Table 2.
Censoring rate | ||||||
---|---|---|---|---|---|---|
0% | 20% | 40% | ||||
Estimator | F1 (t) | F2 (t) | F1 (t) | F2 (t) | F1 (t) | F2 (t) |
Experiment 1 | ||||||
Integrated absolute bias* | ||||||
EM-PAVA | 0.0085 | 0.0065 | 0.0190 | 0.0071 | 0.0327 | 0.0199 |
Oracle EFFAIPW | 0.0040 | 0.0055 | 0.0248 | 0.0232 | 0.0967 | 0.0689 |
type I NPMLE | 0.1409 | 0.0407 | 0.2276 | 0.1063 | 0.4726 | 0.5084 |
type II NPMLE | 0.4290 | 0.2960 | 0.5656 | 0.3332 | 0.7127 | 0.3814 |
Average pointwise variance* | ||||||
EM-PAVA | 0.0009 | 0.0005 | 0.0012 | 0.0006 | 0.0015 | 0.0014 |
Oracle EFFAIPW | 0.0009 | 0.0005 | 0.0011 | 0.0007 | 0.0016 | 0.0015 |
type I NPMLE | 0.0010 | 0.0013 | 0.0013 | 0.0017 | 0.0022 | 0.0038 |
type II NPMLE | 0.0006 | 0.0003 | 0.0013 | 0.0004 | 0.0024 | 0.0009 |
Average 95% coverage probabilities† | ||||||
EM-PAVA | 0.9512 | 0.9551 | 0.9530 | 0.9518 | 0.9513 | 0.9535 |
Oracle EFFAIPW | 0.9498 | 0.9557 | 0.9535 | 0.9514 | 0.9519 | 0.9445 |
type I NPMLE | 0.9471 | 0.9508 | 0.9378 | 0.9344 | 0.9130 | 0.8458 |
type II NPMLE | 0.3756 | 0.5838 | 0.4234 | 0.5927 | 0.3890 | 0.6760 |
Experiment 2 | ||||||
Integrated absolute bias** | ||||||
EM-PAVA | 0.1372 | 0.0342 | 0.1140 | 0.0307 | 0.1049 | 0.0261 |
Oracle EFFAIPW | 0.0966 | 0.0266 | 0.1282 | 0.0729 | 0.2704 | 0.1215 |
type I NPMLE | 0.1097 | 0.0467 | 0.0770 | 0.0574 | 0.0791 | 0.0557 |
type II NPMLE | 3.7021 | 2.4581 | 3.9157 | 2.4937 | 4.4027 | 2.5877 |
Average pointwise variance** | ||||||
EM-PAVA | 0.0011 | 0.0003 | 0.0013 | 0.0003 | 0.0014 | 0.0003 |
Oracle EFFAIPW | 0.0011 | 0.0003 | 0.0013 | 0.0003 | 0.0015 | 0.0003 |
type I NPMLE | 0.0013 | 0.0007 | 0.0016 | 0.0007 | 0.0017 | 0.0008 |
type II NPMLE | 0.0006 | 0.0001 | 0.0006 | 0.0001 | 0.0007 | 0.0002 |
Average 95% coverage probabilities†† | ||||||
EM-PAVA | 0.9564 | 0.9495 | 0.9538 | 0.9513 | 0.9552 | 0.9530 |
Oracle EFFAIPW | 0.9547 | 0.9436 | 0.9518 | 0.9475 | 0.9507 | 0.9467 |
type I NPMLE | 0.9556 | 0.9479 | 0.9506 | 0.9492 | 0.9505 | 0.9481 |
type II NPMLE | 0.5738 | 0.4737 | 0.5781 | 0.4740 | 0.5504 | 0.4805 |
Computed over (0,10) for F1 (t) and F2 (t).
Computed over (0,4) for F1(t) and over (0,9) for F2(t).
Computed over (0,100) for F1 (t) and F2 (t).
Computed over (48,100) for F1 (t) and F2 (t).