Table 1.
Integrated bias and root mean squared error (500 simulations)
Bias (RMSE) when correct model is: | |||||
---|---|---|---|---|---|
n | Method | Neither | Treatment | Outcome | Both |
100 | Reg | 2.67 (5.54) | 2.67 (5.54) | 0.62 (5.25) | 0.62 (5.25) |
IPW | 2.26 (8.49) | 1.64 (8.57) | 2.26 (8.49) | 1.64 (8.57) | |
IPW* | 2.26 (7.36) | 1.58 (7.37) | 2.26 (7.36) | 1.58 (7.37) | |
DR | 2.23 (6.27) | 1.01 (6.28) | 1.12 (5.92) | 1.10 (6.50) | |
DR* | 2.12 (5.48) | 1.00 (5.36) | 1.03 (5.08) | 1.02 (5.65) | |
1000 | Reg | 2.62 (3.07) | 2.62 (3.07) | 0.06 (1.53) | 0.06 (1.53) |
IPW | 2.38 (3.97) | 0.86 (2.94) | 2.38 (3.97) | 0.86 (2.94) | |
IPW* | 2.11 (3.44) | 0.70 (2.34) | 2.11 (3.44) | 0.70 (2.34) | |
DR | 2.03 (3.11) | 0.75 (2.39) | 0.74 (2.53) | 0.68 (2.25) | |
DR* | 1.84 (2.67) | 0.64 (1.88) | 0.61 (1.78) | 0.58 (1.78) | |
10000 | Reg | 2.65 (2.70) | 2.65 (2.70) | 0.02 (0.47) | 0.02 (0.47) |
IPW | 2.36 (3.42) | 0.33 (1.09) | 2.36 (3.42) | 0.33 (1.09) | |
IPW* | 2.24 (3.28) | 0.35 (0.85) | 2.24 (3.28) | 0.35 (0.85) | |
DR | 1.81 (2.35) | 0.26 (0.86) | 0.20 (1.21) | 0.25 (0.78) | |
DR* | 1.76 (2.27) | 0.31 (0.68) | 0.24 (1.10) | 0.29 (0.64) |
Notes: Bias / RMSE = integrated mean bias / root mean squared error; IPW = inverse probability weighted; Reg = regression; DR = doubly robust;
= uses oracle bandwidth.