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. Author manuscript; available in PMC: 2020 Jun 14.
Published in final edited form as: Biometrics. 2019 Nov 11;76(2):484–495. doi: 10.1111/biom.13162

Table 1.

Comparison of approaches by Shen et al. (2016) with the IPW methods, using equations (3) and (4), and the unadjusted Cox regression that ignores truncation (UNADJ). bias, SD and SE are, respectively, the bias and, standard deviation of β^, average of asymptotic estimators of SE(β^), where SE for IPW-S is an analytical estimate, and for IPW-NS is a bootstrap estimator of SE(β^) based on bootstrap distribution with 500 replications. CP is a coverage probability of 95% confidence interval using normal approximation and SE for IPW-S, and it is a coverage probability of 95% confidence interval (β^0.025bs,β^0.925bs) based on bootstrap distribution with 500 replications for IPW-NS. MSE is an empirical mean squared error. r(500) is an nth-order statistic of R1*,,Rn* in the samples with n = 500, r¯(500) is an average of r(500) over 1000 samples. Results are based on 1000 replications.

β1 = 1 β2 = 1
Light truncation: R ~ Exp(2.5), P(T > R) = 0.16, avg P(T > r(500)) = 0.0001, r¯(500) = 2.79
n bias(β^1) SD SE MSE CP bias(β^2) SD SE MSE CP
Shen-EE 100 −0.023 0.205 0.192 0.043 0.940 −0.025 0.404 0.381 0.164 0.939
300 −0.015 0.116 0.107 0.014 0.943 −0.029 0.249 0.238 0.063 0.943
500 −0.009 0.073 0.069 0.005 0.950 −0.011 0.178 0.173 0.032 0.946
Shen-cMLE 100 −0.093 0.116 0.108 0.022 0.937 −0.091 0.239 0.225 0.065 0.936
300 −0.051 0.083 0.078 0.009 0.941 −0.051 0.151 0.143 0.025 0.942
500 −0.012 0.053 0.050 0.003 0.947 −0.044 0.108 0.102 0.014 0.947
IPW-S 100 0.017 0.145 0.156 0.021 0.960 0.013 0.267 0.256 0.071 0.946
300 0.000 0.080 0.090 0.006 0.976 0.000 0.153 0.150 0.023 0.942
500 0.003 0.063 0.072 0.004 0.980 −0.003 0.120 0.118 0.014 0.950
IPW-NS 100 0.015 0.149 0.151 0.023 0.938 0.010 0.284 0.277 0.081 0.941
300 0.000 0.084 0.085 0.007 0.951 0.001 0.169 0.158 0.029 0.935
500 0.002 0.068 0.067 0.005 0.953 −0.002 0.136 0.125 0.018 0.933
UNADJ 500 −0.125 0.052 0.054 0.018 0.363 −0.134 0.096 0.096 0.027 0.699
Moderate truncation: R ~ Exp(7.5), P(T > R) = 0.32, avg P(T > r(500)) = 0 01, r¯(500) = 0.96
n bias(β^1) SD SE MSE CP bias(β^2) SD SE MSE CP
Shen-EE 100 −0.033 0.227 0.214 0.053 0.938 −0.073 0.473 0.443 0.229 0.937
300 −0.028 0.157 0.147 0.025 0.941 −0.051 0.291 0.274 0.087 0.941
500 −0.023 0.106 0.097 0.012 0.944 −0.017 0.216 0.207 0.047 0.944
Shen-cMLE 100 −0.159 0.107 0.099 0.037 0.575 −0.163 0.246 0.218 0.087 0.826
300 −0.114 0.086 0.072 0.020 0.658 −0.125 0.168 0.159 0.044 0.852
500 −0.085 0.055 0.052 0.010 0.714 −0.096 0.112 0.106 0.022 0.883
IPW-S 100 −0.013 0.182 0.227 0.033 0.975 −0.026 0.317 0.323 0.101 0.948
300 −0.019 0.113 0.136 0.013 0.977 −0.027 0.208 0.198 0.044 0.943
500 −0.016 0.094 0.110 0.009 0.978 −0.029 0.167 0.159 0.029 0.945
IPW-NS 100 −0.027 0.205 0.181 0.043 0.938 −0.044 0.394 0.353 0.157 0.934
300 −0.030 0.134 0.112 0.019 0.902 −0.040 0.286 0.228 0.084 0.910
500 −0.029 0.116 0.092 0.014 0.892 −0.062 0.240 0.191 0.059 0.911
UNADJ 500 −0.259 0.052 0.053 0.070 0.003 −0.253 0.095 0.096 0.073 0.267
Heavy truncation: R ~ Exp (15), P(T > R) = 0.45, avg P(T > r(500)) = 0.04, r¯(500) = 0.49
n bias(β^1) SD SE MSE CP bias(β^2) SD SE MSE CP
Shen-EE 100 −0.078 0.272 0.254 0.080 0.935 −0.085 0.519 0.487 0.277 0.935
300 −0.034 0.185 0.174 0.035 0.939 −0.042 0.348 0.332 0.123 0.939
500 −0.025 0.157 0.151 0.025 0.942 −0.036 0.287 0.271 0.084 0.942
Shen-cMLE 100 −0.181 0.117 0.109 0.046 0.285 −0.194 0.268 0.252 0.109 0.720
300 −0.146 0.091 0.086 0.030 0.376 −0.152 0.176 0.164 0.054 0.765
500 −0.107 0.068 0.064 0.016 0.442 −0.116 0.135 0.129 0.032 0.817
IPW-S 100 −0.076 0.208 0.305 0.049 0.970 −0.068 0.367 0.412 0.140 0.949
300 −0.056 0.140 0.205 0.023 0.965 −0.060 0.242 0.280 0.062 0.949
500 −0.045 0.124 0.184 0.017 0.960 −0.060 0.201 0.250 0.044 0.952
IPW-NS 100 −0.106 0.240 0.208 0.069 0.874 −0.103 0.480 0.407 0.241 0.912
300 −0.086 0.173 0.138 0.037 0.834 −0.091 0.367 0.285 0.143 0.905
500 −0.074 0.160 0.117 0.031 0.811 −0.096 0.334 0.249 0.120 0.888
UNADJ 500 −0.370 0.051 0.053 0.140 0.000 −0.343 0.092 0.096 0.126 0.048