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Table 1 Simulation Variables: Φ(·) is the cumulative distribution functions for the standard normal distribution and F1 is the cumulative distribution function for the time-to-event that has log-hazard of β1,β2,β3 in periods 1,2 and 3 respectively

From: Time dependent hazard ratio estimation using instrumental variables without conditioning on an omitted covariate

Variable

Symbol

Generation

Correlated Uniform Marginals

(Y0,Y1)

copula(ρ)

Omitted Covariate

U

Φ−1(Y0)

Instrumental Variable

W

N(0,1)

Potential Outcome if not Exposed

T0

−log(Y0)

Potential Outcome if Exposed

T1

\(F_{1}^{-1}(Y_{1})\)

Exposure

X

Pr [X=1]= logistic (αUXU+αWXW)