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. Author manuscript; available in PMC: 2022 Jan 1.
Published in final edited form as: J Am Stat Assoc. 2020 Feb 10;116(535):1330–1345. doi: 10.1080/01621459.2020.1713792

Table 1:

Simulation summary statistics for marginal single failure hazard ratio parameters β10 and β01 and for double failure hazard ratio parameter β11, and for related estimators from sandwich-form variance estimators, under the Clayton–Oakes model (9) with β10 = β01 = γ and a binary covariate z. This model implies marginal hazard ratio (for z = 1 versus z = 0) of eγ for both T1 and T2, and double failure hazard ratio of eγ(eγ+θ)/(1+θ).

(θ=2,γ=0)
Sample size (n) 250 500 100

T1 and T2 failing % 16.7 16.7 100
Double failure % 5.3
5.3
100
True Samplea Sampleb Sandwichb 95% CIb Sample Sample Sandwich 95% CI Sample Sample Sandwich 95% CI
Mean SD SD Coverage Mean SD SD Coverage Meana SD SD Coverage
β 10 0 0.003 0.315 0.316 0.953 0.006 0.227 0.222 0.951 −0.001 0.213 0.203 0.933
β 01 0 0.007 0.327 0.317 0.948 −0.008 0.224 0.221 0.952 −0.005 0.216 0.203 0.943
β 11 0 −0.001 1.222 0.606 0.961 −0.007 0.440 0.420 0.949 −0.003 0.282 0.263 0.928
(θ=2,γ=log2)
Sample size (n) 250 500 100

T1 and T2 failing % 22.6 22.6 100
Double failure % 8.2
8.2
100
β 10 0.693 0.706 0.281 0.281 0.966 0.705 0.203 0.198 0.941 0.696 0.222 0.212 0.942
β 01 0.693 0.707 0.287 0.282 0.959 0.697 0.199 0.197 0.955 0.696 0.223 0.212 0.937
β 11 0.981 1.056 0.798 0.525 0.956 1.004 0.381 0.364 0.951 0.986 0.315 0.288 0.929
a

Based on 1000 simulations at each sampling configuration.

b

Abbreviations: Sample SD is sample standard deviation of the regression parameter estimates; Sandwich SD is the corresponding average of standard deviation estimates derived from the sandwich form estimator of variance for β^, and 95% CI coverage is the fraction of simulated samples from which the approximate 95% confidence interval, formed from β^ and its sandwich-form variance estimator, includes the true β.