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. Author manuscript; available in PMC: 2018 Mar 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2016 Apr 14;79(2):573–587. doi: 10.1111/rssb.12177

Table 1.

Comparison of the NPMLE and Fine and Gray methods in the estimation of β11 under proportional subdistribution hazards models

NPMLE
FG
Censoring n Bias SE SEE CP Bias SE SEE CP RE
50% 100 −0.004 0.396 0.388 0.948 −0.002 0.401 0.394 0.954 1.03
200 0.000 0.270 0.267 0.951 −0.008 0.272 0.276 0.946 1.01
500 −0.001 0.162 0.153 0.945 −0.003 0.162 0.164 0.953 1.00
40% 100 −0.006 0.389 0.397 0.944 −0.001 0.409 0.412 0.965 1.11
200 −0.003 0.263 0.267 0.942 −0.008 0.278 0.273 0.954 1.12
500 −0.008 0.161 0.163 0.942 0.001 0.169 0.167 0.958 1.10
25% 100 −0.001 0.385 0.385 0.949 −0.001 0.413 0.408 0.956 1.15
200 0.001 0.257 0.264 0.957 0.006 0.270 0.272 0.949 1.10
500 0.006 0.161 0.158 0.958 0.005 0.174 0.176 0.948 1.17

Bias and SE are the bias and standard error of the parameter estimator; SEE is the mean of the standard error estimator; CP is the coverage probability of the 95% confidence interval; RE is the variance of FG over that of the NPMLE. Each entry is based on 10,000 replicates.