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 | ||