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. 2017 Jan 3;104(1):31–50. doi: 10.1093/biomet/asw054

Table 3.

Empirical bias, empirical and estimated variances, coverages and mean squared errors for the realistic settings with one mismeasured covariate

      Ma & Yin method Naive method Simex method
Inline graphic Inline graphic Estimate Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic
200 0.1 Bias -2.1 1.3 -2.2 3.8 -10.6 -2.1 -1.4 -0.3 -2.2
  Emp. 12.6 21.2 6.7 11.2 16.2 6.7 12.4 20.6 6.7
    Est. 11.4 22.1 6.3 9.8 16.7 6.2 10.7 19.1 6.3
    95% cv 94.4 97.2 94.8 94.2 95.4 95.0 93.4 96.2 94.8
    MSE 12.6 21.2 6.8 11.4 17.3 6.7 12.4 20.6 6.8
200 0.25 Bias -5.6 9.3 -2.6 19.9 -42.9 -1.9 7.4 -18.6 -2.0
    Emp. 18.5 45.0 7.1 9.4 10.0 6.7 12.1 20.7 6.8
    Est. 21.8 57.8 6.9 7.9 10.5 6.2 9.7 14.6 6.3
    95% cv 97.2 97.4 96.0 88.6 74.2 95.4 92.7 88.6 95.1
    MSE 18.8 45.9 7.2 13.3 28.4 6.7 12.6 24.2 6.8
300 0.1 Bias -3.1 2.5 -1.3 2.5 -9.4 -1.2 -2.5 1.3 -1.3
    Emp. 10.0 16.7 4.3 9.2 12.8 4.3 9.8 16.4 4.3
    Est. 7.9 14.4 4.1 7.2 11.0 4.1 7.6 12.5 4.1
    95% cv 93.2 94.8 95.6 93.0 92.4 95.8 92.8 93.8 95.6
    MSE 10.1 16.8 4.4 9.3 13.6 4.3 9.9 16.4 4.4
300 0.25 Bias -6.8 10.5 -1.9 18.7 -41.2 -1.1 6.0 -15.8 -1.4
    Emp. 15.3 37.1 4.7 7.4 8.2 4.3 9.9 17.4 4.4
    Est. 14.4 37.5 4.6 5.6 6.9 4.1 6.9 9.7 4.2
    95% cv 96.0 96.8 95.6 85.0 63.2 95.8 89.7 83.9 95.6
    MSE 15.8 38.2 4.7 10.9 25.2 4.3 10.3 19.9 4.4

Emp., empirical variance; Est., estimated variance; 95% cv, coverage probabilities of 95% confidence intervals computed based on the asymptotic normal distribution; MSE, mean squared error. All numbers were multiplied by 100.