Table 3

Simulation results of the JM and TS methods in case 2. Average θ^ is the average value of parameter estimates in 500 MC replications; SD is the MC standard deviation of the estimates across simulated data sets; SDb is the mean of bootstrap standard deviations calculated on bootstrap samples for each MC sample; CP is the 95% coverage probability defined as the percentage of repetitions in which true value falls into the calculated confidence interval.

JM
TS
Trueθ^SDSDbCPθ^SDSDbCP
Survival
γ1=0.4–0.41900.15640.15490.948–0.42220.15560.15370.936
γ2=0.1–0.11800.13970.14170.944–0.12020.13930.14100.942
γ3=0.710.71950.10160.10130.9460.72880.10150.10120.940
γ4=0.220.20250.13270.13190.9500.19940.13260.13190.948
γ5=0.360.32210.20360.21380.9460.31570.20320.21370.944
α1=0.370.34160.14410.13840.9340.32360.13890.13320.920
α2=0.230.20370.08440.08270.9320.17580.08450.08230.870
Longitudinal
β1=6.26.19320.12410.12420.9466.19440.12420.12400.948
β2=4.54.49540.12120.12210.9464.49470.12110.12210.948
β3=5.04.99460.11990.12230.9404.99500.11990.12220.940
β4=4.74.69510.12310.12260.9444.69360.12310.12280.944
β5=5.04.99500.12600.12640.9444.99070.12620.12620.946
β6=4.54.48600.12780.12760.9464.48510.12780.12770.946
β1(1)=6.86.79880.13010.12760.9426.78870.13010.12750.942
β2(1)=4.24.19390.12140.12170.9404.19350.12140.12160.940
β3(1)=4.54.49350.12120.12220.9364.49390.12120.12140.934
β4(1)=4.14.09760.12340.12400.9484.09680.12340.12380.944
β5(1)=4.54.49110.13070.13160.9444.49220.13080.13150.946
β6(1)=4.24.19550.13530.13570.9484.19500.13520.13540.946
β1(2)=6.46.39590.12770.12780.9506.39690.12780.12770.948
β2(2)=4.54.49510.12090.12180.9343.01240.12090.12180.934
β3(2)=4.64.59250.12080.12170.9364.59310.12080.12170.936
β4(2)=4.14.09720.12460.12430.9404.09610.12460.12450.940
β5(2)=4.54.49010.13310.13300.9424.49150.13320.13290.946
β6(2)=4.34.29200.13310.13350.9364.29140.13310.13350.938
η1=0.05–0.04950.00840.00850.952–0.04960.00840.00850.952
η2=0.030.02970.01240.01110.9480.02970.01240.01120.948
η3=0.090.09070.01720.01750.9420.09080.01720.01750.940
ξ=0.080.08010.00420.00420.9480.07990.00420.00420.978
D22=0.20.19930.00620.00630.9420.19950.00620.00640.946
D33=0.20.19940.00700.00690.9540.19970.00710.00690.958
D44=0.40.39880.01600.01700.9520.39930.01600.01700.952
D55=0.50.49750.02680.02630.9540.49710.02680.02640.950
D66=0.30.29750.03200.03220.9520.29760.03200.03230.952
σ2=0.17640.17640.00100.00100.9300.17640.00100.00100.930
JM
TS
Trueθ^SDSDbCPθ^SDSDbCP
Survival
γ1=0.4–0.41900.15640.15490.948–0.42220.15560.15370.936
γ2=0.1–0.11800.13970.14170.944–0.12020.13930.14100.942
γ3=0.710.71950.10160.10130.9460.72880.10150.10120.940
γ4=0.220.20250.13270.13190.9500.19940.13260.13190.948
γ5=0.360.32210.20360.21380.9460.31570.20320.21370.944
α1=0.370.34160.14410.13840.9340.32360.13890.13320.920
α2=0.230.20370.08440.08270.9320.17580.08450.08230.870
Longitudinal
β1=6.26.19320.12410.12420.9466.19440.12420.12400.948
β2=4.54.49540.12120.12210.9464.49470.12110.12210.948
