Table 4.
Simulation means for various estimators of the cumulative type 1 failure hazards at time 7 in the discrete setting with a sample size n = 500 under misattribution, logit r(t) = (logit ψ0)+ ψ1t. The average of the standard error estimates (SEE), sample standard deviations (SSD) and the empirical mean square error (MSE) are also presented. The true value is 0.305.
(ψ0, ψ1) | Λ̃1 | Λ̂1 |
|
|
|
||||
---|---|---|---|---|---|---|---|---|---|
(0.1, 0) | Estimate | .302 | .302 | .302 | .302 | .302 | |||
SEE | .047 | .046 | .047 | .047 | .047 | ||||
SSD | .045 | .045 | .045 | .045 | .045 | ||||
|
.045 | .045 | .045 | .045 | .045 | ||||
(0.3, 0) | Estimate | .305 | .307 | .306 | .303 | .304 | |||
SEE | .061 | .056 | .061 | .061 | .061 | ||||
SSD | .060 | .059 | .059 | .060 | .060 | ||||
|
.060 | .059 | .059 | .060 | .059 | ||||
(0.5, 0) | Estimate | .307 | .316 | .312 | .300 | .306 | |||
SEE | .081 | .064 | .081 | .081 | .081 | ||||
SSD | .082 | .076 | .078 | .083 | .080 | ||||
|
.082 | .077 | .078 | .083 | .080 | ||||
| |||||||||
(0.5, −0.5) | Estimate | .302 | .302 | .302 | .302 | .302 | |||
SEE | .047 | .046 | .047 | .047 | .047 | ||||
SSD | .047 | .046 | .046 | .046 | .046 | ||||
|
.047 | .046 | .046 | .047 | .047 | ||||
(0.5, −0.1) | Estimate | .304 | .308 | .306 | .303 | .304 | |||
SEE | .068 | .059 | .068 | .068 | .068 | ||||
SSD | .068 | .065 | .067 | .068 | .067 | ||||
|
.068 | .065 | .067 | .068 | .067 |
The naive Λ̃1, the constrained Λ̂1, the SUP and the PAV estimator