Table 2. Results of the estimation of λ1 from the 32 sets of simulations for which group effect is zero.
Coverage of 95% confidence intervals | Percentage of estimates < true value | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
m.v. pattern | Var(ɛ) | a1 | D | Set | Cox.b | Cox.tp | joineR | stjm | JM.pc | JM.sp | Cox.b | Cox.tp | joineR | stjm | JM.pc | JM.sp |
Monotone | 16 | 0.02 | a | 1 | 94 | 94 | 91 | 94 | 97 | 94 | 24 | 40 | 50 | 52 | 59 | 53 |
b | 2 | 83 | 93 | 92 | 94 | 95 | 95 | 27 | 40 | 52 | 53 | 57 | 52 | |||
c | 3 | 82 | 88 | 92 | 93 | 69 | 84 | 20 | 24 | 53 | 58 | 90 | 79 | |||
d | 4 | 92 | 90 | 94 | 95 | 91 | 94 | 44 | 24 | 53 | 57 | 40 | 59 | |||
0.1 | a | 5 | 88 | 94 | 91 | 96 | 87 | 91 | 33 | 37 | 52 | 56 | 83 | 76 | ||
b | 6 | 90 | 94 | 93 | 97 | 88 | 92 | 25 | 32 | 50 | 55 | 85 | 80 | |||
c | 7 | 84 | 85 | 94 | 95 | NA | 96 | 19 | 24 | 47 | 58 | NA | 79 | |||
d | 8 | 88 | 94 | 91 | 95 | 87 | 91 | 33 | 37 | 52 | 62 | 83 | 76 | |||
4 | 0.02 | a | 9 | 96 | 95 | 91 | 93 | 96 | 94 | 46 | 52 | 48 | 48 | 56 | 53 | |
b | 10 | 92 | 95 | 93 | 93 | 96 | 95 | 43 | 54 | 53 | 53 | 61 | 53 | |||
c | 11 | 92 | 94 | 96 | 97 | 74 | 83 | 39 | 47 | 49 | 50 | 92 | 82 | |||
d | 12 | 96 | 95 | 91 | 92 | 96 | 94 | 46 | 52 | 48 | 54 | 56 | 53 | |||
0.1 | a | 13 | 92 | 95 | 91 | 95 | 89 | 95 | 48 | 46 | 48 | 54 | 74 | 72 | ||
b | 14 | 92 | 96 | 92 | 95 | 88 | 93 | 48 | 49 | 47 | 54 | 80 | 79 | |||
c | 15 | 94 | 92 | 94 | 93 | NA | 97 | 35 | 42 | 47 | 60 | NA | 83 | |||
d | 16 | 92 | 95 | 91 | 94 | 89 | 95 | 48 | 46 | 48 | 58 | 74 | 72 | |||
Non-monotone | 16 | 0.02 | a | 17 | 97 | 96 | 93 | 93 | 96 | 90 | 33 | 31 | 60 | 57 | 44 | 58 |
b | 18 | 87 | 94 | 88 | 94 | 94 | 93 | 23 | 40 | 49 | 50 | 51 | 53 | |||
c | 19 | 85 | 84 | 95 | 95 | 91 | 73 | 21 | 25 | 53 | 53 | 79 | 90 | |||
d | 20 | 97 | 96 | 93 | 91 | 96 | 90 | 33 | 31 | 60 | 63 | 44 | 58 | |||
0.1 | a | 21 | 95 | 92 | 94 | 95 | 95 | 91 | 33 | 24 | 45 | 55 | 63 | 81 | ||
b | 22 | 90 | 88 | 91 | 92 | 95 | 91 | 29 | 21 | 50 | 54 | 62 | 80 | |||
c | 23 | 84 | 77 | 94 | 94 | NA | 96 | 20 | 12 | 52 | 63 | NA | 89 | |||
d | 24 | 95 | 92 | 94 | 97 | 95 | 91 | 33 | 24 | 45 | 59 | 63 | 81 | |||
4 | 0.02 | a | 25 | 94 | 95 | 91 | 95 | 96 | 94 | 58 | 61 | 56 | 58 | 57 | 57 | |
b | 26 | 94 | 93 | 92 | 93 | 93 | 93 | 51 | 59 | 52 | 54 | 55 | 55 | |||
c | 27 | 92 | 93 | 96 | 96 | 93 | 86 | 43 | 37 | 46 | 47 | 70 | 87 | |||
d | 28 | 94 | 95 | 91 | 93 | 96 | 94 | 58 | 61 | 56 | 64 | 57 | 57 | |||
0.1 | a | 29 | 96 | 94 | 95 | 93 | 93 | 89 | 63 | 30 | 50 | 52 | 62 | 75 | ||
b | 30 | 92 | 96 | 93 | 93 | 94 | 87 | 58 | 40 | 53 | 60 | 63 | 82 | |||
c | 31 | 97 | 89 | 96 | 95 | NA | 92 | 46 | 17 | 48 | 58 | NA | 91 | |||
d | 32 | 96 | 94 | 95 | 95 | 93 | 89 | 63 | 30 | 50 | 60 | 62 | 75 |
Notes:
m.v. pattern, Missing value pattern.
Var(ɛ), Variance of the random errors in the longitudinal submodel.
a1, Fixed-effect slope in the longitudinal submodel.
D, Covariance matrix of the random effects in the longitudinal submodel. Refer to Table 1.
λ1, Parameter for the effect of the time-dependent predictor on survival (true value = −0.03).
NA, Not available due to convergence problems.
Refer to Fig. 1 for other abbreviations.
Shading: 95% Confidence interval coverage < 90% or % estimates < true value is outside the interval [40, 60].