Table 1 Estimated bias, RMSE, SE and approximated 95% coverage probabilities for the TN frailty model with basal distribution PE under different scenarios (cases censoring 10% and 25%).

From: The multivariate shared truncated normal frailty model with application to medical data

Censoring

\(\theta\)

Parameter

Scenario 1

Scenario 2

Scenario 3

Bias

RMSE

SE

CP

Bias

RMSE

SE

CP

Bias

RMSE

SE

CP

\(10\%\)

0.20

\(\theta\)

−0.003

0.109

0.106

0.894

0.003

0.074

0.073

0.922

−0.011

0.081

0.076

0.887

\(\beta\)

0.005

0.299

0.286

0.941

−0.026

0.213

0.201

0.940

−0.020

0.201

0.193

0.945

\(\lambda _1\)

0.076

0.243

0.261

0.941

0.019

0.171

0.166

0.863

0.028

0.177

0.173

0.875

\(\lambda _2\)

0.053

0.645

0.599

0.877

0.071

0.460

0.413

0.854

0.049

0.483

0.445

0.874

\(\lambda _3\)

−0.073

0.462

0.414

0.857

−0.089

0.331

0.279

0.819

−0.059

0.333

0.290

0.848

0.50

\(\theta\)

−0.076

0.204

0.210

0.806

−0.044

0.150

0.152

0.871

−0.077

0.173

0.160

0.793

\(\beta\)

−0.053

0.322

0.287

0.913

−0.046

0.238

0.193

0.877

−0.044

0.206

0.188

0.918

\(\lambda _1\)

0.086

0.265

0.203

0.708

0.026

0.193

0.096

0.494

0.024

0.191

0.129

0.655

\(\lambda _2\)

0.058

0.741

0.457

0.615

0.004

0.511

0.224

0.425

0.022

0.558

0.341

0.604

\(\lambda _3\)

−0.224

0.595

0.377

0.601

−0.237

0.453

0.197

0.460

−0.186

0.448

0.255

0.598

0.75

\(\theta\)

−0.226

0.307

0.26

0.695

−0.172

0.237

0.202

0.750

−0.182

0.261

0.220

0.726

\(\beta\)

−0.082

0.329

0.282

0.888

−0.092

0.246

0.193

0.859

−0.047

0.213

0.186

0.920

\(\lambda _1\)

0.080

0.265

0.162

0.569

0.039

0.203

0.068

0.345

0.025

0.191

0.105

0.546

\(\lambda _2\)

−0.081

0.790

0.357

0.464

−0.048

0.538

0.15

0.278

−0.047

0.642

0.285

0.456

\(\lambda _3\)

−0.419

0.708

0.300

0.443

−0.413

0.578

0.153

0.304

−0.274

0.522

0.226

0.463

\(25\%\)

0.20

\(\theta\)

0.038

0.149

0.137

0.937

0.030

0.102

0.089

0.942

0.006

0.095

0.087

0.915

\(\beta\)

−0.052

0.344

0.307

0.917

−0.053

0.234

0.216

0.922

−0.044

0.225

0.210

0.940

\(\lambda _1\)

0.099

0.258

0.285

0.977

0.027

0.226

0.179

0.903

0.030

0.199

0.182

0.919

\(\lambda _2\)

0.086

0.673

0.647

0.924

0.066

0.467

0.455

0.915

0.047

0.491

0.482

0.932

\(\lambda _3\)

−0.119

0.548

0.478

0.852

−0.180

0.401

0.325

0.817

−0.154

0.400

0.330

0.829

0.50

\(\theta\)

−0.048

0.200

0.239

0.856

0.001

0.171

0.187

0.915

−0.045

0.187

0.185

0.830

\(\beta\)

−0.105

0.353

0.307

0.903

−0.103

0.261

0.217

0.886

−0.070

0.230

0.209

0.919

\(\lambda _1\)

0.107

0.277

0.248

0.823

0.037

0.184

0.141

0.717

0.044

0.187

0.168

0.831

\(\lambda _2\)

0.060

0.771

0.565

0.736

0.045

0.519

0.362

0.659

0.042

0.568

0.468

0.792

\(\lambda _3\)

−0.416

0.687

0.415

0.606

−0.398

0.554

0.274

0.508

−0.295

0.519

0.331

0.658

0.75

\(\theta\)

−0.195

0.288

0.298

0.771

−0.119

0.218

0.243

0.838

−0.173

0.254

0.241

0.763

\(\beta\)

−0.126

0.370

0.309

0.901

−0.117

0.272

0.216

0.876

−0.099

0.242

0.208

0.915

\(\lambda _1\)

0.104

0.277

0.229

0.762

0.050

0.207

0.122

0.590

0.040

0.201

0.149

0.720

\(\lambda _2\)

0.003

0.817

0.531

0.653

−0.025

0.541

0.299

0.531

−0.025

0.659

0.426

0.659

\(\lambda _3\)

−0.600

0.813

0.366

0.459

−0.561

0.672

0.225

0.353

−0.411

0.594

0.298

0.508