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. Author manuscript; available in PMC: 2020 Jul 1.
Published in final edited form as: Lifetime Data Anal. 2018 Dec 17;25(3):546–568. doi: 10.1007/s10985-018-09459-5

Table 2.

Summary statistics from Clayton copula models with different marginal distributions. True data were simulated from Clayton-WB.

η βng βg
Models Bias SE SEE (CP) Bias SE SEE (CP) Bias SE SEE (CP)
Kendall’s τ = 0.2
Cox-R - - - 0.001 0.021 0.021 (0.942) 0.002 0.076 0.070 (0.936)
Clayton-WB 0.002 0.111 0.111 (0.944) 0.001 0.019 0.019 (0.949) 0.002 0.072 0.067 (0.937)
Clayton-PW 0.046 0.122 0.120 (0.945) 0.000 0.019 0.019 (0.953) −0.018 0.070 0.068 (0.933)
Clayton-BS 0.004 0.114 0.112 (0.946) 0.001 0.021 0.020 (0.942) 0.001 0.069 0.074 (0.934)
Kendall’s τ = 0.6
Cox-R - - - 0.003 0.021 0.021 (0.950) 0.005 0.088 0.082 (0.936)
Clayton-WB 0.014 0.302 0.308 (0.953) 0.002 0.010 0.010 (0.952) 0.003 0.069 0.065 (0.952)
Clayton-PW 0.226 0.338 0.343 (0.924) 0.000 0.010 0.010 (0.961) −0.015 0.067 0.066 (0.950)
Clayton-BS −0.044 0.336 0.332 (0.937) 0.003 0.014 0.013 (0.964) 0.005 0.081 0.083 (0.933)

Number of replications = 1000, number of subjects = 500, censoring rate = 50%, MAF = 40%.

SE: standard deviation of the point estimate, SEE: mean of the standard error estimates, CP: 95% coverage probability.