Table 2.
Simulation study when Y given X* was linear and X was mixture-normal
|
n = 500
|
n = 1000
|
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|---|---|---|---|---|---|---|---|
| Naive | NRC | LRC | Naive | NRC | LRC | ||
|
σu = 0.5
|
|||||||
| β0 | Bias | 0.096 | −0.019 | −0.047 | 0.098 | −0.017 | −0.044 |
| SD | 0.066 | 0.075 | 0.078 | 0.047 | 0.052 | 0.056 | |
| ASE | 0.065 | 0.072 | 0.077 | 0.046 | 0.051 | 0.054 | |
| CP | 0.688 | 0.930 | 0.896 | 0.402 | 0.918 | 0.872 | |
| β1 | Bias | −0.213 | 0.018 | 0.071 | −0.217 | 0.013 | 0.066 |
| SD | 0.094 | 0.114 | 0.128 | 0.066 | 0.078 | 0.090 | |
| ASE | 0.094 | 0.111 | 0.127 | 0.066 | 0.079 | 0.090 | |
| CP | 0.400 | 0.936 | 0.910 | 0.102 | 0.956 | 0.884 | |
|
| |||||||
| Naive | NRC | LRC | Naive | NRC | LRC | ||
|
σu = 1.0
|
|||||||
| β0 | Bias | 0.180 | −0.050 | 0.014 | 0.181 | −0.049 | 0.012 |
| SD | 0.071 | 0.096 | 0.101 | 0.046 | 0.063 | 0.064 | |
| ASE | 0.067 | 0.089 | 0.094 | 0.047 | 0.063 | 0.066 | |
| CP | 0.242 | 0.894 | 0.934 | 0.038 | 0.884 | 0.958 | |
| β1 | Bias | −0.409 | 0.046 | −0.023 | −0.404 | 0.053 | −0.015 |
| SD | 0.098 | 0.155 | 0.166 | 0.067 | 0.107 | 0.112 | |
| ASE | 0.096 | 0.151 | 0.161 | 0.068 | 0.107 | 0.114 | |
| CP | 0.006 | 0.930 | 0.926 | 0.000 | 0.928 | 0.962 | |
NOTE: The naive estimator replaced X* by W*, NRC was the normality-based RC estimator, and LRC was the linearity-based RC estimator. The regression parameters were β = (0.5,1.0). The nuisance parameters were μx = 0, σx = 1. The results were obtained from 500 replicates.