Table 3.
Simulation results under misspecification of the truncation distribution: Survival times simulated from a gamma(10, 1) distribution. Left and right truncation times assumed to come from a gamma(α1, β1) and gamma(α2, β2) distribution, respectively. Model 4 corresponds to misspecification of the right truncation time by simulating it as Unif(0, 20), and the left truncation time as gamma(3,1). Model 5 corresponds to misspecification of the left truncation time by simulating it as Weibull(1, 3), and the right truncation time as gamma(5, 2). Model 6 corresponds to misspecification both truncation times by simulating the left truncation time as Weibull(1, 3) and the right truncation time as Unif (0, 20). Here qL, qR, q are the proportion of observations missing due to left, right, and double (left and right) truncation, respectively, and n is the size of the observed sample. denotes the SPMLE, denotes the NPMLE, and denotes the naïve empirical CDF which ignores double truncation. These estimators were all computed at t0.1,…, t0.9, the 1st through 9th deciles of the true survival distribution F0. For a given estimator , Bias() is the (absolute) difference between and F0, averaged across the 9 deciles. Here SD() is standard deviation of across simulations, is estimated standard error of , MSE() is mean squared error of , and Cov() is 95% coverage, all averaged across the 9 deciles. Here is the estimated median value based on . The true median value based on F0 is t0.5 = 9.7. Here Bias() = - t0.5 and SD() is the standard deviation of across simulations.
Model | qL, qR, q | n | Estimator | Bias() | SD() | MSE() | Cov() | Bias() | SD() | |
---|---|---|---|---|---|---|---|---|---|---|
0.008 | 0.074 | 0.160 | 0.006 | 0.968 | 0.091 | 0.725 | ||||
4 | 0.02,0.50,0.51 | 50 | 0.023 | 0.075 | 0.068 | 0.006 | 0.878 | 0.017 | 0.734 | |
0.092 | 0.056 | 0.044 | 0.013 | 0.455 | −0.848 | 0.461 | ||||
0.009 | 0.033 | 0.062 | 0.001 | 0.995 | 0.062 | 0.310 | ||||
4 | 0.02,0.50,0.51 | 250 | 0.007 | 0.033 | 0.033 | 0.001 | 0.932 | −0.014 | 0.299 | |
0.091 | 0.025 | 0.020 | 0.010 | 0.301 | −0.816 | 0.207 | ||||
0.011 | 0.084 | 0.098 | 0.008 | 0.886 | 0.032 | 0.841 | ||||
5 | 0.06,0.52,0.56 | 50 | 0.029 | 0.087 | 0.077 | 0.009 | 0.834 | 0.073 | 0.954 | |
0.144 | 0.054 | 0.042 | 0.026 | 0.441 | −1.297 | 0.423 | ||||
0.007 | 0.038 | 0.037 | 0.002 | 0.921 | −0.032 | 0.339 | ||||
5 | 0.06,0.52,0.56 | 250 | 0.008 | 0.040 | 0.039 | 0.002 | 0.921 | −0.021 | 0.353 | |
0.144 | 0.024 | 0.019 | 0.024 | 0.331 | −1.288 | 0.201 | ||||
0.009 | 0.073 | 0.168 | 0.006 | 0.961 | 0.047 | 0.698 | ||||
6 | 0.06,0.50,0.53 | 50 | 0.027 | 0.073 | 0.068 | 0.006 | 0.873 | −0.030 | 0.659 | |
0.088 | 0.056 | 0.044 | 0.012 | 0.455 | −0.826 | 0.476 | ||||
0.010 | 0.034 | 0.062 | 0.001 | 0.992 | 0.035 | 0.320 | ||||
6 | 0.06,0.50,0.53 | 250 | 0.009 | 0.035 | 0.032 | 0.001 | 0.924 | −0.039 | 0.365 | |
0.086 | 0.025 | 0.020 | 0.009 | 0.301 | −0.771 | 0.210 |