Table 2.
Simulation Study B Non-Normal Measurement Error with Normal or Non-Normal True Covariate Results for Slope Parameter β1 – Sample Size n=200, Validation Sample Size m=70
M | MD | Emp-SD | IQ-SD | 95% CI | F | M | MD | Emp-SD | IQ-SD | 95% CI | F | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
X ~ N (0, 1) and ε ~ DBLEXP(γ)
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γ = 0.5
|
γ = 1.0
|
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Naive | 0.6378 | 0.6287 | 0.1609 | 0.1517 | 0.334 | 0 | 0.4659 | 0.4598 | 0.1370 | 0.1349 | 0.039 | 0 |
RECS | 1.0684 | 0.9986 | 0.3611 | 0.3264 | 0.948 | 0 | 1.1362 | 1.0089 | 0.5714 | 0.4335 | 0.933 | 6 |
N&S | 1.0471 | 1.0126 | 0.2970 | 0.3293 | 0.888 | 0 | 0.9625 | 1.0099 | 0.2794 | 0.2872 | 0.845 | 11 |
SIMEX - Q | 0.8905 | 0.8641 | 0.2438 | 0.2276 | 0.871 | 0 | 0.7205 | 0.6970 | 0.2289 | 0.2165 | 0.629 | 0 |
H&W | 1.0770 | 0.9848 | 0.4523 | 0.3202 | 0.951 | 0 | 0.9886 | 0.8985 | 0.4636 | 0.3336 | 0.942 | 1 |
MCMC η =100 | 1.2987 | 1.2613 | 0.3796 | 0.4360 | 0.970 | 0 | 1.1476 | 1.0940 | 0.3785 | 0.4483 | 0.990 | 0 |
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X ~ N (0, 1) and ε ~ MODCHI(γ)
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γ = 0.5
|
γ = 1.0
|
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Naive | 0.6822 | 0.6793 | 0.1706 | 0.1672 | 0.467 | 0 | 0.5196 | 0.5146 | 0.1547 | 0.1552 | 0.126 | 0 |
RECS | 1.0555 | 1.0348 | 0.2981 | 0.2775 | 0.959 | 0 | 1.0869 | 1.0345 | 0.3970 | 0.3546 | 0.966 | 0 |
N&S | 1.1449 | 1.1451 | 0.3230 | 0.3808 | 0.857 | 4 | 1.1232 | 1.1779 | 0.2711 | 0.2319 | 0.805 | 18 |
SIMEX - Q | 0.9678 | 0.9500 | 0.2624 | 0.2617 | 0.890 | 0 | 0.8320 | 0.8234 | 0.2711 | 0.2765 | 0.747 | 0 |
H&W | 1.0260 | 0.9809 | 0.3822 | 0.2861 | 0.956 | 2 | 0.9640 | 0.8949 | 0.4753 | 0.3069 | 0.927 | 3 |
MCMC η =100 | 1.2154 | 1.1673 | 0.3372 | 0.2999 | 0.920 | 0 | 1.1502 | 1.1252 | 0.2996 | 0.2924 | 0.980 | 0 |
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X ~ MODCHI (1) and ε ~ MODCHI (γ)
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γ = 0.5
|
γ = 1.0
|
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Naive | 0.5461 | 0.5348 | 0.1709 | 0.1662 | 0.250 | 0 | 0.3917 | 0.3824 | 0.1448 | 0.1402 | 0.063 | 0 |
RECS | 1.1279 | 1.0479 | 0.4989 | 0.4415 | 0.938 | 0 | 1.1272 | 1.0319 | 0.5784 | 0.5316 | 0.932 | 0 |
N&S | 1.2750 | 1.3552 | 0.4993 | 0.6506 | 0.672 | 51 | 1.0147 | 1.1508 | 0.4306 | 0.5522 | 0.545 | 212 |
SIMEX - Q | 0.8175 | 0.7884 | 0.2870 | 0.2713 | 0.791 | 0 | 0.6396 | 0.6176 | 0.2602 | 0.2498 | 0.490 | 0 |
H&W | 0.9610 | 0.8409 | 0.5507 | 0.3729 | 0.912 | 6 | 0.8084 | 0.6995 | 0.5894 | 0.4255 | 0.846 | 13 |
MCMC η =100 | 1.0279 | 1.0105 | 0.4865 | 0.4735 | 0.970 | 0 | 0.8416 | 0.8245 | 0.4370 | 0.4278 | 0.930 | 0 |
N&S - Novick and Stefanski (2002); H&W - Huang and Wang (2001)
SIMEX results are based on B = 100, λ = (0.5, 0.7, 0.9, 1.1, 1.3, 1.5, 1.7, 1.9) and the simex R library
L - linear extrapolation; Q - quadratic extrapolation; NL - non-linear extrapolation of Cook and Stefanski (1994)
M - empirical mean; MD - empirical median; Emp-SD - empirical standard deviation; IQ-SD - inter-quartile dispersion; 95% CI - empirical coverage rate of 95% Wald confidence interval (or HPD interval, for MCMC); F - number of samples with no solution