
BIAS

$\sqrt{\mathit{\text{MSE}}}$
 


PV

Cox

Cox

PV

Cox

Cox


r c s(t)

log(t)

r c s(t)

r c s(t)

log(t)

r c s(t)

200

0.0290

0.0036

0.0151

0.0792

0.0689

0.1403

400

0.0248

0.0108

0.0188

0.0730

0.0657

0.1119

600

0.0185

0.0134

0.0242

0.0730

0.0657

0.1119


Width

Coverage
 

PV

Cox

Cox

PV

Cox

Cox


r c s(t)

log(t)

r c s(t)

r c s(t)

log(t)

r c s(t)

200

0.2899

0.2700

0.5162

0.9270

0.9530

0.9120

400

0.2747

0.2528

0.4211

0.9470

0.9500

0.9170

600

0.2158

0.1860

0.3256

0.9410

0.9410

0.9300

 The effect of Z is multiplied by log(t). CGPM was adopted using the Cox proportional hazard regression model with the time dependent effect of Z specified in two ways: (1) with an interaction between Z and log(t), corresponding to the generating model; (2) with and interaction between Z and a restricted cubic spline of time (rcs(t)). PV model was adopted with identity link. Pseudo times were fixed at quantiles 5%, 25%, 50%, 75%, 95% of the failure time distribution. The Z covariate was inserted with an interaction with the baseline risk function modelled with a restricted cubic spline with 3 knots, giving an estimated risk difference varying through followup time, RD(t).