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Empirical point-wise variances of the IPW and AIPW estimates of θ(·), based on 500 replications with sample size n = 500. The top panel is for case 1 (identity link), while the bottom panel is for case 2 (logit link): —— the IPW kernel estimate, – – – the AIPW kernel estimate, and · · · · · the kernel estimate when there is no missing data.
