Table 2. Sine curve model: results of parameter estimates using the true model, proposed model and Cox PH model.
α1 | α2 | angle (β̂,β0) | ||||||||
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bias | SD | SEE | CP | bias | SD | SEE | CP | mean | SD | |
N = 1000, censoring rate = 80%, 200 cases | ||||||||||
| ||||||||||
true model | 0.005 | 0.104 | 0.097 | 0.934 | -0.001 | 0.125 | 0.123 | 0.942 | 2.563 | 1.418 |
plSI | 0.088 | 0.191 | 0.168 | 0.938 | -0.177 | 0.326 | 0.297 | 0.940 | 2.748 | 1.465 |
Cox PH | -0.304 | 0.132 | 0.108 | 0.252 | 0.617 | 0.192 | 0.172 | 0.132 | 4.356 | 2.633 |
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N = 2000, censoring rate = 80%, 400 cases | ||||||||||
| ||||||||||
true model | 0.002 | 0.068 | 0.068 | 0.948 | -0.006 | 0.088 | 0.086 | 0.952 | 1.755 | 0.915 |
plSI | 0.039 | 0.116 | 0.110 | 0.940 | -0.080 | 0.201 | 0.194 | 0.954 | 1.848 | 0.957 |
Cox PH | -0.322 | 0.076 | 0.074 | 0.024 | 0.644 | 0.124 | 0.118 | 0.006 | 3.043 | 1.658 |
| ||||||||||
N = 1000, censoring rate = 90%, 100 cases | ||||||||||
| ||||||||||
true model | -0.003 | 0.146 | 0.141 | 0.938 | -0.007 | 0.178 | 0.180 | 0.960 | 3.961 | 2.206 |
plSI | 0.214 | 0.309 | 0.286 | 0.932 | -0.446 | 0.553 | 0.518 | 0.944 | 4.114 | 2.376 |
Cox PH | -0.278 | 0.180 | 0.161 | 0.502 | 0.552 | 0.302 | 0.260 | 0.394 | 6.035 | 3.520 |
| ||||||||||
N = 2000, censoring rate = 90%, 200 cases | ||||||||||
| ||||||||||
true model | 0.002 | 0.103 | 0.097 | 0.930 | -0.002 | 0.121 | 0.124 | 0.962 | 2.627 | 1.368 |
plSI | 0.084 | 0.182 | 0.167 | 0.944 | -0.168 | 0.324 | 0.295 | 0.938 | 2.702 | 1.415 |
Cox PH | -0.310 | 0.120 | 0.108 | 0.232 | 0.618 | 0.184 | 0.173 | 0.116 | 4.266 | 2.405 |
bias: empirical bias; SD: sample standard deviation; SEE: standard error estimate; CP: empirical coverage probability of 95% confidence interval; N: cohort size; plSI: partially linear single index model.