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. Author manuscript; available in PMC: 2016 Jul 21.
Published in final edited form as: Biometrika. 2007 Dec;94(4):841–860. doi: 10.1093/biomet/asm070

Table 1.

Results from the first simulation study. Bias is 100 times the Monte Carlo mean minus true parameter value, SD is 100 times the Monte Carlo standard deviation, Cov is the Monte Carlo coverage probability times 100.

IPW CM MR

qt Estimand Misspec. Bias SD Cov Bias SD Cov Bias SD Cov
0 β3 = 6.69 None −1.6 27.7 92.6 0.1 16.4 95.1 −0.1 16.8 94.3
C3 & B4 −1.6 27.7 92.6 −48.8 16.2 14.4 −0.6 30.7 93.8
All −52.2 17.7 15.8 −48.8 16.4 14.4 −48.9 16.2 15.4

β4 = 8.61 None −1.3 28.5 91.5 0.2 16.4 95.4 0.3 16.8 95.5
C3 & B4 −52.1 18.4 18.7 0.2 16.4 95.4 0.3 16.4 95.4
All −52.1 18.4 18.7 −47.6 16.4 18.3 −46.7 16.2 19.4

−0.5Yt β3 = 6.99 None −0.4 28.5 93.0 −2.3 22.0 89.5 1.0 17.9 95.0
C3 & B4 −0..4 28.5 93.0 −86.2 29.5 11.6 0.7 44.1 92.9
All −82.1 19.4 1.0 −86.2 29.5 11.6 −77.3 17.9 0.9

β4 = 8.87 None −0.7 27.6 92.2 −4.0 23.9 94.1 1.2 17.3 94.9
C3 & B4 −81.3 20.2 2.2 −4.0 23.9 94.1 −1.0 18.8 94.1
All −81.3 20.2 2.2 −86.9 34.7 15.2 −74.6 18.3 1.4

IPW, inverse probability weighted estimator; CM, conditional mean imputation estimator; MR, 2T-multiply robust estimator; None, no model misspecification; C3 & B4, misspecification of models C3 and B4; All, misspecification of Ct and Bt for each t.