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. Author manuscript; available in PMC: 2017 Mar 1.
Published in final edited form as: J Am Stat Assoc. 2016 May 5;111(513):107–117. doi: 10.1080/01621459.2015.1123157

Table 1.

Simulation results for the under-specification setting, in which the full model of interest has the form h−1 {pr(D = 1)} = β0 + βXX + βZZ + βXZXZ, where h−1 denotes the inverse link function corresponding to a logistic model, and where the external model is under-specified but involves both covariates with the form h−1 {pr(D = 1)} = θ0 + θXX + θZ. Results multiplied by 103 are presented, and the coverage probabilities (CP) are reported as percents.

Int β0
GR/
mGR
CML Int βX
GR/
mGR
CML Int βZ
GR/
mGR
CML Int βXZ
GR/
mGR
CML
simple random; N = 1000
Bias −8.94 −0.79 −1.12 2.42 2.16 2.46 1.29 1.29 1.65 1.39 1.30 1.87
SE 91.4 24.4 24.4 96.8 20.1 19.9 94.3 20.2 19.8 89.4 89.6 89.3
ESE 91.8 22.9 23.5 92.3 19.8 19.7 92.4 19.9 19.8 85.8 85.3 86.9
MSE 8.42 0.59 0.59 9.38 0.41 0.40 8.89 0.41 0.39 7.98 8.02 7.97
CP 95.4 88.6 90.8 94.3 94.6 95.2 94.6 94.4 95.5 93.6 93.4 93.8
case-control; N = 1000
Bias - - 1.70 2.40 28.4 2.23 5.06 27.6 1.73 −1.51 −1.20 −2.30
SE - - 17.4 75.7 11.3 16.7 72.2 11.4 16.6 72.9 72.8 71.7
ESE - - 16.6 73.3 11.6 16.5 73.1 11.6 16.5 71.4 71.3 70.1
MSE - - 0.30 5.73 0.93 0.28 5.24 0.89 0.28 5.31 5.29 5.15
CP - - 90.7 94.2 31.4 94.5 95.4 33.1 94.8 94.7 94.6 93.7

Int: internal-data only method

GR: generalized regression, mGR: modified GR for case-control sampling

CML: constrained maximum likelihood

ESE: estimated standard error

MSE: mean squared error

CP: coverage probability of a 95% confidence interval interval