Table 3.
Bias, coverage, average width of 95% confidence interval (CI), and means square error (MSE) for the regression coefficient estimate for x under the correct assumption that the underlying distribution for x is bivariate normal
| Simple substitution of LOD | Distribution-based MI | Bayesian MI | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
| |||||||||||||
| sample size | % <LOD (x1, x2) | bias | CI coverage | CI width | bias | CI coverage | CI width | bias | CI coverage | CI width | MSEs | MSEs/MSEd | MSEs/MSEb |
| 50 | (10,20) | 0.0157 | 94.42 | 0.88 | 0.0021 | 95.10 | 0.80 | 0.0004 | 95.34 | 0.79 | 0.06 | 1.32 | 1.37 |
| (20,30) | 0.0227 | 94.62 | 0.97 | −0.0031 | 96.34 | 0.82 | −0.0057 | 96.42 | 0.81 | 0.07 | 1.66 | 1.76 | |
| (30,40) | 0.0327 | 94.32 | 1.08 | −0.0079 | 97.42 | 0.85 | −0.0118 | 97.62 | 0.83 | 0.09 | 2.17 | 2.38 | |
| (40,50) | 0.0457 | 94.12 | 1.23 | −0.0144 | 98.20 | 0.89 | −0.0203 | 98.40 | 0.85 | 0.12 | 3.01 | 3.46 | |
| (50,60) | 0.0624 | 94.00 | 1.43 | −0.0204 | 99.00 | 0.93 | −0.0272 | 98.98 | 0.87 | 0.16 | 4.43 | 5.31 | |
| (60,70) | 0.0905 | 93.76 | 1.73 | .* | . * | . * | −0.0362 | 99.34 | 0.89 | 0.27 | . * | 9.72 | |
| 200 | (10,20) | 0.0140 | 94.80 | 0.44 | 0.0004 | 95.60 | 0.39 | −0.0002 | 95.48 | 0.39 | 0.01 | 1.35 | 1.36 |
| (20,30) | 0.0218 | 94.64 | 0.48 | −0.0032 | 96.34 | 0.40 | −0.0043 | 96.52 | 0.40 | 0.02 | 1.69 | 1.73 | |
| (30,40) | 0.0304 | 94.54 | 0.54 | −0.0078 | 97.10 | 0.41 | −0.0093 | 97.24 | 0.41 | 0.02 | 2.22 | 2.27 | |
| (40,50) | 0.0405 | 94.38 | 0.60 | −0.0140 | 97.86 | 0.43 | −0.0153 | 97.58 | 0.43 | 0.03 | 2.96 | 3.08 | |
| (50,60) | 0.0523 | 94.12 | 0.70 | −0.0216 | 98.02 | 0.45 | −0.0234 | 98.02 | 0.44 | 0.04 | 4.07 | 4.22 | |
| (60,70) | 0.0673 | 94.18 | 0.83 | −0.0307 | 98.62 | 0.47 | −0.0335 | 98.66 | 0.46 | 0.05 | 6.15 | 6.43 | |
Note: The true regression coefficient for x is 0.1. MSEs is the MSE for the estimate based on simple substitution of LOD; MSEs/MSEd is the relative efficiency of distribution-based MI and simple substitution methods; MSEs/MSEb is the relative efficiency of Bayesian MI and simple substitution methods. The correct underlying distributional assumption for x is bivariate normal.
The results are not presented due to convergence problems in the estimation process when sample size is small and the degree of left-censoring is high.