Table 1.
Scenario 1: survival data were simulated from a joint model with two baseline covariates and three longitudinal outcomes.
RSF | Cox | |||||
---|---|---|---|---|---|---|
t | Δt | True AUC | AUC | BS | AUC | BS |
MFPCA | ||||||
1 | 1 | 0.929(0.050) | 0.898(0.060) | 0.054(0.017) | 0.927(0.050) | 0.044(0.016) |
1 | 2 | 0.938(0.033) | 0.906(0.046) | 0.087(0.019) | 0.934(0.034) | 0.067(0.020) |
2 | 1 | 0.924(0.050) | 0.878(0.066) | 0.062(0.021) | 0.920(0.051) | 0.051(0.019) |
2 | 2 | 0.930(0.045) | 0.892(0.053) | 0.101(0.022) | 0.927(0.045) | 0.077(0.023) |
3 | 1 | 0.915(0.056) | 0.871(0.072) | 0.072(0.022) | 0.915(0.059) | 0.059(0.019) |
3 | 2 | 0.923(0.036) | 0.879(0.045) | 0.119(0.028) | 0.920(0.037) | 0.090(0.025) |
4 | 1 | 0.903(0.055) | 0.832(0.089) | 0.086(0.029) | 0.899(0.056) | 0.070(0.025) |
4 | 2 | 0.918(0.042) | 0.867(0.057) | 0.140(0.031) | 0.914(0.042) | 0.106(0.031) |
mFACEs | ||||||
1 | 1 | 0.929(0.050) | 0.890(0.064) | 0.056(0.017) | 0.926(0.051) | 0.045(0.016) |
1 | 2 | 0.938(0.033) | 0.896(0.050) | 0.092(0.019) | 0.934(0.035) | 0.067(0.020) |
2 | 1 | 0.924(0.050) | 0.865(0.076) | 0.063(0.021) | 0.919(0.052) | 0.051(0.020) |
2 | 2 | 0.930(0.045) | 0.872(0.066) | 0.109(0.024) | 0.925(0.048) | 0.079(0.024) |
3 | 1 | 0.915(0.056) | 0.843(0.097) | 0.076(0.022) | 0.913(0.063) | 0.061(0.020) |
3 | 2 | 0.923(0.036) | 0.859(0.062) | 0.130(0.031) | 0.918(0.039) | 0.094(0.027) |
4 | 1 | 0.903(0.055) | 0.812(0.095) | 0.090(0.029) | 0.896(0.055) | 0.073(0.026) |
4 | 2 | 0.918(0.042) | 0.846(0.069) | 0.152(0.033) | 0.910(0.044) | 0.111(0.031) |
AUC and BS are averaged across 100 simulated datasets with standard deviations provided in subscripts.
RSF, random survival forest; AUC, area under the curve; BS, Brier score; MFPCA, multivariate functional principal component analysis; mFACEs, multivariate fast covariance estimation.