Table 4.
Results of the simulation study with n = 2000
| Event | Naive estimator (β̂) | Robust estimator with Cox PH censoring (β̂CRC) |
Robust estimator with Sur- vival Trees (β̂CR) |
Avg | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Scenario | Rate | Truth | Bias | ESE | MSE | SE/ESE | CP | Bias | ESE | MSE | SE/ESE | CP | Bias | ESE | MSE | SE/ESE | CP | Groups |
| n = 2000 | ||||||||||||||||||
| Null | ||||||||||||||||||
| C: 1 | 0.819 | 0.000 | − 0.001 | 0.055 | 0.298 | 1.024 | 0.954 | − 0.001 | 0.056 | 0.313 | 1.000 | 0.957 | − 0.001 | 0.055 | 0.298 | 1.024 | 0.954 | 1.000 |
| C: 2 | 0.548 | 0.000 | − 0.002 | 0.069 | 0.472 | 1.003 | 0.957 | − 0.001 | 0.101 | 1.010 | 0.874 | 0.914 | − 0.003 | 0.086 | 0.733 | 0.979 | 0.943 | 27.084 |
| C: 3 | 0.606 | 0.000 | − 0.001 | 0.062 | 0.389 | 1.035 | 0.963 | 0.010 | 0.156 | 2.441 | 0.754 | 0.926 | − 0.001 | 0.077 | 0.595 | 0.994 | 0.941 | 22.101 |
| C: 4 | 0.678 | 0.000 | − 0.001 | 0.059 | 0.346 | 1.025 | 0.951 | 0.041 | 1.143 | 130.607 | 0.389 | 0.831 | − 0.003 | 0.067 | 0.451 | 1.008 | 0.945 | 19.191 |
| C: 5 | 0.416 | 0.000 | − 0.000 | 0.081 | 0.654 | 1.000 | 0.953 | − 0.001 | 0.087 | 0.759 | 0.984 | 0.940 | − 0.001 | 0.106 | 1.118 | 0.976 | 0.947 | 40.183 |
| C: 6 | 0.374 | 0.000 | − 0.001 | 0.090 | 0.806 | 1.026 | 0.952 | − 0.001 | 0.098 | 0.957 | 0.979 | 0.948 | 0.007 | 0.123 | 1.515 | 0.992 | 0.948 | 46.701 |
| C: 7 | 0.380 | 0.000 | − 0.002 | 0.082 | 0.674 | 1.019 | 0.958 | − 0.004 | 0.143 | 2.035 | 0.919 | 0.934 | 0.001 | 0.127 | 1.602 | 0.943 | 0.944 | 39.311 |
| PH | ||||||||||||||||||
| C: 1 | 0.766 | − 0.401 | 0.000 | 0.057 | 0.327 | 1.028 | 0.954 | − 0.000 | 0.060 | 0.355 | 0.986 | 0.948 | − 0.000 | 0.057 | 0.327 | 1.028 | 0.954 | 1.000 |
| C: 2 | 0.494 | − 0.401 | − 0.001 | 0.073 | 0.539 | 1.002 | 0.953 | 0.001 | 0.102 | 1.039 | 0.950 | 0.949 | − 0.001 | 0.091 | 0.832 | 1.001 | 0.954 | 30.884 |
| C: 3 | 0.549 | − 0.401 | − 0.000 | 0.066 | 0.434 | 1.044 | 0.963 | 0.002 | 0.162 | 2.631 | 0.761 | 0.946 | − 0.001 | 0.081 | 0.658 | 1.024 | 0.955 | 26.256 |
| C: 4 | 0.618 | − 0.401 | 0.001 | 0.063 | 0.398 | 1.016 | 0.947 | − 0.029 | 1.207 | 145.633 | 0.337 | 0.825 | − 0.003 | 0.074 | 0.554 | 0.989 | 0.946 | 22.798 |
| C: 5 | 0.370 | − 0.401 | 0.000 | 0.084 | 0.702 | 1.031 | 0.953 | − 0.003 | 0.094 | 0.892 | 0.986 | 0.943 | 0.000 | 0.113 | 1.266 | 1.005 | 0.956 | 43.059 |
| C: 6 | 0.342 | − 0.401 | − 0.000 | 0.096 | 0.926 | 1.030 | 0.953 | − 0.001 | 0.109 | 1.195 | 0.947 | 0.934 | 0.010 | 0.135 | 1.841 | 0.998 | 0.947 | 49.230 |
| C: 7 | 0.332 | − 0.401 | − 0.002 | 0.090 | 0.813 | 0.998 | 0.950 | 0.004 | 0.154 | 2.377 | 0.947 | 0.940 | − 0.008 | 0.140 | 1.977 | 0.935 | 0.935 | 42.194 |
| Non-PH | ||||||||||||||||||
| C: 1 | 0.885 | − 0.646 | 0.000 | 0.058 | 0.335 | 0.954 | 0.945 | − 0.004 | 0.056 | 0.319 | 0.980 | 0.947 | − 0.000 | 0.058 | 0.335 | 0.954 | 0.945 | 1.000 |
| C: 2 | 0.664 | − 0.646 | 0.136 | 0.065 | 2.265 | 0.974 | 0.420 | − 0.002 | 0.078 | 0.604 | 0.946 | 0.938 | 0.005 | 0.074 | 0.548 | 0.969 | 0.942 | 17.648 |
| C: 3 | 0.723 | − 0.646 | 0.098 | 0.063 | 1.367 | 0.963 | 0.622 | − 0.029 | 0.085 | 0.816 | 0.883 | 0.929 | 0.003 | 0.070 | 0.493 | 0.950 | 0.931 | 14.312 |
| C: 4 | 0.784 | − 0.646 | 0.048 | 0.060 | 0.596 | 0.963 | 0.861 | − 0.042 | 0.381 | 14.682 | 0.370 | 0.888 | − 0.011 | 0.065 | 0.429 | 0.960 | 0.931 | 12.588 |
| C: 5 | 0.508 | − 0.646 | 0.202 | 0.073 | 4.636 | 0.989 | 0.210 | 0.096 | 0.080 | 1.574 | 0.947 | 0.737 | 0.016 | 0.086 | 0.759 | 1.008 | 0.945 | 33.533 |
| C: 6 | 0.486 | − 0.646 | 0.204 | 0.087 | 4.904 | 0.985 | 0.334 | 0.151 | 0.089 | 3.072 | 0.981 | 0.574 | 0.028 | 0.109 | 1.266 | 0.986 | 0.940 | 38.197 |
| C: 7 | 0.500 | − 0.646 | 0.263 | 0.073 | 7.475 | 0.983 | 0.051 | − 0.032 | 0.129 | 1.769 | 0.855 | 0.906 | 0.027 | 0.096 | 0.999 | 0.968 | 0.937 | 30.439 |
Each scenario is repeated 1000 times. Event rate refers to the average proportion of the sample with an observed event. Truth refers to the Monte Carlo average of β̂ at n = 2000 and under censoring scenario 1. ESE refers to the empirical standard error as calculated through the replicated datasets. MSE refers to the mean squared error times 1000. SE/ESE refers to the average ratio of analytically calculated sandwich standard error to the ESE. CP refers to the coverage probability of the 95 % confidence intervals. Avg Groups refer to the average number of censoring-specific groups derived from the chosen tree used to obtain β̂CR