Table I.

Mean bias and MSE of estimated regression parameters with two independent variables following a normal distribution.

Sample size, method	Mean bias			MSE
	β0	β1	β2	β0	β1	β2
$n=300(m_1^{\ast }=m_2^{†}=m_3^{‡}=100)$, New	−0.190	−0.016	0.041	14.808	1.708	2.763
$n=300(m_1^{\ast }=m_2^{†}=m_3^{‡}=100)$, SHR	0.486	−0.033	−0.090	26.897	0.939	1.527
$n=3000(m_1^{\ast }=m_2^{†}=m_3^{‡}=1000)$, New	0.031	0.000	−0.007	1.346	0.033	0.067
$n=3000(m_1^{\ast }=m_2^{†}=m_3^{‡}=1000)$, SHR	0.050	−0.004	−0.009	2.628	0.079	0.139

^*The sample size for subsets with only outcome Y and predictor X₁.

^†The sample size for subsets with only outcome Y and predictor X₂.

^‡The sample size for subsets with only predictors X₁ and X₂.