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. 2016 Sep 21;18(2):260–274. doi: 10.1093/biostatistics/kxw045

Table 3.

Coverage estimates for 95% confidence intervals for Inline graphic. Average length of intervals in parentheses. All entries multiplied by 100.

Inline graphic AUCr Inline graphic DIFF DIFFvst Inline graphic DIFF DIFFvst
0.002 0.55 0 94.60 (3.4) 93.62 (6.4) 0.5 94.52 (3.4) 93.68 (6.5)
  0.60 0 91.92 (2.0) 95.70 (4.0) 0.5 92.00 (2.0) 95.72 (4.1)
  0.65 0 89.04 (1.5) 96.54 (3.1) 0.5 88.92 (1.5) 96.48 (3.0)
  0.70 0 87.66 (1.2) 96.28 (2.5) 0.5 87.48 (1.7) 96.18 (2.5)
  0.75 0 86.32 (1.0) 96.20 (2.0) 0.5 86.12 (1.0) 96.16 (2.0)
  0.80 0 86.26 (0.9) 95.88 (1.8) 0.5 86.00 (0.9) 95.76 (1.9)
  0.85 0 85.84 (0.8) 95.80 (1.5) 0.5 85.80 (0.8) 95.68 (1.5)
0.005 0.55 0 89.54 (3.9) 94.06 (6.5) 0.5 89.52 (3.9) 94.12 (6.6)
  0.60 0 86.56 (2.6) 95.34 (4.3) 0.5 86.44 (2.6) 95.46 (4.2)
  0.65 0 86.10 (2.1) 95.92 (3.2) 0.5 86.08 (2.1) 95.90 (3.2)
  0.70 0 85.96 (1.8) 95.54 (2.6) 0.5 85.92 (1.8) 95.42 (2.6)
  0.75 0 87.64 (1.6) 95.48 (2.1) 0.5 87.44 (1.6) 95.52 (2.1)
  0.80 0 89.40 (1.5) 95.10 (1.9) 0.5 89.40 (1.5) 95.22 (1.9)
  0.85 0 89.02 (1.3) 94.18 (1.6) 0.5 89.16 (1.3) 94.20 (1.5)
0.01 0.55 0 86.10 (4.7) 93.74 (7.1) 0.5 86.00 (4.7) 93.72 (7.1)
  0.60 0 86.18 (3.6) 94.52 (4.8) 0.5 86.16 (3.6) 94.46 (4.8)
  0.65 0 88.88 (3.0) 95.14 (3.9) 0.5 88.74 (3.0) 95.16 (3.9)
  0.70 0 88.90 (2.7) 93.90 (3.2) 0.5 89.08 (2.7) 93.88 (3.2)
  0.75 0 90.92 (2.4) 94.16 (2.7) 0.5 90.78 (2.4) 94.20 (2.7)
  0.80 0 92.06 (2.2) 94.40 (2.4) 0.5 91.98 (2.2) 94.38 (2.4)
  0.85 0 91.48 (2.0) 93.90 (2.1) 0.5 91.56 (2.0) 93.96 (2.1)
0.02 0.55 0 86.12 (6.2) 92.04 (8.0) 0.5 86.32 (6.2) 91.94 (8.0)
  0.60 0 88.96 (5.1) 92.86 (6.0) 0.5 88.86 (5.1) 92.96 (6.0)
  0.65 0 90.92 (4.5) 94.32 (4.9) 0.5 91.12 (4.5) 94.38 (4.9)
  0.70 0 91.66 (4.0) 93.70 (4.2) 0.5 91.70 (4.0) 93.78 (4.2)
  0.75 0 92.80 (3.6) 94.42 (3.7) 0.5 92.64 (3.6) 94.44 (3.7)
  0.80 0 93.44 (3.2) 94.38 (3.3) 0.5 93.54 (3.2) 94.42 (3.3)
  0.85 0 92.60 (2.8) 94.06 (2.8) 0.5 92.56 (2.8) 94.08 (2.8)
0.05 0.55 0 90.14 (9.2) 91.40 (9.6) 0.5 90.06 (9.2) 91.34 (9.7)
  0.60 0 92.00 (8.0) 93.20 (8.1) 0.5 92.00 (8.0) 93.32 (8.1)
  0.65 0 93.44 (7.0) 93.90 (7.0) 0.5 93.46 (7.0) 93.86 (7.0)
  0.70 0 93.34 (6.1) 93.82 (6.1) 0.5 93.36 (6.1) 93.86 (6.1)
  0.75 0 93.52 (5.4) 93.90 (5.4) 0.5 93.54 (5.4) 93.84 (5.4)
  0.80 0 94.02 (4.7) 94.02 (4.7) 0.5 94.06 (4.8) 94.04 (4.8)
  0.85 0 93.30 (4.2) 93.54 (4.2) 0.5 93.38 (4.2) 93.58 (4.2)

Inline graphic = AUCf Inline graphic AUCr;

AUCr = area under the curve for reduced model with covariate Inline graphic;

Inline graphic = correlation between the covariates Inline graphic;

DIFF = conventional confidence interval;

DIFFvst = confidence interval using variance stabilizing transformation.