors are displayed inside the brackets; only the estimates of the T1-survival are reported, as similar patterns were observed for the estimates of the T2-survival.