Table 3. Standard vs. Augmented GEE, Continuous Outcome: 30 & 100 clusters, ρ₀ = 0.05, ρ₁ = 0.10, β₁ = 1.3239.

Std: unaugmented. C,F,B,W: augmented with ‘Correct’, ‘Forward’ selected, ‘Backward’ selected, or ‘Wrong’ models. Ind: independence, Exch: exchangeable with single correlation parameter. Exch-TS: exchangeable with treatment-specific parameter. SE₁: average unadjusted sandwich SE, SE₂: average sandwich SE with nuisance parameter adjustment, SE₃: average sandwich SE with small-sample adjustment, SE₄: average sandwich SE with small-sample and nuisance adjustments. MC SE: Monte Carlo standard deviation. MC RE: square of the Monte Carlo SE of the Std(Exch) estimator divided by the Monte Carlo SE for the indicated estimator. Cov. U: SE₁ coverage, Cov. A: SE₃ and SE₄ coverage for unaugmented and augmented GEE, respectively.

m=30	${\widehat{\beta }}_1$	Bias	SE1	SE2	SE3	SE4	MC SE	MC RE	Cov. U	Cov. A
Std(Exch)	1.324	0.000	0.156	-	0.165	-	0.165	1.000	0.933	0.949
Std(Exch-TS)	1.325	−0.001	0.158	-	0.166	-	0.164	1.004	0.934	0.949
C(Ind)	1.324	−0.001	0.135	0.138	0.140	0.144	0.151	1.194	0.912	0.929
F(Ind)	1.325	−0.001	0.132	0.136	0.137	0.142	0.153	1.162	0.895	0.922
B(Ind)	1.325	−0.001	0.132	0.137	0.137	0.142	0.154	1.149	0.893	0.918
W(Ind)	1.321	0.003	0.143	0.151	0.150	0.158	0.160	1.057	0.911	0.937
C(Exch)	1.328	−0.004	0.130	0.132	0.134	0.137	0.147	1.248	0.909	0.927
F(Exch)	1.328	−0.004	0.128	0.131	0.132	0.135	0.149	1.219	0.898	0.917
B(Exch)	1.328	−0.004	0.128	0.131	0.132	0.135	0.150	1.205	0.893	0.915
W(Exch)	1.326	−0.002	0.139	0.145	0.144	0.150	0.156	1.110	0.904	0.928
C(Exch-TS)	1.329	−0.005	0.134	0.138	0.137	0.143	0.149	1.223	0.914	0.925
F(Exch-TS)	1.329	−0.005	0.133	0.137	0.135	0.142	0.151	1.198	0.895	0.915
B(Exch-TS)	1.329	−0.005	0.132	0.137	0.135	0.142	0.151	1.186	0.890	0.910
W(Exch-TS)	1.328	−0.004	0.142	0.148	0.146	0.154	0.159	1.078	0.900	0.927
m=100	${\widehat{\beta }}_1$	Bias	SE1	SE2	SE3	SE4	MC SE	MC RE	Cov. U	Cov. A
Std(Exch)	1.3261	−0.002	0.088	-	0.090	-	0.090	1.000	0.943	0.946
Std(Exch-TS)	1.3265	−0.003	0.088	-	0.089	-	0.090	1.001	0.942	0.945
C(Ind)	1.3276	−0.004	0.077	0.077	0.078	0.078	0.078	1.333	0.942	0.947
F(Ind)	1.3280	−0.004	0.076	0.077	0.077	0.078	0.079	1.296	0.937	0.943
B(Ind)	1.3279	−0.004	0.076	0.077	0.077	0.078	0.079	1.297	0.937	0.944
W(Ind)	1.3266	−0.003	0.083	0.084	0.084	0.085	0.088	1.048	0.935	0.945
C(Exch)	1.3281	−0.004	0.074	0.074	0.075	0.075	0.075	1.449	0.944	0.945
F(Exch)	1.3286	−0.005	0.073	0.074	0.074	0.075	0.076	1.409	0.933	0.941
B(Exch)	1.3286	−0.005	0.073	0.074	0.074	0.075	0.076	1.410	0.932	0.94
W(Exch)	1.3269	−0.003	0.080	0.081	0.080	0.082	0.083	1.166	0.936	0.943
C(Exch-TS)	1.3282	−0.004	0.074	0.074	0.074	0.075	0.074	1.452	0.946	0.95
F(Exch-TS)	1.3288	−0.005	0.073	0.074	0.074	0.075	0.075	1.412	0.937	0.943
B(Exch-TS)	1.3287	−0.005	0.073	0.074	0.074	0.075	0.075	1.413	0.936	0.943
W(Exch-TS)	1.3273	−0.003	0.079	0.080	0.080	0.081	0.083	1.168	0.934	0.943