Table 4.

Distributions of the covariates considered for the simulations.

	$X_1^F$	$X_1^G$	$X_2^F$	$X_2^F$
A.1	$\mathcal{U}(0,1)$	$\mathcal{U}(0,1)$	$\mathcal{U}(0,1)$	$\mathcal{U}(0,1)$
A.2	$\mathcal{U}(0.1,1.1)$	$\mathcal{U}(0.1,1.1)$	$\mathcal{U}(0.1,1.1)$	$\mathcal{U}(0.1,1.1)$
A.3	$\mathcal{U}(0.2,1.2)$	$\mathcal{U}(0.2,1.2)$	$\mathcal{U}(0.2,1.2)$	$\mathcal{U}(0.2,1.2)$
A.4	$\mathcal{U}(0.3,1.3)$	$\mathcal{U}(0.3,1.3)$	$\mathcal{U}(0.3,1.3)$	$\mathcal{U}(0.3,1.3)$
B.1	$\mathcal{N}(0.5,1/\sqrt{12})$	$\mathcal{N}(0.5,1/\sqrt{12})$	$\mathcal{N}(0.5,1/\sqrt{12})$	$\mathcal{N}(0.5,1/\sqrt{12})$
B.2	$\mathcal{N}(0.6,1/\sqrt{12})$	$\mathcal{N}(0.6,1/\sqrt{12})$	$\mathcal{N}(0.6,1/\sqrt{12})$	$\mathcal{N}(0.6,1/\sqrt{12})$
B.3	$\mathcal{N}(0.7,1/\sqrt{12})$	$\mathcal{N}(0.7,1/\sqrt{12})$	$\mathcal{N}(0.7,1/\sqrt{12})$	$\mathcal{N}(0.7,1/\sqrt{12})$
B.4	$\mathcal{N}(0.8,1/\sqrt{12})$	$\mathcal{N}(0.8,1/\sqrt{12})$	$\mathcal{N}(0.8,1/\sqrt{12})$	$\mathcal{N}(0.8,1/\sqrt{12})$
C.1	$\mathcal{N}(0.55,2/\sqrt{12})$	$\mathcal{N}(0.45,2/\sqrt{12})$	$\mathcal{N}(0.55,1/\sqrt{12})$	$\mathcal{N}(0.45,1/\sqrt{12})$
C.2	$\mathcal{N}(0.6,2/\sqrt{12})$	$\mathcal{N}(0.4,2/\sqrt{12})$	$\mathcal{N}(0.6,1/\sqrt{12})$	$\mathcal{N}(0.4,1/\sqrt{12})$
C.3	$\mathcal{N}(0.7,2/\sqrt{12})$	$\mathcal{N}(0.3,2/\sqrt{12})$	$\mathcal{N}(0.7,1/\sqrt{12})$	$\mathcal{N}(0.3,1/\sqrt{12})$
C.4	$\mathcal{N}(0.8,2/\sqrt{12})$	$\mathcal{N}(0.2,2/\sqrt{12})$	$\mathcal{N}(0.8,1/\sqrt{12})$	$\mathcal{N}(0.2,1/\sqrt{12})$

Note: Models D.1–D.4 are not included as they are a standardization of models C.1–C.4.