Table 1.
Simulation results for Cox models with sn = 20, α0j = 0.35, and ρ = 0.5 under exponential censoring
| % censoring | qn | |
 | |
PSIS | PSIS-L | PSIS-A | PSIS-S | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| FN | FP | FN | FP | FN | FP | FN | FP | |||
| 20 | 1e-6 | 0.86 | 0.96 | 3e-7 | 0.96 | 0.00 | 0.96 | 0.00 | 0.96 | 0.00 |
| 20 | 1e-5 | 2.45 | 0.89 | 1e-5 | 0.89 | 0.00 | 0.89 | 0.00 | 0.90 | 0.00 |
| 20 | 1e-4 | 7.29 | 0.74 | 1e-4 | 0.75 | 0.00 | 0.75 | 0.00 | 0.78 | 0.00 |
| 20 | 1e-3 | 30.74 | 0.52 | 1e-3 | 0.56 | 0.00 | 0.57 | 0.00 | 0.80 | 0.00 |
| 20 | 0.01 | 223.46 | 0.27 | 0.01 | 0.50 | 0.00 | 0.51 | 0.00 | 0.60 | 0.00 |
| 20 | 0.10 | 2066.62 | 0.07 | 0.10 | 0.45 | 0.00 | 0.46 | 0.00 | 0.64 | 0.00 |
| 20 | 0.20 | 4084.34 | 0.04 | 0.20 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.30 | 6085.28 | 0.03 | 0.30 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.40 | 8087.81 | 0.02 | 0.40 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.50 | 10076.05 | 0.01 | 0.50 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.60 | 12063.53 | 0.01 | 0.60 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.70 | 14049.73 | 0.01 | 0.70 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.80 | 16035.60 | 0.00 | 0.80 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 0.90 | 18018.92 | 0.00 | 0.90 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 20 | 1.00 | 19999.97 | 0.00 | 1.00 | 0.45 | 0.00 | 0.46 | 0.00 | 1.00 | 0.00 |
| 50 | 1e-6 | 0.46 | 0.98 | 8e-7 | 0.98 | 0.00 | 0.98 | 0.00 | 0.98 | 0.00 |
| 50 | 1e-5 | 1.48 | 0.93 | 9e-6 | 0.93 | 0.00 | 0.93 | 0.00 | 0.94 | 0.00 |
| 50 | 1e-4 | 5.53 | 0.82 | 1e-4 | 0.83 | 0.00 | 0.83 | 0.00 | 0.87 | 0.00 |
| 50 | 1e-3 | 27.48 | 0.64 | 1e-3 | 0.69 | 0.00 | 0.70 | 0.00 | 0.84 | 0.00 |
| 50 | 0.01 | 218.90 | 0.37 | 0.01 | 0.70 | 0.00 | 0.71 | 0.00 | 0.80 | 0.00 |
| 50 | 0.10 | 2055.34 | 0.11 | 0.10 | 0.84 | 0.00 | 0.84 | 0.00 | 0.82 | 0.00 |
| 50 | 0.20 | 4066.57 | 0.06 | 0.20 | 0.85 | 0.00 | 0.86 | 0.00 | 1.00 | 0.00 |
| 50 | 0.30 | 6072.90 | 0.04 | 0.30 | 0.86 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 0.40 | 8071.28 | 0.03 | 0.40 | 0.86 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 0.50 | 10061.46 | 0.02 | 0.50 | 0.87 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 0.60 | 12055.20 | 0.02 | 0.60 | 0.87 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 0.70 | 14048.17 | 0.01 | 0.70 | 0.87 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 0.80 | 16034.58 | 0.00 | 0.80 | 0.87 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 0.90 | 18018.47 | 0.00 | 0.90 | 0.87 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 50 | 1.00 | 19999.97 | 0.00 | 1.00 | 0.87 | 0.00 | 0.87 | 0.00 | 1.00 | 0.00 |
| 70 | 1e-6 | 0.04 | 1.00 | 1e-6 | 1.00 | 0.00 | 1.00 | 0.00 | 1.00 | 0.00 |
| 70 | 1e-5 | 0.33 | 0.99 | 7e-6 | 0.99 | 0.00 | 0.99 | 0.00 | 0.99 | 0.00 |
| 70 | 1e-4 | 2.33 | 0.96 | 8e-5 | 0.96 | 0.00 | 0.96 | 0.00 | 0.97 | 0.00 |
| 70 | 1e-3 | 20.34 | 0.86 | 9e-4 | 0.89 | 0.00 | 0.89 | 0.00 | 0.95 | 0.00 |
| 70 | 0.01 | 200.62 | 0.63 | 0.01 | 0.98 | 0.00 | 0.98 | 0.00 | 0.97 | 0.00 |
| 70 | 0.10 | 2036.15 | 0.28 | 0.10 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.20 | 4056.93 | 0.17 | 0.20 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.30 | 6073.71 | 0.11 | 0.30 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.40 | 8074.10 | 0.08 | 0.40 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.50 | 10069.87 | 0.06 | 0.50 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.60 | 12061.20 | 0.04 | 0.60 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.70 | 14053.00 | 0.03 | 0.70 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.80 | 16036.78 | 0.02 | 0.80 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.90 | 18018.22 | 0.01 | 0.90 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 1.00 | 19999.98 | 0.00 | 1.00 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |