Table 4 Results of the simulation study for 25% (\(p_M=0.25\)), 50% (\(p_M=0.5\)) and 75% (\(p_M=0.75\)) of patients with high marker level. The treatment HRs were \(\text{ HR}_{TM_{low}}=1\) and \(\text{ HR}_{TM_{high}}=0.75\), the interaction HR was \(\text{ HR}_{I}=0.75\), the marker effect among patients treated with the standard treatment was \(\text{ HR}_M=0.8\), the OR between marker and treatment was \(\text{ OR}_{MT}=0.5\), 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\(_{c}\)

p\(_{M}=0.25\)

Cox

200

0

\(-\) 2.7

0.1

20.4

33.8

15.0

97.2 (96.6)

1.8 (3.2)

8692

400

0

\(-\) 1.5

0

2.3

\(-\) 15.7

2.3

96.8 (95.3)

3.8 (6.6)

9855

600

0

\(-\) 0.2

0

\(-\) 2.8

\(-\) 18.4

\(-\) 2.0

95.9 (94.6)

6.2 (8.8)

9978

Firth

200

0

3.0

0

14.0

11.2

12.2

97.6 (96.0)

1.4 (4.2)

9946

400

0

0.9

0

3.1

3.4

3.3

97.0 (95.5)

3.1 (6.0)

9999

600

0

1.3

0

\(-\) 0.1

\(-\) 0.8

0.7

96.3 (95.1)

5.0 (7.4)

10000

p\(_{M}=0.5\)

Cox

200

0

\(-\) 1.4

0

\(-\) 1.4

\(-\) 20.3

\(-\) 1.7

95.9 (94.7)

4.9 (7.1)

9900

400

0

\(-\) 3.0

0

\(-\) 2.6

\(-\) 11.9

\(-\) 3.1

95.0 (94.5)

7.9 (9.2)

9999

600

0

\(-\) 1.3

0

\(-\) 2.4

\(-\) 8.2

\(-\) 2.0

94.9 (94.5)

10.2 (11.1)

10,000

Firth

200

0

4.9

0

2.7

2.9

3.6

96.8 (95.1)

3.5 (6.0)

9998

400

0

\(-\) 0.1

0

1.4

1.7

0.5

95.7 (94.7)

6.3 (7.9)

10,000

600

0

0.7

0

0.2

0.5

0.3

95.3 (94.9)

8.7 (10.1)

10,000

p\(_{M}=0.75\)

Cox

200

0

5.2

0

\(-\) 1.5

0.6

6.6

97.2 (96.2)

2.7 (4.6)

9477

400

0

\(-\) 2.2

0

\(-\) 0.8

\(-\) 8.2

\(-\) 0.5

95.7 (95.0)

5.9 (7.6)

9911

600

0

\(-\) 2.3

0

\(-\) 0.8

\(-\) 9.6

\(-\) 1.8

95.4 (94.9)

8.8 (10.1)

9984

Firth

200

0

6.3

0

5.5

20.7

10.9

97.6 (96.3)

2.1 (4.0)

9792

400

0

1.7

0

2.3

6.7

3.0

96.3 (95.3)

4.9 (6.6)

9947

600

0

0.6

0

1.2

1.1

0.9

95.9 (95.2)

7.5 (9.1)

9988

  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: \(\text{ HR}_{TM_{low}}=1\), \(\text{ HR}_{TM_{high}}=0.75\), \(\text{ HR}_{I}=0.75\), \(\text{ HR}_M=0.8\), \(\text{ OR}_{MT}=0.5\), \(p_c=0.2\).
  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.