Table 6.

Comparison of the joint model and the separate analysis of the longitudinal outcome when the underlying distribution of a_i is multivariate t with d.f. = 5 (n = 500)

		Separate			Joint
Parameter	True	Bias	SE	CP	Bias	SE	CP	MSES/MSEJ
Longitudinal
Fixed effects
β 1	−1	0.400	0.183	0.405	−0.027	0.104	0.895	16.76
β 2	1.5	0.029	0.233	0.950	0.029	0.201	0.975	1.337
β 3	0.8	−0.275	0.362	0.825	−0.065	0.182	0.895	5.533
α 2	0	0.005	0.182	0.945	−0.001	0.149	0.960	1.493
θ 1	−0.5	0.037	0.109	0.935	−0.011	0.107	0.930	1.145
θ 2	1	0.036	0.122	0.940	−0.003	0.097	0.950	1.718
Survival
Fixed effects
γ 11	0.8	−0.031	0.144	0.800	0.016	0.109	0.970	1.788
γ 12	−1	0.034	0.245	0.865	−0.020	0.194	0.945	1.609
γ 21	0.5	−0.002	0.138	0.925	0.011	0.094	0.965	2.127
γ 22	−1	−0.031	0.234	0.925	−0.025	0.178	0.935	1.725
Random effects
ν 2	0.5	0.103	0.909	0.870	0.019	0.214	0.950	18.13

Note: Large bias and poor CP are highlighted in boldface.