Table 4.
Simulation study when Y given X was logistic and X was mixture-normal
|
n = 500
|
n = 1200
|
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|---|---|---|---|---|---|---|---|
| Naive | NRC | LRC | Naive | NRC | LRC | ||
|
σu = 0.5
|
|||||||
| β0 | Bias | 0.091 | −0.030 | −0.063 | 0.102 | −0.024 | −0.049 |
| SD | 0.131 | 0.143 | 0.155 | 0.088 | 0.098 | 0.104 | |
| ASE | 0.124 | 0.140 | 0.149 | 0.087 | 0.099 | 0.105 | |
| CP | 0.868 | 0.948 | 0.928 | 0.780 | 0.952 | 0.914 | |
| β1 | Bias | −0.313 | −0.029 | −0.028 | −0.262 | −0.006 | −0.040 |
| SD | 0.181 | 0.233 | 0.245 | 0.129 | 0.156 | 0.175 | |
| ASE | 0.190 | 0.240 | 0.259 | 0.135 | 0.166 | 0.183 | |
| CP | 0.616 | 0.962 | 0.958 | 0.484 | 0.968 | 0.952 | |
|
| |||||||
| Naive | NRC | LRC | Naive | NRC | LRC | ||
|
σu = 1.0
|
|||||||
| β0 | Bias | 0.184 | −0.058 | −0.025 | 0.181 | −0.063 | −0.025 |
| SD | 0.128 | 0.169 | 0.178 | 0.087 | 0.119 | 0.119 | |
| ASE | 0.126 | 0.171 | 0.175 | 0.089 | 0.120 | 0.123 | |
| CP | 0.692 | 0.954 | 0.954 | 0.442 | 0.916 | 0.946 | |
| β1 | Bias | −0.455 | 0.032 | −0.037 | −0.464 | 0.026 | −0.054 |
| SD | 0.190 | 0.300 | 0.318 | 0.130 | 0.214 | 0.216 | |
| ASE | 0.188 | 0.303 | 0.313 | 0.133 | 0.212 | 0.219 | |
| CP | 0.332 | 0.966 | 0.960 | 0.056 | 0.952 | 0.946 | |
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.