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. Author manuscript; available in PMC: 2020 Mar 18.
Published in final edited form as: Stat Biosci. 2016 Aug 18;9(2):406–430. doi: 10.1007/s12561-016-9162-z

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