Simulation results of the IPW and AIPW estimates of θ(·) using an incorrectly specified π model and/or an incorrectly specified δ = E(Y|Z, U) model, based on 500 replications with sample size n = 500. The left panel is for case 1 (identity link) and the right panel is for case 2 (logit link): —— the true θ(z), – – – the AIPW kernel estimator when the model for π(Z, U) is misspecified, – · – · the AIPW kernel estimator when the model for E[Y|Z, U] is misspecified, - - - the AIPW kernel estimator when both models are misspecified, and · · · · the IPW kernel estimator when the model for π(Z, U) is misspecified.