Table 2.
Parameter estimates from 500 replications with sample size 400 assuming conditional dependence on both measurements y and x.
Truth | β0 | β1 | β2 | γ0 | γ1 | py1 | qy1 | py2 | qy2 | px1 | qx1 | px2 | qx2 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
−0.700 | 1.500 | 1.500 | −0.850 | 1.500 | 0.800 | 0.850 | 0.850 | 0.750 | 0.900 | 0.750 | 0.700 | 0.950 | |
Ideal analysis | |||||||||||||
EST | −0.692 | 1.498 | 1.548 | −0.860 | 1.526 | ||||||||
BIAS | 0.008 | −0.002 | 0.048 | −0.010 | 0.026 | ||||||||
SE | 0.226 | 0.419 | 0.210 | 0.182 | 0.161 | ||||||||
SD | 0.226 | 0.439 | 0.215 | 0.175 | 0.159 | ||||||||
CP | 0.952 | 0.954 | 0.944 | 0.960 | 0.954 | ||||||||
Naive analysis | |||||||||||||
EST | −0.404 | 0.403 | 0.480 | 0.115 | 0.471 | ||||||||
BIAS | 0.296 | −1.097 | −1.020 | 0.965 | −1.029 | ||||||||
SE | 0.177 | 0.254 | 0.065 | 0.114 | 0.057 | ||||||||
SD | 0.185 | 0.259 | 0.075 | 0.111 | 0.062 | ||||||||
CP | 0.600 | 0.006 | 0.000 | 0.000 | 0.000 | ||||||||
Model assuming conditional independence (M1) | |||||||||||||
EST | −0.451 | 0.919 | 0.718 | −0.756 | 1.197 | 0.879 | 0.925 | 0.922 | 0.822 | 0.934 | 0.769 | 0.733 | 0.966 |
BIAS | 0.249 | −0.581 | −0.782 | 0.094 | −0.303 | 0.079 | 0.075 | 0.072 | 0.072 | 0.034 | 0.019 | 0.033 | 0.016 |
SE | 0.258 | 0.464 | 0.167 | 0.241 | 0.215 | 0.034 | 0.026 | 0.026 | 0.034 | 0.025 | 0.033 | 0.044 | 0.016 |
SD | 0.262 | 0.472 | 0.214 | 0.237 | 0.251 | 0.035 | 0.025 | 0.026 | 0.034 | 0.025 | 0.033 | 0.043 | 0.014 |
CP | 0.816 | 0.726 | 0.080 | 0.924 | 0.602 | 0.404 | 0.258 | 0.302 | 0.468 | 0.742 | 0.910 | 0.882 | 0.846 |
Model assuming conditional dependence (M2) | |||||||||||||
EST | −0.656 | 1.492 | 1.777 | −0.921 | 1.761 | 0.799 | 0.855 | 0.848 | 0.752 | 0.888 | 0.743 | 0.687 | 0.942 |
BIAS | 0.044 | −0.008 | 0.277 | −0.071 | 0.261 | −0.001 | 0.005 | −0.002 | 0.002 | −0.012 | −0.007 | −0.013 | −0.008 |
SE | 0.539 | 1.048 | 0.701 | 0.385 | 0.464 | 0.041 | 0.037 | 0.037 | 0.040 | 0.036 | 0.035 | 0.047 | 0.022 |
SD | 0.494 | 0.832 | 0.538 | 0.367 | 0.389 | 0.038 | 0.034 | 0.034 | 0.037 | 0.034 | 0.032 | 0.043 | 0.020 |
CP | 0.950 | 0.974 | 0.982 | 0.952 | 0.954 | 0.960 | 0.986 | 0.960 | 0.964 | 0.958 | 0.964 | 0.954 | 0.960 |
CP: coverage probability.