Table 2.
Censoring | τ | Estimators | n = 200 | n = 400 | ||||||||
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Bias | SE | SEE | ECP | MSE | Bias | SE | SEE | ECP | MSE | |||
20% | 0.25 | β̂(0)(τ) | −0.042 | 0.248 | 0.283 | 0.972 | 0.063 | −0.005 | 0.130 | 0.128 | 0.956 | 0.035 |
β̂(1)(τ) | −0.014 | 0.486 | 0.503 | 0.952 | 0.256 | −0.043 | 0.304 | 0.331 | 0.970 | 0.122 | ||
β̂(2)(τ) | −0.004 | 0.255 | 0.244 | 0.944 | 0.065 | 0.001 | 0.129 | 0.114 | 0.928 | 0.031 | ||
β̂(0)(τ)Naive | 0.307 | 0.117 | 0.095 | 0.212 | 0.108 | 0.166 | 0.048 | 0.085 | 0.400 | 0.030 | ||
β̂(1)(τ)Naive | 0.854 | 0.230 | 0.160 | 0.148 | 0.756 | 0.814 | 0.085 | 0.120 | 0.000 | 0.670 | ||
β̂(2)(τ)Naive | 0.270 | 0.349 | 0.337 | 0.820 | 0.199 | 0.054 | 0.274 | 0.236 | 0.878 | 0.078 | ||
0.50 | β̂(0)(τ) | −0.016 | 0.145 | 0.185 | 0.966 | 0.021 | −0.014 | 0.111 | 0.130 | 0.966 | 0.012 | |
β̂(1)(τ) | 0.020 | 0.323 | 0.363 | 0.962 | 0.105 | −0.001 | 0.229 | 0.283 | 0.982 | 0.052 | ||
β̂(2)(τ) | −0.013 | 0.168 | 0.150 | 0.926 | 0.028 | 0.007 | 0.114 | 0.104 | 0.924 | 0.013 | ||
β̂(0)(τ)Naive | 0.302 | 0.039 | 0.049 | 0.890 | 0.002 | 0.000 | 0.004 | 0.049 | 0.900 | 0.000 | ||
β̂(1)(τ)Naive | 0.277 | 0.172 | 0.170 | 0.652 | 0.121 | −0.555 | 0.042 | 0.085 | 0.000 | 0.309 | ||
β̂(2)(τ)Naive | 0.141 | 0.322 | 0.295 | 0.856 | 0.123 | 0.002 | 0.263 | 0.253 | 0.978 | 0.069 | ||
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40% | 0.25 | β̂(0)(τ) | −0.033 | 0.238 | 0.263 | 0.966 | 0.063 | −0.008 | 0.132 | 0.125 | 0.950 | 0.036 |
β̂(1)(τ) | 0.022 | 0.511 | 0.505 | 0.936 | 0.256 | −0.031 | 0.312 | 0.291 | 0.936 | 0.112 | ||
β̂(2)(τ) | −0.007 | 0.244 | 0.215 | 0.920 | 0.065 | 0.003 | 0.126 | 0.118 | 0.958 | 0.031 | ||
β̂(0)(τ)Naive | 0.261 | 0.114 | 0.130 | 0.472 | 0.081 | 0.248 | 0.087 | 0.088 | 0.248 | 0.069 | ||
β̂(1)(τ)Naive | 0.890 | 0.177 | 0.194 | 0.004 | 0.823 | 0.891 | 0.128 | 0.132 | 0.000 | 0.811 | ||
β̂(2)(τ)Naive | 0.262 | 0.347 | 0.364 | 0.886 | 0.189 | 0.283 | 0.236 | 0.251 | 0.806 | 0.136 | ||
0.50 | β̂(0)(τ) | −0.011 | 0.142 | 0.188 | 0.964 | 0.020 | −0.012 | 0.117 | 0.129 | 0.952 | 0.013 | |
β̂(1)(τ) | 0.041 | 0.315 | 0.362 | 0.968 | 0.101 | 0.006 | 0.237 | 0.280 | 0.968 | 0.054 | ||
β̂(2)(τ) | −0.025 | 0.166 | 0.155 | 0.938 | 0.028 | 0.001 | 0.111 | 0.105 | 0.922 | 0.013 | ||
β̂(0)(τ)Naive | 0.250 | 0.124 | 0.127 | 0.466 | 0.078 | 0.248 | 0.080 | 0.088 | 0.206 | 0.068 | ||
β̂(1)(τ)Naive | 1.017 | 0.200 | 0.202 | 0.000 | 1.074 | 1.020 | 0.134 | 0.140 | 0.000 | 1.059 | ||
β̂(2)(τ)Naive | 0.522 | 0.360 | 0.380 | 0.724 | 0.402 | 0.549 | 0.249 | 0.263 | 0.452 | 0.363 |