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. 2011 Aug 10;53(5):750–763. doi: 10.1002/bimj.201100052

Table 2.

Results from a simulation study comparing the mean MLE (Mean), mean asymptotic standard error (SE) and nominal 95% coverage of the estimated baseline hazard and association parameter under random and threshold censorings

Model log(λ)=−4.83 α=0.22


Mean SE Coverage (%) Mean SE Coverage (%)
Time-dependent covariate
Constant hazard −4.38 0.20 41.1 0.202 0.041 93.8
Cox model 0.199 0.043 93.2
Joint model
Constant hazard −4.90 0.25 94.8 0.205 0.040 94.7
Cox model 0.204 0.034 87.4
Two-stage model
Constant hazard (every 2-years) −4.32 0.20 33.2 0.198 0.036 93.3
Constant hazard (every 6-months) −4.65 0.21 81.3 0.183 0.032 88.9
Constant hazard (every month) −4.74 0.18 89.4 0.179 0.031 86.3
Cox model (at failure times) 0.172 0.033 83.2