Figure 6:

The choice of ε in the estimation of $\mathbb{E}\left[Y_i\left(t;x_i,x_j,W_j\left(x_j^{\prime }\right)\right)\right]$ with sample size n = 100, 000 under the constant hazards α(t) = 0.2, γ(t) = 10 and coefficients $e^{{\beta }_0}=e^{{\beta }_1}=0.2$ and e^σ = 0.5. Figure on the left shows the estimation of $\mathbb{E}\left[Y_i\left(t=2;0,0,W_j(1)\right)\right]$ and its corresponding MSE under different choices of ε, and Figure on the right shows the estimation of $\mathbb{E}\left[Y_i\left(t=2;0,1,W_j(0)\right)\right]$ and its corresponding MSE under difference choices of ϵ.