Skip to main content
. Author manuscript; available in PMC: 2016 Nov 7.
Published in final edited form as: J Am Stat Assoc. 2015 Nov 7;110(511):1187–1196. doi: 10.1080/01621459.2014.957289

Table 1.

Simulation results with different censoring rate

n BD censoring rate is 15% censoring rate is 50%
Bias RB SD SE CP(%) Bias RB SD SE CP(%)
Half Kernel
100 n−0.7 0.051 0.034 0.420 0.502 91 0.169 0.113 0.543 0.740 90
n−0.6 0.019 0.013 0.346 0.384 91 0.084 0.056 0.451 0.584 91
auto 0.042 0.028 0.434 0.385 93 0.047 0.031 0.595 0.500 90
400 n−0.7 0.040 0.026 0.299 0.321 93 0.046 0.031 0.365 0.423 92
n−0.6 −0.009 −0.006 0.222 0.242 93 0.008 0.006 0.277 0.301 93
auto 0.028 0.019 0.298 0.263 93 0.035 0.023 0.378 0.332 95
900 n−0.7 0.008 0.005 0.247 0.253 95 0.033 0.022 0.305 0.327 93
n−0.6 0.006 0.004 0.181 0.188 94 0.007 0.005 0.220 0.236 94
auto 0.014 0.010 0.244 0.216 94 0.020 0.013 0.306 0.260 93
Last Value
100 −0.157 −0.104 0.232 0.220 85 −0.086 −0.057 0.339 0.309 90
400 −0.180 −0.120 0.115 0.106 59 −0.130 −0.087 0.146 0.146 83
900 −0.178 −0.119 0.073 0.070 30 −0.137 −0.091 0.098 0.095 69
Full Kernel
100 n−0.7 0.005 0.003 0.294 0.316 93 0.025 0.017 0.354 0.383 93
n−0.6 −0.053 −0.035 0.242 0.247 93 0.011 0.007 0.298 0.305 94
auto 0.039 0.026 0.311 0.278 93 0.018 0.012 0.359 0.335 91
400 n−0.7 −0.003 −0.002 0.204 0.209 94 0.015 0.010 0.247 0.247 95
n−0.6 −0.020 −0.014 0.159 0.160 95 −0.013 −0.008 0.192 0.192 94
auto −0.022 −0.015 0.185 0.186 94 0.013 0.009 0.235 0.222 94
900 n−0.7 0.001 0.001 0.172 0.179 94 0.004 0.003 0.209 0.213 94
n−0.6 −0.018 −0.012 0.126 0.135 95 −0.003 −0.002 0.223 0.231 94
auto −0.004 −0.003 0.146 0.151 96 −0.005 −0.004 0.206 0.185 94
Nearest Value
100 −0.196 −0.130 0.159 0.155 73 −0.190 −0.126 0.204 0.188 76
400 −0.220 −0.145 0.081 0.073 20 −0.219 −0.146 0.100 0.088 3
900 −0.218 −0.146 0.056 0.048 2 −0.220 −0.146 0.065 0.058 7

Note: “BD” represents different bandwidths, “Bias” is the empirical bias, “RB” is the “Bias” divided by the true β0, “SD” is the sample standard deviation, “SE” is the average of the standard error estimates and “CP” represents the coverage probability of the 95% confidence interval for β̂n.