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. Author manuscript; available in PMC: 2012 May 10.
Published in final edited form as: Stat Med. 2011 Jan 13;30(10):1105–1117. doi: 10.1002/sim.4154

Table 4.

Coverage probabilities and average length of 0.95 confidence intervals, bias, and root mean square error (rMSE) for Cτ with τ = 10 and 15, based on 1000 of iterations for a working Cox’s model with (AGE, ER, GS), when the true model is (I) the Weibull regression model with AGE, ER and GS.

Coverage Ave. Length Bias rMSE

τ Censoring N (1) (2) (1) (2) (1) (2) (1) (2)
10 (a) Degenerate 100 0.951 0.913 0.214 0.176 0.008 0.008 0.047 0.047
150 0.945 0.917 0.162 0.145 0.008 0.008 0.038 0.038
200 0.948 0.934 0.136 0.126 0.005 0.005 0.033 0.033
300 0.942 0.934 0.108 0.103 0.003 0.003 0.027 0.027
(b) Independent 100 0.948 0.896 0.241 0.196 0.011 0.015 0.053 0.055
150 0.952 0.903 0.184 0.163 0.007 0.010 0.043 0.044
200 0.942 0.914 0.152 0.141 0.009 0.012 0.037 0.039
300 0.954 0.938 0.122 0.118 0.003 0.007 0.029 0.030
(c) Cond. Independent 100 0.948 0.892 0.241 0.196 0.011 0.015 0.053 0.055
150 0.951 0.898 0.184 0.163 0.007 0.010 0.043 0.044
200 0.946 0.916 0.152 0.142 0.009 0.012 0.037 0.039
300 0.954 0.937 0.122 0.118 0.003 0.007 0.029 0.030

15 (a) Degenerate 100 0.951 0.912 0.174 0.149 0.006 0.006 0.040 0.040
150 0.945 0.925 0.134 0.123 0.007 0.007 0.032 0.032
200 0.956 0.938 0.113 0.107 0.003 0.003 0.027 0.027
300 0.956 0.944 0.091 0.087 0.002 0.002 0.022 0.022
(b) Independent 100 0.944 0.876 0.271 0.191 0.011 0.019 0.059 0.055
150 0.952 0.896 0.207 0.159 0.007 0.015 0.048 0.045
200 0.932 0.892 0.172 0.138 0.007 0.017 0.042 0.040
300 0.950 0.926 0.137 0.115 0.003 0.012 0.033 0.031
(c) Cond. Independent 100 0.946 0.872 0.271 0.192 0.011 0.020 0.059 0.056
150 0.952 0.894 0.206 0.159 0.007 0.015 0.048 0.045
200 0.942 0.881 0.173 0.139 0.008 0.017 0.043 0.040
300 0.951 0.925 0.137 0.115 0.004 0.012 0.033 0.031
(1)

New Method

(2)

Conventional