. Author manuscript; available in PMC: 2014 Jun 15.

Published in final edited form as: Stat Med. 2012 Sep 21;32(13):2320–2334. doi: 10.1002/sim.5629

Table 2.

The estimates of the mean, standard error (SE), standard deviation (SD), and coverage probabilities (CP) of 95% credible intervals under various simulation scenarios.

	regression model								time to recurrence			time to death

True	β₀	β₁	β₂	β₃	p₁	q₁	p₂	q₂	γ₁₁	γ₁₂	α₁	γ₂₁	γ₂₂	α₂
pars	0.310	0.006	−1.800	0.700	0.800	0.850	0.900	0.700	−0.020	0.200	1.000	−0.004	0.700	3.000
(a) Simulate and estimate using piecewise constant function assuming conditional independence
Mean	0.337	0.008	−1.849	0.674	0.794	0.850	0.898	0.700	−0.021	0.205	0.992	−0.004	0.692	2.948
SD	0.136	0.011	0.281	0.309	0.035	0.030	0.023	0.036	0.005	0.107	0.134	0.005	0.120	0.243
SE	0.149	0.010	0.294	0.426	0.032	0.029	0.025	0.035	0.005	0.122	0.134	0.005	0.141	0.245
CP	0.990	0.910	0.960	0.990	0.950	0.970	0.960	0.950	0.950	0.990	0.950	0.950	0.990	0.950
(b) Simulate from Weibull and estimate using piecewise constant function assuming conditional independence
Mean	0.336	0.006	−1.808	0.693	0.797	0.856	0.896	0.702	−0.021	0.175	0.936	−0.004	0.680	2.746
SD	0.153	0.011	0.320	0.372	0.033	0.029	0.021	0.033	0.004	0.110	0.130	0.004	0.104	0.206
SE	0.147	0.010	0.293	0.426	0.032	0.028	0.025	0.035	0.005	0.116	0.125	0.005	0.129	0.222
CP	0.960	0.940	0.930	0.960	0.950	0.970	0.990	0.940	0.970	0.940	0.900	0.990	0.990	0.770

True	β₀	β₁	β₂	β₃	p₁	q₁	p₂	q₂	γ₁₁	γ₁₂	α₁	γ₂₁	γ₂₂	α₂
pars	0.310	0.006	−1.800	0.700	0.800	0.850	0.830	0.638	−0.020	0.200	1.000	−0.004	0.700	3.000
(c) Simulate and estimate using piecewise constant function assuming conditional dependence
Mean	0.316	0.006	−1.813	0.668	0.803	0.857	0.836	0.642	−0.022	0.177	0.965	−0.005	0.699	2.984
SD	0.172	0.011	0.337	0.398	0.034	0.031	0.033	0.035	0.005	0.106	0.151	0.006	0.112	0.332
SE	0.165	0.011	0.308	0.449	0.034	0.033	0.031	0.037	0.005	0.124	0.141	0.006	0.148	0.278
CP	0.950	0.950	0.950	0.990	0.960	0.950	0.930	0.960	0.930	0.990	0.930	0.970	0.970	0.910
(d) Simulate from Weibull and estimate using piecewise constant function assuming conditional dependence
Mean	0.348	0.008	−1.838	0.721	0.791	0.858	0.825	0.639	−0.019	0.173	0.946	−0.003	0.668	2.665
SD	0.139	0.012	0.297	0.398	0.032	0.033	0.030	0.038	0.004	0.106	0.133	0.004	0.097	0.239
SE	0.164	0.011	0.307	0.454	0.034	0.032	0.032	0.037	0.005	0.117	0.134	0.005	0.135	0.252
CP	0.990	0.920	0.970	0.970	0.960	0.960	0.960	0.920	0.960	0.950	0.910	0.970	0.990	0.740