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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 9.

Simulation results: empirical mean (standard error), mean squared error ×100 (MSE) and the relative efficiency (RE) of the regression coefficient and the marginalized hazard function estimates for 30%-40% censoring rate

Λm(0.05)
Λm(0.1)
Λm(0.15)
Λm(0.2)
βC Z=0 Z=l Z=0 Z=l Z=0 Z=l Z=0 Z=l
True frailty distribution: inverse Gaussian (IG)
True value 0.693 0.039 0.066 0.066 0.109 0.089 0.143 0.109 0.172
mean(SE): IG 0.703(0.128) 0.041(0.011) 0.069(0.015) 0.069(0.015) 0.113(0.020) 0.092(0.017) 0.147(0.023) 0.113(0.019) 0.177(0.026)
mean(SE): gamma 0.690(0.129) 0.034(0.006) 0.065(0.011) 0.058(0.008) 0.110(0.016) 0.079(0.011) 0.146(0.019) 0.097(0.013) 0.177(0.022)
MSE: IG 1.648 0.012 0.023 0.023 0.041 0.029 0.054 0.037 0.070
MSE: gamma 1.665 0.006 0.012 0.013 0.026 0.022 0.037 0.031 0.050
RE 0.984 3.361 1.859 3.515 1.560 3.388 1.465 2.136 1.396
True frailty distribution: positive stable (PS)
True value 0.693 0.192 0.282 0.282 0.413 0.352 0.516 0.413 0.604
mean(SE): PS 0.685(0.108) 0.187(0.028) 0.274(0.038) 0.276(0.034) 0.404(0.046) 0.345(0.039) 0.506(0.052) 0.405(0.043) 0.594(0.056)
mean(SE): gamma 0.695(0.124) 0.165(0.022) 0.293(0.035) 0.257(0.031) 0.434(0.045) 0.332(0.037) 0.542(0.052) 0.398(0.042) 0.632(0.058)
MSE: PS 1.172 0.080 0.151 0.119 0.219 0.157 0.280 0.191 0.323
MSE: gamma 1.538 0.121 0.134 0.158 0.246 0.177 0.338 0.199 0.415
RE 0.758 1.612 1.178 1.202 1.045 1.111 1.000 1.048 0.932
True frailty distribution: discrete (Disc)
True value 0.693 0.049 0.095 0.095 0.182 0.140 0.260 0.182 0.329
mean(SE): Disc 0.702(0.105) 0.049(0.006) 0.096(0.011) 0.096(0.010) 0.185(0.017) 0.141(0.013) 0.266(0.021) 0.184(0.016) 0.339(0.025)
mean(SE): gamma 0.678(0.114) 0.052(0.007) 0.099(0.014) 0.103(0.012) 0.186(0.021) 0.152(0.017) 0.265(0.027) 0.197(0.021) 0.335(0.032)
MSE: Disc 1.110 0.003 0.012 0.010 0.029 0.017 0.047 0.026 0.072
MSE: gamma 1.322 0.005 0.021 0.021 0.045 0.043 0.075 0.066 0.106
RE 0.848 0.734 0.617 0.694 0.655 0.584 0.604 0.580 0.610