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. 2012 Jun 25;14(1):42–59. doi: 10.1093/biostatistics/kxs021

Table 1.

Simulation results for WMR and comparison with semi-parametric method. We assumed (log(T),M)∼N2(0,0,1,1, − 0.7). An independent censoring time was generated such that either 20% or 40% subjects were censored. The results are based on 1000 such simulations. The MLE and semi-parametric estimates are cited from Heagerty and Zheng (2005). MCSD denotes the Monte-Carlo SD. The nominal coverage is 95.0. Estimate of integrated AUC (iAUC) and its variance is based on 10 equi-spaced quantiles of time. The variance of integrated AUC is estimated assuming a constant weight

MLE
Semi-parametric
WMR (n = 200)
Log time AUC(t) Mean SD Mean SD Mean MCSD EstSD Coverage
20% censoring
− 2.0 0.884 0.884 0.018 0.881 0.044 0.876 0.055 0.050 90.2
− 1.5 0.833 0.834 0.019 0.829 0.035 0.828 0.040 0.041 93.4
− 1.0 0.782 0.782 0.019 0.771 0.033 0.780 0.037 0.036 93.2
− 0.5 0.734 0.734 0.019 0.720 0.033 0.734 0.035 0.034 94.1
0.0 0.693 0.693 0.018 0.686 0.034 0.695 0.037 0.037 94.0
0.5 0.660 0.660 0.016 0.657 0.040 0.664 0.047 0.045 94.9
1.0 0.634 0.634 0.015 0.637 0.041 0.638 0.066 0.064 93.0
iAUC 0.741 0.741 0.016 0.740 0.018 0.738 0.020 0.017 89.6
40% censoring
− 2.0 0.884 0.884 0.019 0.875 0.048 0.876 0.056 0.050 89.9
− 1.5 0.833 0.834 0.021 0.827 0.037 0.828 0.041 0.042 92.9
− 1.0 0.782 0.782 0.021 0.772 0.035 0.781 0.038 0.037 92.7
− 0.5 0.734 0.734 0.020 0.722 0.039 0.735 0.039 0.038 94.3
0.0 0.693 0.693 0.019 0.687 0.041 0.696 0.044 0.043 93.5
0.5 0.660 0.660 0.018 0.655 0.043 0.666 0.061 0.059 92.6
1.0 0.634 0.635 0.016 0.637 0.048 0.640 0.108 0.100 91.8
iAUC 0.741 0.741 0.017 0.742 0.021 0.739 0.023 0.019 88.3