β3=5.04.99460.11990.12230.9404.99500.11990.12220.940
β4=4.74.69510.12310.12260.9444.69360.12310.12280.944
β5=5.04.99500.12600.12640.9444.99070.12620.12620.946
β6=4.54.48600.12780.12760.9464.48510.12780.12770.946
β1(1)=6.86.79880.13010.12760.9426.78870.13010.12750.942
β2(1)=4.24.19390.12140.12170.9404.19350.12140.12160.940
β3(1)=4.54.49350.12120.12220.9364.49390.12120.12140.934
β4(1)=4.14.09760.12340.12400.9484.09680.12340.12380.944
β5(1)=4.54.49110.13070.13160.9444.49220.13080.13150.946
β6(1)=4.24.19550.13530.13570.9484.19500.13520.13540.946
β1(2)=6.46.39590.12770.12780.9506.39690.12780.12770.948
β2(2)=4.54.49510.12090.12180.9343.01240.12090.12180.934
β3(2)=4.64.59250.12080.12170.9364.59310.12080.12170.936
β4(2)=4.14.09720.12460.12430.9404.09610.12460.12450.940
β5(2)=4.54.49010.13310.13300.9424.49150.13320.13290.946
β6(2)=4.34.29200.13310.13350.9364.29140.13310.13350.938
η1=0.05–0.04950.00840.00850.952–0.04960.00840.00850.952
η2=0.030.02970.01240.01110.9480.02970.01240.01120.948
η3=0.090.09070.01720.01750.9420.09080.01720.01750.940
ξ=0.080.08010.00420.00420.9480.07990.00420.00420.978
D22=0.20.19930.00620.00630.9420.19950.00620.00640.946
D33=0.20.19940.00700.00690.9540.19970.00710.00690.958
D44=0.40.39880.01600.01700.9520.39930.01600.01700.952
D55=0.50.49750.02680.02630.9540.49710.02680.02640.950
D66=0.30.29750.03200.03220.9520.29760.03200.03230.952
σ2=0.17640.17640.00100.00100.9300.17640.00100.00100.930
Table 3

Simulation results of the JM and TS methods in case 2. Average θ^ is the average value of parameter estimates in 500 MC replications; SD is the MC standard deviation of the estimates across simulated data sets; SDb is the mean of bootstrap standard deviations calculated on bootstrap samples for each MC sample; CP is the 95% coverage probability defined as the percentage of repetitions in which true value falls into the calculated confidence interval.

JM
TS
Trueθ^SDSDbCPθ^SDSDbCP
Survival
γ1=0.4–0.41900.15640.15490.948–0.42220.15560.15370.936
γ2=0.1–0.11800.13970.14170.944–0.12020.13930.14100.942
γ3=0.710.71950.10160.10130.9460.72880.10150.10120.940
γ4=0.220.20250.13270.13190.9500.19940.13260.13190.948
γ5=0.360.32210.20360.21380.9460.31570.20320.21370.944
α1=0.370.34160.14410.13840.9340.32360.13890.13320.920
α2=0.230.20370.08440.08270.9320.17580.08450.08230.870
Longitudinal
β1=6.26.19320.12410.12420.9466.19440.12420.12400.948
β2=4.54.49540.12120.12210.9464.49470.12110.12210.948
β3=5.04.99460.11990.12230.9404.99500.11990.12220.940
β4=4.74.69510.12310.12260.9444.69360.12310.12280.944
β5=5.04.99500.12600.12640.9444.99070.12620.12620.946
β6=4.54.48600.12780.12760.9464.48510.12780.12770.946
β1(1)=6.86.79880.13010.12760.9426.78870.13010.12750.942
β2(1)=4.24.19390.12140.12170.9404.19350.12140.12160.940
β3(1)=4.54.49350.12120.12220.9364.49390.12120.12140.934
β4(1)=4.14.09760.12340.12400.9484.09680.12340.12380.944
β5(1)=4.54.49110.13070.13160.9444.49220.13080.13150.946
