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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 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, σ12=9 and σ22=0.25. 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 ĈTXĈTY % 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%