Table 2.
Threshold model simulation results. Event time T is generated from exponential distribution with rate 1. Two risk scores X and Y are generated from a mixture of bivariate normal distribution described in equation (7), with parameters μ0 = 2, ρ = 0, and . The cut point τ = 0.718 is selected such that CTX = CTY = 0.803 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% | 0.802 | 0.803 | −0.001 | 5.5% | 10.7% |
| 10% | 0.815 | 0.804 | 0.011 | 6.9% | 13.1% | |
| 20% | 0.830 | 0.806 | 0.024 | 10.3% | 17.3% | |
| 33% | 0.851 | 0.809 | 0.042 | 20.2% | 29.0% | |
| 50% | 0.883 | 0.818 | 0.065 | 39.2% | 51.5% | |
| n=200 | 0% | 0.802 | 0.802 | 0.000 | 4.7% | 10.0% |
| 10% | 0.815 | 0.803 | 0.012 | 8.0% | 13.8% | |
| 20% | 0.830 | 0.805 | 0.025 | 16.0% | 25.4% | |
| 33% | 0.851 | 0.809 | 0.043 | 34.7% | 45.7% | |
| 50% | 0.883 | 0.817 | 0.067 | 66.9% | 76.8% | |
| n=500 | 0% | 0.802 | 0.803 | −0.001 | 5.2% | 10.0% |
| 10% | 0.816 | 0.804 | 0.012 | 10.9% | 17.9% | |
| 20% | 0.831 | 0.806 | 0.025 | 30.8% | 42.5% | |
| 33% | 0.852 | 0.809 | 0.043 | 69.1% | 79.3% | |
| 50% | 0.884 | 0.818 | 0.066 | 96.6% | 98.5% | |
|
| ||||||
| Uniform n=100 | 10% | 0.815 | 0.803 | 0.012 | 7.0% | 12.5% |
| 20% | 0.829 | 0.804 | 0.025 | 10.7% | 18.1% | |
| 33% | 0.847 | 0.806 | 0.041 | 19.3% | 28.4% | |
| 50% | 0.879 | 0.811 | 0.067 | 42.0% | 54.0% | |
| n=200 | 10% | 0.815 | 0.803 | 0.012 | 7.9% | 14.0% |
| 20% | 0.829 | 0.804 | 0.024 | 15.0% | 23.4% | |
| 33% | 0.847 | 0.806 | 0.041 | 31.7% | 43.9% | |
| 50% | 0.879 | 0.812 | 0.067 | 68.4% | 79.1% | |
| n=500 | 10% | 0.815 | 0.803 | 0.012 | 11.1% | 18.5% |
| 20% | 0.829 | 0.804 | 0.024 | 29.2% | 40.4% | |
| 33% | 0.847 | 0.806 | 0.041 | 64.4% | 74.7% | |
| 50% | 0.879 | 0.811 | 0.068 | 97.2% | 98.7% | |