β6(1)=4.24.19550.13530.13570.9484.19500.13520.13540.946
β1(2)=6.46.39590.12770.12780.9506.39690.12780.12770.948
β2(2)=4.54.49510.12090.12180.9343.01240.12090.12180.934
β3(2)=4.64.59250.12080.12170.9364.59310.12080.12170.936
β4(2)=4.14.09720.12460.12430.9404.09610.12460.12450.940
β5(2)=4.54.49010.13310.13300.9424.49150.13320.13290.946
β6(2)=4.34.29200.13310.13350.9364.29140.13310.13350.938
η1=0.05–0.04950.00840.00850.952–0.04960.00840.00850.952
η2=0.030.02970.01240.01110.9480.02970.01240.01120.948
η3=0.090.09070.01720.01750.9420.09080.01720.01750.940
ξ=0.080.08010.00420.00420.9480.07990.00420.00420.978
D22=0.20.19930.00620.00630.9420.19950.00620.00640.946
D33=0.20.19940.00700.00690.9540.19970.00710.00690.958
D44=0.40.39880.01600.01700.9520.39930.01600.01700.952
D55=0.50.49750.02680.02630.9540.49710.02680.02640.950
D66=0.30.29750.03200.03220.9520.29760.03200.03230.952
σ2=0.17640.17640.00100.00100.9300.17640.00100.00100.930
JM
TS
Trueθ^SDSDbCPθ^SDSDbCP
Survival
γ1=0.4–0.41900.15640.15490.948–0.42220.15560.15370.936
γ2=0.1–0.11800.13970.14170.944–0.12020.13930.14100.942
γ3=0.710.71950.10160.10130.9460.72880.10150.10120.940
γ4=0.220.20250.13270.13190.9500.19940.13260.13190.948
γ5=0.360.32210.20360.21380.9460.31570.20320.21370.944
α1=0.370.34160.14410.13840.9340.32360.13890.13320.920
α2=0.230.20370.08440.08270.9320.17580.08450.08230.870
Longitudinal
β1=6.26.19320.12410.12420.9466.19440.12420.12400.948
β2=4.54.49540.12120.12210.9464.49470.12110.12210.948
β3=5.04.99460.11990.12230.9404.99500.11990.12220.940
β4=4.74.69510.12310.12260.9444.69360.12310.12280.944
β5=5.04.99500.12600.12640.9444.99070.12620.12620.946
β6=4.54.48600.12780.12760.9464.48510.12780.12770.946
β1(1)=6.86.79880.13010.12760.9426.78870.13010.12750.942
β2(1)=4.24.19390.12140.12170.9404.19350.12140.12160.940
β3(1)=4.54.49350.12120.12220.9364.49390.12120.12140.934
β4(1)=4.14.09760.12340.12400.9484.09680.12340.12380.944
β5(1)=4.54.49110.13070.13160.9444.49220.13080.13150.946
β6(1)=4.24.19550.13530.13570.9484.19500.13520.13540.946
β1(2)=6.46.39590.12770.12780.9506.39690.12780.12770.948
β2(2)=4.54.49510.12090.12180.9343.01240.12090.12180.934
β3(2)=4.64.59250.12080.12170.9364.59310.12080.12170.936
β4(2)=4.14.09720.12460.12430.9404.09610.12460.12450.940
β5(2)=4.54.49010.13310.13300.9424.49150.13320.13290.946
β6(2)=4.34.29200.13310.13350.9364.29140.13310.13350.938
η1=0.05–0.04950.00840.00850.952–0.04960.00840.00850.952
η2=0.030.02970.01240.01110.9480.02970.01240.01120.948
η3=0.090.09070.01720.01750.9420.09080.01720.01750.940
ξ=0.080.08010.00420.00420.9480.07990.00420.00420.978
D22=0.20.19930.00620.00630.9420.19950.00620.00640.946
D33=0.20.19940.00700.00690.9540.19970.00710.00690.958
D44=0.40.39880.01600.01700.9520.39930.01600.01700.952
D55=0.50.49750.02680.02630.9540.49710.02680.02640.950
D66=0.30.29750.03200.03220.9520.29760.03200.03230.952
σ2=0.17640.17640.00100.00100.9300.17640.00100.00100.930
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