Table 4.
n = 200 | n = 500 | ||||||||
---|---|---|---|---|---|---|---|---|---|
τ | Method | bias | ESE | ASE | CP | bias | ESE | ASE | CP |
censoring = 0% | |||||||||
0.2 | Cox QI | −0.095 | 0.095 | 0.095 | 83.5 | −0.100 | 0.054 | 0.058 | 62.4 |
JC | −0.046 | 0.106 | 0.105 | 93.6 | −0.056 | 0.059 | 0.064 | 88.9 | |
CK | −0.020 | 0.097 | 0.097 | 94.6 | −0.027 | 0.056 | 0.060 | 94.9 | |
Cox1 | 0.007 | 0.104 | 0.104 | 95.8 | 0.001 | 0.061 | 0.064 | 96.0 | |
Cox2 | 0.024 | 0.117 | 0.124 | 95.5 | 0.022 | 0.062 | 0.071 | 97.1 | |
0.35 | Cox QI | 0.151 | 0.115 | 0.114 | 77.1 | 0.143 | 0.075 | 0.071 | 51.0 |
JC | 0.500 | 0.185 | 0.171 | 22.2 | 0.441 | 0.118 | 0.107 | 6.0 | |
CK | 0.237 | 0.130 | 0.127 | 56.4 | 0.226 | 0.083 | 0.080 | 22.3 | |
Cox1 | 0.193 | 0.138 | 0.134 | 82.9 | 0.193 | 0.087 | 0.084 | 57.9 | |
Cox2 | 0.187 | 0.195 | 0.195 | 85.4 | 0.164 | 0.155 | 0.146 | 78.8 | |
censoring = 15% | |||||||||
0.2 | Cox QI | −0.109 | 0.108 | 0.109 | 82.2 | −0.125 | 0.068 | 0.066 | 54.4 |
JC | −0.050 | 0.120 | 0.122 | 93.9 | −0.080 | 0.075 | 0.073 | 81.1 | |
CK | −0.062 | 0.145 | 0.142 | 92.6 | −0.072 | 0.089 | 0.086 | 86.7 | |
Cox1 | −0.036 | 0.155 | 0.152 | 94.6 | −0.044 | 0.095 | 0.093 | 91.9 | |
Cox2 | −0.031 | 0.178 | 0.190 | 95.4 | −0.029 | 0.097 | 0.106 | 95.6 | |
0.35 | Cox QI | 0.027 | 0.129 | 0.131 | 95.1 | 0.015 | 0.079 | 0.079 | 95.0 |
JC | 0.197 | 0.163 | 0.166 | 82.6 | 0.158 | 0.100 | 0.099 | 67.2 | |
CK | 0.080 | 0.170 | 0.169 | 94.7 | 0.070 | 0.104 | 0.104 | 91.1 | |
Cox1 | 0.090 | 0.180 | 0.178 | 93.8 | 0.084 | 0.110 | 0.109 | 92.5 | |
Cox2 | 0.099 | 0.207 | 0.214 | 95.8 | 0.111 | 0.130 | 0.136 | 91.2 |
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).