Table 5.
Square root of mean square error (RMSE) relative to RMSE of fully-weighted estimator, and true coverage of the 95% CI or PPI of population linear regression slope estimator under the misspecified model βC that favors weight trimming. (Dotted line indicates 95% interval for 200 simulations of a binomial with a 95% success rate.)
| RMSE relative to FWT | True Coverage | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Variance log10 | Variance log10 | |||||||||
| Estimator | 1 | 2 | 3 | 4 | 5 | 1 | 2 | 3 | 4 | 5 |
| UNWT | 15.27 | 4.68 | 1.75 | 0.61 | 0.57 | 0 | 0 | 16 | 87 | 96 |
| FWT | 1 | 1 | 1 | 1 | 1 | 96 | 92 | 94 | 95 | 94 |
| TWT3 | 5.45 | 1.83 | 0.80 | 0.61 | 0.57 | 0 | 22 | 95 | 98 | 98 |
| TWT7 | 2.72 | 1.18 | 0.73 | 0.74 | 0.66 | 19 | 82 | 98 | 96 | 98 |
| PWT | 0.99 | 0.98 | 0.97 | 0.93 | 0.93 | 96 | 94 | 96 | 96 | 96 |
| PWTF1 | 1.00 | 1.01 | 1.00 | 0.73 | 0.55 | 90 | 88 | 91 | 92 | 97 |
| PWTF2 | 0.94 | 0.90 | 0.84 | 0.72 | 0.70 | 96 | 94 | 96 | 96 | 99 |