Table 3 Results of the simulation study for a protective (\(\text{ HR}_M=0.6\)), a null (\(\text{ HR}_M=1\)) and a harmful (\(\text{ HR}_M=3\)) marker effect among patients treated with the standard treatment. The treatment HRs were \(\text{ HR}_{TM_{low}}=1\) and \(\text{ HR}_{TM_{high}}=0.25\), the interaction HR was \(\text{ HR}_{I}=0.25\), the OR between marker and treatment was \(\text{ OR}_{MT}=1\), the proportion of patients with high marker level was \(p_{M}=0.25\), and the proportion of censored patients with low marker level receiving standard treatment was \(p_c=0.2\).

From: Cox proportional hazards regression in small studies of predictive biomarkers

  

Bias\(^\text {a}\)

Coverage (%)

Power (%)

 
 

n

\(\widehat{\beta }_{TM_{low}}\)

SE(\(\widehat{\beta }_{TM_{low}}\))

\(\widehat{\beta }_{TM_{high}}\)

SE(\(\widehat{\beta }_{TM_{high}}\))

\(\widehat{\beta }_{I}\)

SE(\(\widehat{\beta }_{I}\))

Wald (PL)

Wald (PL)

N\(_{c}\)

HR\(_M=0.6\)

Cox

200

0

\(-\) 1.2

0.6

60.2

46.5

45.7

96.6 (96.6)

2.5 (5.0)

4912

400

0

\(-\) 1.2

0.2

35.3

16.4

31.0

96.8 (96.9)

12.6 (23.1)

7671

600

0

\(-\) 0.7

0

22.8

1.6

21.2

97.2 (97.3)

33.0 (46.0)

8895

Firth

200

0

3.6

0.3

42.8

19.0

37.3

97.6 (96.7)

2.4 (11.3)

9703

400

0

0.8

0.1

22.8

5.2

21.1

96.9 (96.8)

12.2 (29.3)

9995

600

0

1.2

0

12.7

0.5

12.3

97.0 (96.6)

31.6 (46.6)

10,000

HR\(_M=1\)

Cox

200

0

\(-\) 1.1

0.3

39.3

23.9

30.0

96.6 (96.7)

8.5 (15.2)

6950

400

0

\(-\) 1.4

0

19.4

0

16.8

97.2 (97.1)

35.6 (46.3)

9129

600

0

\(-\) 0.6

\(-\) 0.1

6.9

\(-\) 5.7

6.5

96.8 (96.0)

61.6 (68.1)

9750

Firth

200

0

3.2

0.1

28.3

8.6

24.8

97.2 (96.6)

7.5 (21.5)

9969

400

0

0.6

0

11.0

0.8

9.9

97.0 (96.1)

33.7 (46.5)

9999

600

0

1.1

0

4.3

\(-\) 0.5

4.2

96.5 (95.3)

59.3 (65.8)

10,000

HR\(_M=3\)

Cox

200

0

\(-\) 1.9

\(-\) 0.1

7.8

\(-\) 4.2

4.8

96.4 (95.6)

44.7 (50.2)

9724

400

0

\(-\) 1.7

0

\(-\) 2.4

\(-\) 3.7

\(-\) 2.1

95.5 (94.7)

79.4 (81.0)

9991

600

0

\(-\) 0.5

0

\(-\) 1.2

\(-\) 3.2

\(-\) 0.4

95.7 (95.1)

93.8 (94.3)

10,000

Firth

200

0

2.5

0

6.5

0.7

5.2

96.6 (95.1)

41.5 (48.8)

10,000

400

0

0.2

0

1.0

0.4

0.9

95.7 (94.9)

77.5 (80.0)

10,000

600

0

0.8

0

1.8

\(-\) 0.5

2.2

96.1 (95.5)

93.3 (94.0)

10,000

  1. \(^\text {a}\)Bias for \(\widehat{\beta }_{TM_{low}}\), \(\widehat{\beta }_{TM_{high}}\) and relative bias (%) for SE(\(\widehat{\beta }_{TM_{low}}\)), SE(\(\widehat{\beta }_{TM_{high}}\)), \(\widehat{\beta }_{I}\), SE(\(\widehat{\beta }_{I}\)).
  2. Other parameters: \(\text{ HR}_{TM_{low}}=1\), \(\text{ HR}_{TM_{high}}=0.25\), \(\text{ HR}_{I}=0.25\), \(\text{ OR}_{MT}=1\), \(p_{M}=0.25\), \(p_c=0.2\).
  3. HR hazard ratio, n number of patients per dataset, \(N_c\) number of converged models, OR odds ratio, PL profile likelihood, SE standard error.