Table 3.
Simulation study when Y given X was logistic and X was normal
|
n = 500
|
n = 1200
|
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|---|---|---|---|---|---|---|---|
| Naive | NRC | LRC | Naive | NRC | LRC | ||
|
σu = 0.5
|
|||||||
| β0 | Bias | 0.143 | 0.005 | 0.000 | 0.032 | −0.007 | −0.013 |
| SD | 0.118 | 0.135 | 0.141 | 0.094 | 0.108 | 0.113 | |
| ASE | 0.127 | 0.146 | 0.152 | 0.090 | 0.103 | 0.108 | |
| CP | 0.820 | 0.968 | 0.968 | 0.682 | 0.936 | 0.948 | |
| β1 | Bias | −0.313 | −0.029 | −0.028 | −0.296 | −0.010 | −0.006 |
| SD | 0.181 | 0.233 | 0.245 | 0.142 | 0.181 | 0.193 | |
| ASE | 0.190 | 0.240 | 0.259 | 0.134 | 0.169 | 0.183 | |
| CP | 0.616 | 0.962 | 0.958 | 0.430 | 0.938 | 0.946 | |
|
| |||||||
| Naive | NRC | LRC | Naive | NRC | LRC | ||
|
σu = 1.0
|
|||||||
| β0 | Bias | 0.219 | −0.032 | 0.017 | 0.225 | −0.014 | 0.032 |
| SD | 0.134 | 0.181 | 0.188 | 0.086 | 0.121 | 0.120 | |
| ASE | 0.128 | 0.174 | 0.177 | 0.090 | 0.122 | 0.124 | |
| CP | 0.598 | 0.944 | 0.940 | 0.292 | 0.954 | 0.952 | |
| β1 | Bias | −0.476 | 0.032 | −0.069 | −0.498 | 0.014 | −0.111 |
| SD | 0.198 | 0.315 | 0.326 | 0.132 | 0.215 | 0.218 | |
| ASE | 0.188 | 0.307 | 0.313 | 0.133 | 0.215 | 0.219 | |
| CP | 0.296 | 0.946 | 0.936 | 0.032 | 0.954 | 0.926 | |
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,ln (3)). The nuisance parameters were μx = 0, σx = 1. The results were obtained from 500 replicates.