Table 1.

Simulation results for gamma frailty: AVG, average number of events per subject; SD, sample standard deviation; SE, mean of estimated standard errors; CP, empirical coverage probability of 95% Wald-type confidence interval; RE, relative efficiency of NPMLE compared with GehanR.

						NPMLE			GehanR
AVG	σ2	Bias	SD	β	Bias	SD	SE	CP(%)	Bias	SD	RE
Λ0(t)=log(t + 1)
2	2	−0.117	.454	−1	0.096	.502	.482	92.6	0.087	.689	1.884
				1	−0.063	.435	.427	95.4	−0.026	.582	1.790
4	2	−0.056	.358	−1	0.015	.437	.435	93.8	0.137	1.033	5.588
				1	0.008	.388	.388	96.2	−0.070	.907	5.465
2	1	0.006	.217	−1	0.042	.465	.463	96.0	0.001	.514	1.222
				1	−0.036	.392	.414	94.6	−0.025	.450	1.318
4	1	0.002	.191	−1	−0.004	.410	.419	94.6	0.011	.766	3.491
				1	−0.007	.351	.376	96.2	−0.031	.685	3.809
2	0.5	0.087	.150	−1	0.028	.413	.435	94.6	0.017	.454	1.208
				1	−0.025	.359	.386	96.0	−0.031	.380	1.120
4	0.5	0.022	.107	−1	0.023	.383	.401	95.6	0.040	.649	2.871
				1	−0.016	.351	.358	94.8	−0.064	.547	2.429
Λ0(t)=−log{1 − Φ(log t)}
2	2	−0.031	.495	−1	0.085	.321	.336	95.8	0.025	.390	1.476
				1	−0.090	.293	.301	95.0	−0.011	.343	1.370
4	2	−0.025	.399	−1	0.066	.365	.402	95.4	0.049	.470	1.658
				1	−0.038	.330	.349	94.8	−0.007	.405	1.506
2	1	0.051	.242	−1	0.024	.279	.305	96.0	−0.002	.308	1.219
				1	−0.031	.246	.276	96.0	−0.007	.276	1.259
4	1	0.013	.201	−1	0.057	.263	.268	95.2	0.007	.336	1.632
				1	−0.037	.237	.242	94.2	−0.009	.304	1.645
2	0.5	0.093	.158	−1	−0.006	.253	.275	96.2	−0.000	.268	1.122
				1	−0.004	.237	.248	95.6	−0.016	.227	0.917
4	0.5	0.023	.117	−1	−0.003	.248	.241	94.6	−0.012	.293	1.396
				1	−0.011	.209	.215	94.2	−0.010	.240	1.319