Skip to main content
. Author manuscript; available in PMC: 2013 Jul 1.
Published in final edited form as: Lifetime Data Anal. 2012 Apr 8;18(3):339–363. doi: 10.1007/s10985-012-9221-9

Table 5.

Posterior Estimates of β under the Three Models in Simulation Studies

FS Model C Model M Model
(K1, K2) = (5, 10) (10, 20) (15, 30) (5, 10) (10, 20) (15, 30) (5, 10) (10, 20) (15, 30)
β11 True 0.2 0.2 0.2
Est 0.2 0.2 0.2 0.18 0.19 0.19 0.19 0.20 0.20
SD 0.09 0.09 0.09 0.11 0.11 0.11 0.13 0.13 0.13
MSE 0.01 0.01 0.01 0.01 0.01 0.01 0.02 0.02 0.02
CP 0.94 0.94 0.94 0.95 0.95 0.95 0.94 0.94 0.94

β12 True 0.8 1.0 1.5
Est 0.78 0.78 0.78 1.00 1.02 1.02 1.47 1.48 1.48
SD 0.23 0.23 0.23 0.24 0.24 0.24 0.35 0.36 0.37
MSE 0.05 0.05 0.06 0.06 0.06 0.06 0.14 0.15 0.16
CP 0.95 0.95 0.95 0.95 0.95 0.95 0.95 0.94 0.94

β21 True 0.3 0.3 0.3
Est 0.29 0.30 0.30 0.30 0.30 0.30 0.30 0.30 0.30
SD 0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08 0.08
MSE 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01
CP 0.97 0.96 0.96 0.95 0.95 0.95 0.95 0.95 0.95

β22 True 1.0 0.2 0.5
Est 0.98 1.00 1.00 0.19 0.20 0.20 0.53 0.53 0.54
SD 0.17 0.17 0.17 0.15 0.15 0.15 0.18 0.18 0.18
MSE 0.03 0.03 0.03 0.02 0.02 0.02 0.03 0.03 0.03
CP 0.94 0.95 0.95 0.96 0.95 0.96 0.96 0.96 0.96

Note that Est, SD, MSE, and CP denote the average of the posterior means, the average of the posterior standard deviations, and the mean square error, and the coverage probability of the 95% HPD intervals over 500 simulations.