Table 2.

Estimated regression coefficients for important covariates in model (14), standard errors and coverage probabilities (CPs) of 95% confidence intervals

					Model-based SE		95% CP
Method	Model Parameter	Point Estimate	Relative Bias	Empirical SE	Freq.	Bayes.	Freq.	Bayes.
Scenario 1: Full data, m = 40
DPL	β1	0.789	−0.014	0.167	0.129	0.129	0.93	0.93
	β2	0.807	0.008	0.156	0.135	0.135	0.92	0.92
	β5	0.787	−0.016	0.150	0.130	0.130	0.91	0.91
SCAD	β1	0.775	−0.031	0.141	0.116	-	0.89	-
	β2	0.789	−0.014	0.141	0.117	-	0.91	-
	β5	0.764	−0.045	0.145	0.115	-	0.82	-
Scenario 2: Full data, m = 60
DPL	β1	0.795	−0.006	0.098	0.103	0.103	0.94	0.94
	β2	0.807	0.009	0.101	0.105	0.105	0.93	0.93
	β5	0.795	−0.007	0.105	0.103	0.103	0.93	0.93
SCAD	β1	0.783	−0.021	0.105	0.096	-	0.90	-
	β2	0.795	−0.006	0.108	0.097	-	0.90	-
	β5	0.780	−0.025	0.115	0.097	-	0.89	-
Scenario 3: Missing data, m = 40
DPL	β1	0.780	−0.026	0.177	0.144	0.144	0.93	0.93
	β2	0.795	−0.006	0.151	0.151	0.151	0.96	0.96
	β5	0.782	−0.022	0.144	0.144	0.144	0.93	0.93
SCAD	β1	0.765	−0.043	0.163	0.120	-	0.81	-
	β2	0.776	−0.029	0.169	0.120	-	0.86	-
	β5	0.755	−0.056	0.169	0.115	-	0.85	-
Scenario 4: Independent data, m = 40
DPL	β1	0.773	−0.034	0.045	0.026	0.026	0.71	0.71
	β2	0.777	−0.029	0.048	0.028	0.028	0.77	0.77
	β5	0.773	−0.034	0.049	0.027	0.027	0.81	0.81
SCAD	β1	0.798	−0.002	0.028	0.025	-	0.91	-
	β2	0.804	0.005	0.033	0.027	-	0.87	-
	β5	0.800	0.000	0.028	0.025	-	0.91	-