1 month | 2 months | 6 months | 12 months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Parameter | Censoring | Estimation | n | RB | Cov | SEIF | RB | Cov | SEIF | RB | Cov | SEIF | RB | Cov | SEIF |
log(λ) | 3% | MC | 500 | 3.0 | 95.5 | 0.8 | -3.2 | 94.9 | 1.6 | 7.8 | 94.9 | 6.4 | 17.7 | 94.7 | 16.8 |
1,000 | 0.0 | 94.7 | 0.8 | 3.5 | 94.3 | 1.7 | 2.6 | 95.6 | 6.4 | 14.5 | 94.9 | 16.7 | |||
10,000 | 0.4 | 95.4 | 0.8 | -0.3 | 94.9 | 1.7 | 2.9 | 95.5 | 6.4 | 14.2 | 91.0 | 16.8 | |||
MI | 500 | 3.0 | 95.5 | 0.8 | -3.4 | 94.9 | 1.6 | 5.7 | 94.9 | 6.4 | 11.1 | 95.0 | 16.8 | ||
1,000 | -0.1 | 94.8 | 0.8 | 3.3 | 94.3 | 1.7 | 1.0 | 95.4 | 6.4 | 8.2 | 94.8 | 16.7 | |||
10,000 | 0.3 | 95.4 | 0.8 | -0.3 | 94.9 | 1.7 | 1.3 | 95.6 | 6.4 | 8.0 | 94.0 | 16.8 | |||
6% | MC | 500 | 2.3 | 95.7 | 0.7 | 0.6 | 94.7 | 1.6 | 9.4 | 95.4 | 6.3 | 29.6 | 94.0 | 16.6 | |
1,000 | 0.4 | 94.8 | 0.7 | 1.2 | 95.5 | 1.6 | 9.1 | 95.7 | 6.3 | 29.6 | 94.0 | 16.7 | |||
10,000 | 1.1 | 94.7 | 0.8 | 0.7 | 94.6 | 1.7 | 9.0 | 94.0 | 6.3 | 30.7 | 77.6 | 16.8 | |||
MI | 500 | 2.2 | 95.7 | 0.7 | 0.4 | 94.7 | 1.6 | 6.9 | 95.2 | 6.3 | 19.7 | 94.6 | 16.8 | ||
1,000 | 0.3 | 94.7 | 0.7 | 1.1 | 95.5 | 1.6 | 7.2 | 95.7 | 6.3 | 21.3 | 94.6 | 16.9 | |||
10,000 | 1.0 | 94.7 | 0.8 | 0.5 | 94.6 | 1.7 | 6.8 | 95.0 | 6.4 | 22.5 | 85.7 | 17.0 | |||
9% | MC | 500 | 0.4 | 95.4 | 0.8 | -0.9 | 95.3 | 1.6 | 11.1 | 95.4 | 6.2 | 49.7 | 92.8 | 16.9 | |
1,000 | 0.6 | 95.4 | 0.7 | 0.9 | 95.4 | 1.5 | 12.2 | 95.0 | 6.2 | 46.7 | 91.8 | 16.8 | |||
10,000 | 0.7 | 95.1 | 0.8 | 1.5 | 94.9 | 1.6 | 12.2 | 91.9 | 6.2 | 45.7 | 57.1 | 16.8 | |||
MI | 500 | 0.3 | 95.4 | 0.8 | -0.9 | 95.4 | 1.6 | 8.3 | 95.4 | 6.3 | 39.3 | 93.8 | 17.2 | ||
1,000 | 0.6 | 95.4 | 0.7 | 0.5 | 95.4 | 1.5 | 9.5 | 95.1 | 6.3 | 35.9 | 93.3 | 17.1 | |||
10,000 | 0.5 | 95.1 | 0.8 | 1.2 | 94.8 | 1.6 | 9.4 | 93.4 | 6.3 | 34.9 | 73.7 | 17.1 | |||
γ | 3% | MC | 500 | 0.6 | 95.0 | 2.0 | 1.0 | 94.8 | 4.1 | 3.9 | 94.5 | 13.5 | 7.6 | 94.8 | 30.2 |
1,000 | 0.8 | 95.4 | 2.1 | 2.1 | 95.1 | 4.4 | 1.6 | 95.0 | 13.6 | 6.9 | 95.0 | 30.3 | |||
10,000 | -0.2 | 95.3 | 2.0 | 0.5 | 95.1 | 4.2 | 1.6 | 94.9 | 13.6 | 6.0 | 90.7 | 30.3 | |||
MI | 500 | 0.4 | 94.8 | 2.0 | 0.9 | 94.8 | 4.1 | 2.0 | 94.5 | 13.4 | 2.6 | 94.8 | 29.8 | ||
1,000 | 0.6 | 95.4 | 2.1 | 2.0 | 95.0 | 4.4 | -0.0 | 94.8 | 13.5 | 2.1 | 95.0 | 29.9 | |||
10,000 | -0.4 | 95.2 | 2.0 | 0.4 | 95.2 | 4.2 | -0.1 | 95.1 | 13.4 | 1.2 | 94.4 | 29.8 | |||
6% | MC | 500 | 2.4 | 95.7 | 2.0 | 1.7 | 94.6 | 4.1 | 6.4 | 94.8 | 14.1 | 12.8 | 94.1 | 31.6 | |
1,000 | -0.4 | 95.5 | 2.0 | 1.8 | 95.4 | 4.4 | 4.5 | 94.6 | 14.1 | 13.3 | 93.9 | 31.8 | |||
10,000 | 0.1 | 94.3 | 2.2 | 0.7 | 94.6 | 4.5 | 3.7 | 92.9 | 14.3 | 12.8 | 79.8 | 31.9 | |||
MI | 500 | 2.2 | 95.6 | 2.0 | 1.5 | 94.6 | 4.1 | 4.1 | 94.9 | 14.0 | 6.8 | 94.4 | 31.3 | ||
1,000 | -0.6 | 95.5 | 1.9 | 1.7 | 95.4 | 4.5 | 2.6 | 94.4 | 14.1 | 7.3 | 94.8 | 31.6 | |||
10,000 | -0.0 | 94.2 | 2.2 | 0.6 | 94.6 | 4.5 | 1.8 | 94.2 | 14.2 | 6.8 | 91.3 | 31.7 | |||
9% | MC | 500 | 3.9 | 95.6 | 2.6 | 3.0 | 95.7 | 4.7 | 6.1 | 95.4 | 15.2 | 20.3 | 92.4 | 33.8 | |
1,000 | 1.9 | 95.5 | 2.2 | 1.8 | 94.4 | 4.7 | 7.2 | 95.4 | 15.0 | 21.0 | 92.3 | 33.6 | |||
10,000 | -0.1 | 95.5 | 2.3 | 1.1 | 95.0 | 4.7 | 5.4 | 92.4 | 15.0 | 20.6 | 57.1 | 33.6 | |||
MI | 500 | 3.7 | 95.6 | 2.6 | 2.8 | 95.7 | 4.7 | 3.5 | 95.6 | 15.2 | 12.9 | 93.5 | 33.7 | ||
1,000 | 1.7 | 95.6 | 2.2 | 1.6 | 94.4 | 4.7 | 4.8 | 95.4 | 15.0 | 13.3 | 94.6 | 33.5 | |||
10,000 | -0.3 | 95.4 | 2.3 | 0.9 | 95.2 | 4.7 | 3.2 | 94.2 | 15.0 | 12.9 | 80.4 | 33.5 |