Fig. 3.

Performance of the proposed procedure under a mis-specified model with sample size 3000 where the underlying effect of CRP is twice as big as that estimated from CHS data: (a,b,c) the sample average of ${\widehat{\eta }}_l^{\left(1\right)}\left(s\right)(\mathrm{l}=1,2,3)$ (solid curve) compared to the truth (gray dashed curve); (d,e,f) the average of the estimated standard errors (solid curve) for ${\widehat{\eta }}_l^{\left(1\right)}\left(s\right)$ compared to the empirical standard error estimates (gray dashed curves); and (g,h,i) the empirical coverage of the 95% confidence intervals based on the proposed resampling procedures. The three columns represents l = 1, 2 and 3, respectively.