Table 2.

Results from the second 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.

qt	Estimand	Misspec.	Bias	SD	Cov
0	β1 = 3	None	0.08	10.60	94.6
		B2,C3 & B4	0.12	10.30	94.0
		All	1.74	9.58	95.7
	β2 = 2	None	0.007	4.25	95.3
		B2,C3 & B4	−0.66	3.68	95.9
		All	−10.7	3.87	17.2
−0.5Yt	β1 = 3	None	1.70	12.00	95.7
		B2,C3 & B4	1.36	12.20	93.1
		All	3.37	11.30	91.2
	β2 = 2	None	1.31	6.43	96.7
		B2,C3 & B4	−4.21	7.69	88.1
		All	−24.8	9.10	5.71

None, no model misspecification; B₂,C₃ & B₄, misspecification of models B₂,C₃ and B₄; All, misspecification of C_t and B_t for each t.