Table 1.
Simulation results under dependence not induced by covariates†
n = 200 | n = 500 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
cens | τ | Method | bias | ESE | ASE | CP | bias | ESE | ASE | CP |
0% | 0.2 | Cox QI | −0.079 | 0.104 | 0.102 | 87.0 | −0.083 | 0.061 | 0.063 | 76.2 |
JC | −0.114 | 0.109 | 0.107 | 81.3 | −0.119 | 0.064 | 0.066 | 58.3 | ||
CK | 0.006 | 0.106 | 0.103 | 95.7 | 0.002 | 0.062 | 0.063 | 96.0 | ||
Cox1 | 0.004 | 0.108 | 0.105 | 95.4 | 0.001 | 0.064 | 0.065 | 95.6 | ||
Cox2 | 0.007 | 0.109 | 0.113 | 96.3 | 0.003 | 0.064 | 0.066 | 95.6 | ||
0.35 | Cox QI | −0.278 | 0.097 | 0.097 | 23.3 | −0.282 | 0.057 | 0.059 | 0.7 | |
JC | −0.427 | 0.109 | 0.108 | 4.9 | −0.434 | 0.065 | 0.066 | 0.0 | ||
CK | 0.006 | 0.106 | 0.103 | 95.7 | 0.002 | 0.062 | 0.063 | 96.1 | ||
Cox1 | 0.004 | 0.108 | 0.105 | 95.4 | 0.001 | 0.064 | 0.065 | 95.5 | ||
Cox2 | 0.006 | 0.114 | 0.121 | 96.9 | 0.003 | 0.064 | 0.067 | 95.5 | ||
15% | 0.2 | Cox QI | −0.068 | 0.107 | 0.105 | 89.3 | −0.077 | 0.063 | 0.064 | 79.4 |
JC | −0.101 | 0.112 | 0.110 | 84.8 | −0.111 | 0.065 | 0.067 | 64.2 | ||
CK | 0.010 | 0.110 | 0.108 | 95.6 | 0.001 | 0.065 | 0.066 | 96.4 | ||
Cox1 | 0.007 | 0.113 | 0.110 | 95.3 | 0.000 | 0.065 | 0.067 | 96.3 | ||
Cox2 | 0.011 | 0.112 | 0.118 | 96.2 | 0.002 | 0.065 | 0.068 | 96.5 | ||
0.35 | Cox QI | −0.221 | 0.101 | 0.101 | 42.9 | −0.229 | 0.060 | 0.061 | 6.3 | |
JC | −0.364 | 0.112 | 0.112 | 14.2 | −0.375 | 0.067 | 0.067 | 0.1 | ||
CK | 0.007 | 0.109 | 0.107 | 96.0 | 0.000 | 0.065 | 0.065 | 96.0 | ||
Cox1 | 0.004 | 0.111 | 0.108 | 95.6 | −0.001 | 0.067 | 0.067 | 96.1 | ||
Cox2 | 0.009 | 0.112 | 0.120 | 96.9 | 0.001 | 0.066 | 0.067 | 96.4 | ||
30% | 0.2 | Cox QI | −0.060 | 0.105 | 0.107 | 91.6 | −0.061 | 0.068 | 0.067 | 82.8 |
JC | −0.084 | 0.109 | 0.113 | 85.4 | −0.093 | 0.068 | 0.068 | 71.4 | ||
CK | −0.002 | 0.112 | 0.114 | 95.5 | −0.001 | 0.071 | 0.071 | 95.4 | ||
Cox1 | −0.005 | 0.114 | 0.116 | 95.4 | −0.002 | 0.071 | 0.072 | 95.3 | ||
Cox2 | −0.003 | 0.114 | 0.117 | 95.5 | −0.001 | 0.071 | 0.072 | 96.1 | ||
0.35 | Cox QI | −0.188 | 0.097 | 0.109 | 56.9 | −0.188 | 0.065 | 0.068 | 20.4 | |
JC | −0.324 | 0.113 | 0.117 | 20.2 | −0.326 | 0.070 | 0.070 | 8.0 | ||
CK | −0.004 | 0.110 | 0.115 | 95.6 | −0.002 | 0.071 | 0.071 | 95.6 | ||
Cox1 | −0.007 | 0.111 | 0.117 | 96.1 | −0.003 | 0.071 | 0.072 | 96.1 | ||
Cox2 | −0.003 | 0.111 | 0.117 | 96.2 | −0.002 | 0.071 | 0.072 | 95.7 | ||
50% | 0.2 | Cox QI | −0.046 | 0.107 | 0.110 | 92.5 | −0.048 | 0.070 | 0.067 | 87.3 |
JC | −0.065 | 0.109 | 0.115 | 90.2 | −0.069 | 0.072 | 0.070 | 80.3 | ||
CK | −0.007 | 0.120 | 0.119 | 93.6 | −0.005 | 0.075 | 0.073 | 93.2 | ||
Cox1 | −0.011 | 0.121 | 0.121 | 94.1 | −0.007 | 0.076 | 0.074 | 93.8 | ||
Cox2 | −0.004 | 0.121 | 0.125 | 94.0 | −0.004 | 0.076 | 0.074 | 93.8 | ||
0.35 | Cox QI | −0.133 | 0.107 | 0.108 | 73.2 | −0.137 | 0.066 | 0.066 | 45.2 | |
JC | −0.243 | 0.117 | 0.119 | 45.4 | −0.248 | 0.072 | 0.072 | 7.8 | ||
CK | −0.089 | 0.117 | 0.119 | 94.9 | −0.006 | 0.074 | 0.073 | 94.0 | ||
Cox1 | −0.013 | 0.120 | 0.121 | 94.7 | −0.008 | 0.075 | 0.074 | 94.1 | ||
Cox2 | −0.008 | 0.118 | 0.127 | 95.4 | −0.005 | 0.074 | 0.074 | 94.2 |
τ, the post-truncation conditional Kendall’s tau; bias, empirical bias; ESE, empirical standard error; ASE, average of bootstrap standard error with size 500; CP, coverage (%) of 95% Wald confidence interval; JC, Jones & Crowley’s method; CK, unadjusted transformation via conditional Kendall’s tau; Cox1, adjusted transformation via Cox model with continuous T′(a); Cox2, adjusted transformation via Cox model with the first and second tertiles of T′(a).