FIGURE 1.

Illustration of the components of the biases using the data‐generating process from Example 2. Top left: $e(X)$ and $e^{\ast }(X)$ by X; top right: $e(X)/e^{\ast }(X)$ by X; bottom left: ${\mu }_1(X)$ and ${\mu }_1^{\ast }(X)$ by X; and bottom right: ${\mu }_1(X)$ and ${\mu }_1^{\ast }(X)$ by $e(X)/e^{\ast }(X)$