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. Author manuscript; available in PMC: 2015 Oct 15.
Published in final edited form as: Stat Med. 2014 May 20;33(23):4073–4086. doi: 10.1002/sim.6211

Table 1.

Error in Treatment Parameter Estimation 100-Replication Monte Carlo Simulations by Strength of Correlation (Endogeneity)

Median [inter-95% range] treatment parameter estimation error, by correlation scenario

ρ ~50% ρ ~25% None
Endogenous switching survival model
N=1000 0.12 [−0.42,0.77] 0.14 [−0.35,0.62] 0.13 [−0.47,0.65]
N=5000 −0.03 [−0.22,0.20] −0.07 [−0.25,0.18] −0.05 [−0.27,0.18]
N=10,000 0.01 [−0.20,0.22] −0.03 [−0.17,0.18] −0.05 [−0.17,0.15]
Two-stage residual inclusion
N=1000 0.14 [−0.42,0.87] 0.13 [−0.31,0.65] 0.10 [−0.41,0.67]
N=5000 −0.05 [−0.37,0.20] −0.03 [−0.32,0.16] −0.03 [−0.31,0.16]
N=10,000 −0.06 [−0.26,0.19] −0.05 [−0.22,0.16] −0.04 [−0.20,0.15]
Regression weighted by inverse probability (propensity score)
N=1000 1.30 [0.95,1.59] 0.69 [0.20,1.00] −0.04 [−0.48,0.44]
N=5000 1.25 [1.10,1.43] 0.61 [0.43,0.81] −0.01 [−0.21,0.18]
N=10,000 1.23 [1.12,1.33] 0.60 [0.46,0.75] 0.00 [−0.13,0.14]
Regression stratified by propensity score
N=1000 1.26 [0.91,1.52] 0.65 [0.18,1.01] −0.01 [−0.47,0.53]
N=5000 1.20 [1.07,1.32] 0.57 [0.43,0.77] −0.01 [−0.20,0.21]
N=10,000 1.20 [1.08,1.27] 0.59 [0.44,0.72] −0.01 [−0.12,0.15]
Weibull hazard with no endogeneity correction
N=1000 1.07 [0.83,1.33] 0.50 [0.23,0.76] 0.02 [−0.25,0.34]
N=5000 0.99 [0.87,1.08] 0.42 [0.29,0.54] −0.01 [−0.16,0.12]
N=10,000 1.00 [0.90,1.07] 0.44 [0.34,0.52] 0.00 [−0.04,0.03]