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. Author manuscript; available in PMC: 2018 Nov 10.
Published in final edited form as: Stat Med. 2017 Jul 31;36(25):4041–4049. doi: 10.1002/sim.7414

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 ĈTXĈTY % 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%