New Inference Procedures for Semiparametric Varying-Coefficient Partially Linear Cox Models

Table 2

Simulation results for scenario (I): bias, standard error (SE), standard deviation (SD), and coverage probability (CP).

𝛼1				𝛼3
	SCAD	HARD	𝐿1	SCAD	HARD	𝐿1
𝑛=200, CR=20%
bias	0.0738	0.0729	0.0527	0.0552	0.0475	0.0324
SE	0.0767	0.0767	0.0757	0.0567	0.0566	0.0558
SD	0.0635	0.0645	0.0631	0.0495	0.0501	0.0558
CP	0.96	0.91	0.91	0.90	0.89	0.88
𝑛=200, CR=30%
bias	0.0726	0.0726	0.0402	0.0480	0.0466	0.0280
SE	0.0824	0.0824	0.0812	0.0612	0.0612	0.0602
SD	0.0701	0.0721	0.0726	0.0618	0.0602	0.0613
CP	0.93	0.89	0.92	0.94	0.90	0.91