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Scenario 2: True and estimated values of regression coefficients .
| Method 1 (Retains covariates 1 and 2) | Method 2 (Discards covariates 1 and 2) | ||
|---|---|---|---|
| Predictors | True value | Mean | Mean |
| Intercept | 1.80 | 1.80 | 1.82 |
| 1 | 0.50 | 0.39 | – |
| 2 | −0.25 | −0.12 | – |
| 3 | 0.00 | 0.03 | 0.32 |
| 4 | 0.00 | 0.00 | −0.01 |
| 5 | 0.00 | 0.00 | 0.01 |
| 6 | 0.00 | 0.00 | 0.00 |
| 7 | 0.00 | 0.00 | 0.01 |
| 8 | 0.00 | 0.00 | 0.00 |
| 9 | 0.00 | 0.00 | 0.01 |
| 10 | 0.00 | 0.00 | 0.00 |
| 11 | 0.00 | 0.00 | 0.00 |
| 12 | 0.00 | 0.00 | 0.00 |
