Table 2.
β01 = −1.0 | β02 = 1.0 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Model | Design | Prop. | Bias | MSE | SE/SD | CP | Bias | MSE | SE/SD | CP |
ζ = 0 | I | 20% | 0.004 | 0.059 | 0.955 | 0.944 | 0.025 | 0.159 | 0.942 | 0.940 |
40% | −0.026 | 0.087 | 0.946 | 0.938 | 0.027 | 0.227 | 0.943 | 0.946 | ||
II | 20% | −0.059 | 0.073 | 0.943 | 0.930 | 0.080 | 0.174 | 0.963 | 0.928 | |
40% | −0.065 | 0.102 | 0.939 | 0.916 | 0.050 | 0.244 | 0.947 | 0.956 | ||
Avg. | MCSE | 0.012 | 0.005 | 0.032 | 0.020 | 0.014 | 0.032 | |||
| ||||||||||
ζ = 1 | I | 20% | −0.022 | 0.168 | 0.927 | 0.934 | 0.047 | 0.444 | 0.938 | 0.938 |
40% | −0.045 | 0.189 | 0.961 | 0.930 | 0.018 | 0.536 | 0.936 | 0.936 | ||
II | 20% | −0.055 | 0.184 | 0.927 | 0.918 | 0.043 | 0.478 | 0.929 | 0.938 | |
40% | −0.065 | 0.195 | 0.957 | 0.936 | 0.048 | 0.531 | 0.945 | 0.936 | ||
Avg. | MCSE | 0.019 | 0.012 | 0.030 | 0.031 | 0.030 | 0.028 | |||
| ||||||||||
ζ = 0.5 | I | 20% | −0.027 | 0.113 | 0.925 | 0.932 | 0.018 | 0.288 | 0.937 | 0.934 |
40% | −0.036 | 0.129 | 0.972 | 0.946 | 0.026 | 0.369 | 0.936 | 0.934 | ||
II | 20% | −0.060 | 0.123 | 0.936 | 0.940 | 0.043 | 0.306 | 0.940 | 0.934 | |
40% | −0.068 | 0.139 | 0.976 | 0.944 | 0.048 | 0.364 | 0.967 | 0.940 | ||
Avg. | MCSE | 0.016 | 0.008 | 0.031 | 0.026 | 0.020 | 0.030 |
SD, sample standard deviation; SE, mean of estimated standard error via resampling method; CP, empirical coverage probability of 95% confidence intervals; MSE, mean squared error of estimates; Prop.: censoring proportion; Avg. MCSE, averaged Monte Carlo standard errors of Bias, MSE and SE/SD for each model.