Skip to main content
. 2014 Apr 8;77(1):131–148. doi: 10.1111/rssb.12060

Table 1.

Simulation results from a stationary Gaussian process model

Parameter Results for simulation SGP I Results for simulation SGP II
True Mean Coverage MSE True Mean Coverage MSE
value value
Longitudinal
Intercept 90 89.947 0.959 6.521 90 90.005 0.944 0.016
(2.556) (0.127)
Time −1.7 −1.700 0.941 0.074 −1.7 −1.700 0.944 0.000
(0.272) (0.016)
Age at t0 −1.7 −1.696 0.957 0.013 −1.7 −1.700 0.942 0.000
(0.115) (0.006)
Sex (males) 2 1.943 0.943 1.803 2 2.001 0.948 0.004
(1.343) (0.061)
Survival
Intercept 2 1.998 0.949 0.044 2 2.013 0.942 0.046
(0.210) (0.214)
Time 0.01 0.009 0.952 0.001 0.01 0.009 0.948 0.001
(0.031) (0.036)
Age at t0 0.01 0.011 0.949 0.000 0.01 0.010 0.946 0.000
(0.009) (0.009)
Sex (males) 0.1 0.098 0.957 0.010 0.1 0.097 0.952 0.011
(0.099) (0.105)
γ 0.05 0.050 0.961 0.000 0.05 0.049 0.966 0.005
(0.003) (0.072)
Others
ν 7 7.005 0.959 0.011 1 1.000 0.944 0.000
(0.104) (0.014)
σu 25 24.985 0.959 0.203 1 0.999 0.948 0.001
(0.450) (0.025)
ρ 0.7 0.699 0.947 0.000 0.7 0.700 0.946 0.001
(0.015) (0.025)

Sample size 1000 and 500 replicates. Shown are the mean (with standard deviations in parentheses) parameter estimates, empirical coverage probabilities of nominal 95% confidence intervals and mean-squared errors MSE.