Table 1.
Change point Cox PH simulation results. Covariates X and Y are generated from Uniform[0, 1]. Parameters in hazard function are λ0 = 0.01, β1 = 3, β20 = 0.1, and β21 = 15. The change point τ = 8.59 is selected such that CTX = CTY = 0.655 based on 100,000 simulations. Parameters λ for exponential censoring and c2 for uniform (0, c2) censoring are chosen to achieve the desired censoring proportions.
| Censoring distribution / n |
% censor | ĈTX | ĈTY | ĈTX − ĈTY | % Reject H0 at α = 5% |
% Reject H0 at α = 10% |
|---|---|---|---|---|---|---|
| Exponential n=100 | 0% | 0.655 | 0.655 | 0.000 | 5.6% | 10.7% |
| 10% | 0.661 | 0.642 | 0.020 | 7.6% | 13.3% | |
| 20% | 0.669 | 0.627 | 0.042 | 12.7% | 20.3% | |
| 33% | 0.679 | 0.604 | 0.075 | 24.6% | 35.4% | |
| 50% | 0.694 | 0.575 | 0.119 | 41.8% | 54.2% | |
| n=200 | 0% | 0.655 | 0.655 | 0.000 | 5.5% | 10.3% |
| 10% | 0.661 | 0.642 | 0.019 | 8.9% | 15.7% | |
| 20% | 0.668 | 0.627 | 0.041 | 19.0% | 27.9% | |
| 33% | 0.678 | 0.604 | 0.075 | 41.5% | 53.6% | |
| 50% | 0.693 | 0.571 | 0.123 | 70.7% | 80.9% | |
| n=500 | 0% | 0.655 | 0.655 | 0.000 | 4.7% | 9.8% |
| 10% | 0.661 | 0.642 | 0.019 | 12.6% | 20.8% | |
| 20% | 0.668 | 0.627 | 0.041 | 37.1% | 50.3% | |
| 33% | 0.679 | 0.604 | 0.075 | 79.3% | 87.6% | |
| 50% | 0.694 | 0.569 | 0.125 | 97.7% | 99.1% | |
|
| ||||||
| Uniform n=100 | 10% | 0.661 | 0.641 | 0.020 | 8.1% | 13.8% |
| 20% | 0.669 | 0.625 | 0.044 | 13.1% | 21.4% | |
| 33% | 0.679 | 0.602 | 0.077 | 26.9% | 37.5% | |
| 50% | 0.697 | 0.568 | 0.129 | 51.5% | 62.9% | |
| n=200 | 10% | 0.661 | 0.642 | 0.019 | 8.8% | 15.3% |
| 20% | 0.669 | 0.626 | 0.043 | 20.7% | 30.3% | |
| 33% | 0.68 | 0.602 | 0.077 | 44.7% | 56.6% | |
| 50% | 0.698 | 0.563 | 0.135 | 80.1% | 87.7% | |
| n=500 | 10% | 0.661 | 0.642 | 0.019 | 12.7% | 21.1% |
| 20% | 0.669 | 0.626 | 0.042 | 40.7% | 52.9% | |
| 33% | 0.679 | 0.603 | 0.077 | 81.6% | 89.1% | |
| 50% | 0.697 | 0.562 | 0.135 | 99.3% | 99.7% | |