Table 5.
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 (II) the log-normal 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 | 0.947 | 0.909 | 0.201 | 0.165 | 0.009 | 0.009 | 0.045 | 0.045 |
| 150 | 0.949 | 0.923 | 0.153 | 0.137 | 0.007 | 0.007 | 0.037 | 0.037 | ||
| 200 | 0.951 | 0.931 | 0.128 | 0.119 | 0.006 | 0.006 | 0.031 | 0.031 | ||
| 300 | 0.953 | 0.945 | 0.102 | 0.097 | 0.005 | 0.005 | 0.025 | 0.025 | ||
| (b) Independent | 100 | 0.947 | 0.831 | 0.230 | 0.179 | 0.013 | 0.028 | 0.050 | 0.056 | |
| 150 | 0.950 | 0.858 | 0.176 | 0.150 | 0.007 | 0.024 | 0.041 | 0.046 | ||
| 200 | 0.947 | 0.850 | 0.146 | 0.130 | 0.007 | 0.023 | 0.036 | 0.041 | ||
| 300 | 0.926 | 0.822 | 0.116 | 0.106 | 0.006 | 0.023 | 0.030 | 0.036 | ||
| (c) Cond. Independent | 100 | 0.945 | 0.837 | 0.230 | 0.179 | 0.013 | 0.028 | 0.050 | 0.056 | |
| 150 | 0.942 | 0.859 | 0.175 | 0.150 | 0.008 | 0.024 | 0.042 | 0.046 | ||
| 200 | 0.950 | 0.853 | 0.146 | 0.130 | 0.007 | 0.023 | 0.036 | 0.041 | ||
| 300 | 0.928 | 0.813 | 0.116 | 0.106 | 0.006 | 0.023 | 0.030 | 0.036 | ||
| 15 | a) Degenerate | 100 | 0.953 | 0.921 | 0.170 | 0.144 | 0.006 | 0.006 | 0.039 | 0.039 |
| 150 | 0.960 | 0.935 | 0.131 | 0.119 | 0.004 | 0.004 | 0.031 | 0.031 | ||
| 200 | 0.960 | 0.945 | 0.111 | 0.103 | 0.003 | 0.003 | 0.026 | 0.026 | ||
| 300 | 0.949 | 0.944 | 0.088 | 0.085 | 0.002 | 0.002 | 0.022 | 0.022 | ||
| (b) Independent | 100 | 0.947 | 0.771 | 0.263 | 0.175 | 0.011 | 0.043 | 0.060 | 0.063 | |
| 150 | 0.949 | 0.789 | 0.201 | 0.146 | 0.008 | 0.039 | 0.046 | 0.054 | ||
| 200 | 0.943 | 0.751 | 0.168 | 0.127 | 0.007 | 0.038 | 0.041 | 0.050 | ||
| 300 | 0.944 | 0.683 | 0.135 | 0.104 | 0.004 | 0.038 | 0.033 | 0.047 | ||
| (c) Cond. Independent | 100 | 0.945 | 0.774 | 0.264 | 0.175 | 0.011 | 0.043 | 0.060 | 0.063 | |
| 150 | 0.944 | 0.788 | 0.200 | 0.146 | 0.009 | 0.039 | 0.046 | 0.055 | ||
| 200 | 0.937 | 0.743 | 0.168 | 0.127 | 0.007 | 0.038 | 0.041 | 0.050 | ||
| 300 | 0.939 | 0.682 | 0.135 | 0.104 | 0.005 | 0.038 | 0.033 | 0.047 | ||
New Method
Conventional