Table 3.

RMSE for incremental cost, QALYs and INB across scenarios with 30% non‐compliance, moderate correlation between outcomes and sample size n=100^a

	ρ	Results for three‐stage	Results	Results	Results
		least squares b	for uBN	for uBGN	for BFL
Cost distribution normal
Cost	0.4	0.058	0.060		0.059
	−0.4	0.060	0.062		0.061
QALYs	0.4	0.029	0.030		0.030
	−0.4	0.029	0.030		0.030
INB	0.4	83	84		87
	−0.4	125	127		125
Cost distribution gamma
Cost	0.4	0.198	0.202	0.212	0.202
	−0.4	0.200	0.204	0.212	0.203
QALYs	0.4	0.030	0.030	0.030	0.029
	−0.4	0.029	0.030	0.030	0.030
INB	0.4	181	184	193	184
	−0.4	246	251	261	252
Cost distribution IG
Cost	0.4	0.230	0.232	0.252	0.232
	−0.4	0.230	0.232	0.250	0.232
QALYs	0.4	0.029	0.030	0.030	0.030
	−0.4	0.029	0.030	0.030	0.030
INB	0.4	211	214	231	214
	−0.4	273	278	296	278

^auBGN was not applied in settings with normal cost data. Numbers for INB have been rounded to the nearest integer. uBN, unadjusted Bayesian normal–normal model; uBGN, unadjusted Bayesian gamma–normal models.

^bThe RMSE corresponding to two‐stage least squares is identical to that for three‐stage least squares by definition.