TABLE 5.
Coverage probability and type I error rate (Weibull distribution, γ = 0.5)
| Selected | Coverage (Type I error rate)a |
||
|---|---|---|---|
| True log hazard ratios | partitions () | Naive | Duality |
| All | 94.8 (4.5) | 98.3 (1.7) | |
| θ1 = θ2 = θ3 = θ4 =0.0198 | 1, 2, and 3 | 96.1 (3.0) | 99.1 (0.9) |
| 1 and 2 | 96.0 (3.1) | 99.2 (0.8) | |
| 1 | 96.3 (2.9) | 99.6 (0.4) | |
| All | 93.0 (6.6) | 98.4 (1.5) | |
| θ1 = −0.2231, θ2 = −0.0953, | 1, 2, and 3 | 96.0 (3.1) | 99.1 (0.5) |
| θ3 = 0.3365, θ4 = 0.4055 | 1 and 2 | 96.3 (1.4) | 99.2 (0.0) |
| 1 | 96.1 (1.5) | 99.4 (0.0) | |
| All | 95.4 (2.6) | 98.7 (0.7) | |
| θ1 = −0.4055, θ2 = −0.2231, | 1, 2, and 3 | 93.3 (0.3) | 97.6 (0.0) |
| θ3 = −0.0953, θ4 = 0 | 1 and 2 | 93.8 (0.7) | 98.2 (0.0) |
| 1 | 94.0 (0.9) | 98.6 (0.0) | |
a
Type I error is the probability that at least one upper bound is less than the true value.