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. Author manuscript; available in PMC: 2013 Oct 1.
Published in final edited form as: J Stat Comput Simul. 2012 Jul 5;82(10):1449–1470. doi: 10.1080/00949655.2011.581669

Table 14.

Simulation results: empirical mean (standard error) of the dependence parameter, regression coefficient and the marginal hazard functions with τ = 0.45 and 30%-50% censoring rate.

Λm(0.05)
Λm(0.1)
Λm(0.15)
Λm(0.2)
θ βm Z=0 Z=l Z=0 Z=l Z=0 Z=l Z=0 Z=l
True frailty distribution: gamma
True value 2.2 0.693 0.05 0.1 0.1 0.2 0.15 0.3 0.2 0.4
Used: gamma 2.26(0.486) 0.696(0.096) 0.049(0.008) 0.099(0.015) 0.099(0.014) 0.198(0.027) 0.148(0.021) 0.295(0.04) 0.186(0.029) 0.372(0.055)
True frailty distribution: inverse Gaussian (IG)
True value 380 0.693 0.05 0.1 0.1 0.2 0.15 0.3 0.2 0.4
Used: IG 407(222) 0.691(0.094) 0.053(0.018) 0.104(0.031) 0.104(0.031) 0.205(0.051) 0.153(0.041) 0.302(0.068) 0.190(0.049) 0.376(0.083)
Used: gamma - 0.695(0.084) 0.022(0.012) 0.043(0.024) 0.038(0.021) 0.076(0.042) 0.051(0.028) 0.103(0.057) 0.061(0.034) 0.121(0.068)
True frailty distribution: positive stable (PS)
True value 0.5 0.693 0.05 0.1 0.1 0.2 0.15 0.3 0.2 0.4
Used: PS 0.526(0.057) 0.696(0.080) 0.051(0.012) 0.099(0.021) 0.105(0.019) 0.207(0.031) 0.159(0.028) 0.314(0.046) 0.209(0.033) 0.413(0.055)
Used: gamma - 0.661(0.077) 0.032(0.010) 0.065(0.021) 0.057(0.018) 0.115(0.037) 0.078(0.026) 0.157(0.052) 0.096(0.032) 0.192(0.064)