Table 1. Simulation results.
q is the proportion of observations missing due to truncation and n is the size of the observed sample. denotes the naïve unweighted estimator, denotes the proposed parametric weighted estimator, denotes the proposed nonparametric weighted estimator, and denotes the unattainable complete case estimator based on both truncated and non-truncated observations. SD is the empirical standard deviation of estimates across simulations, is the average of the estimated standard errors, Cov is the coverage of 95% confidence intervals. The true value of β is 1.
| q | n | Estimator | Bias | SD |
|
Cov | |
|---|---|---|---|---|---|---|---|
| 50 |
|
−0.081 | 0.574 | 0.545 | 0.943 | ||
| 0.20 | 50 |
|
−0.011 | 0.616 | 0.552 | 0.927 | |
| 50 |
|
−0.015 | 0.616 | 0.620 | 0.937 | ||
| 63 |
|
0.003 | 0.504 | 0.475 | 0.943 | ||
| 100 |
|
−0.071 | 0.375 | 0.371 | 0.945 | ||
| 100 |
|
0.003 | 0.405 | 0.374 | 0.940 | ||
| 100 |
|
0.000 | 0.406 | 0.408 | 0.943 | ||
| 125 |
|
−0.005 | 0.340 | 0.328 | 0.941 | ||
| 250 |
|
−0.066 | 0.235 | 0.231 | 0.938 | ||
| 250 |
|
0.007 | 0.254 | 0.232 | 0.925 | ||
| 250 |
|
0.004 | 0.254 | 0.250 | 0.945 | ||
| 313 |
|
0.011 | 0.205 | 0.205 | 0.951 | ||
|
| |||||||
| 50 |
|
−0.031 | 0.548 | 0.536 | 0.957 | ||
| 0.40 | 50 |
|
0.053 | 0.593 | 0.551 | 0.935 | |
| 50 |
|
0.045 | 0.605 | 0.626 | 0.934 | ||
| 83 |
|
0.047 | 0.423 | 0.404 | 0.949 | ||
| 100 |
|
−0.092 | 0.381 | 0.370 | 0.939 | ||
| 100 |
|
−0.006 | 0.424 | 0.381 | 0.936 | ||
| 100 |
|
−0.009 | 0.426 | 0.419 | 0.938 | ||
| 167 |
|
0.008 | 0.274 | 0.282 | 0.958 | ||
| 250 |
|
−0.084 | 0.235 | 0.231 | 0.927 | ||
| 250 |
|
0.005 | 0.263 | 0.235 | 0.922 | ||
| 250 |
|
0.004 | 0.266 | 0.258 | 0.944 | ||
| 417 |
|
0.008 | 0.180 | 0.177 | 0.948 | ||
|
| |||||||
| 50 |
|
0.139 | 0.562 | 0.542 | 0.937 | ||
| 0.60 | 50 |
|
0.041 | 0.547 | 0.561 | 0.950 | |
| 50 |
|
0.034 | 0.555 | 0.580 | 0.939 | ||
| 125 |
|
0.005 | 0.338 | 0.326 | 0.947 | ||
| 100 |
|
0.122 | 0.374 | 0.372 | 0.949 | ||
| 100 |
|
0.014 | 0.361 | 0.392 | 0.970 | ||
| 100 |
|
0.011 | 0.363 | 0.382 | 0.955 | ||
| 250 |
|
−0.004 | 0.234 | 0.228 | 0.936 | ||
| 250 |
|
0.111 | 0.244 | 0.232 | 0.911 | ||
| 250 |
|
0.013 | 0.234 | 0.249 | 0.964 | ||
| 250 |
|
0.005 | 0.237 | 0.234 | 0.937 | ||
| 625 |
|
0.006 | 0.150 | 0.144 | 0.947 | ||
|
| |||||||
| 50 |
|
−0.127 | 0.560 | 0.538 | 0.937 | ||
| 0.80 | 50 |
|
−0.015 | 0.666 | 0.633 | 0.940 | |
| 50 |
|
−0.004 | 0.724 | 0.701 | 0.947 | ||
| 250 |
|
0.008 | 0.226 | 0.233 | 0.961 | ||
| 100 |
|
−0.122 | 0.373 | 0.367 | 0.940 | ||
| 100 |
|
0.013 | 0.472 | 0.456 | 0.924 | ||
| 100 |
|
0.016 | 0.493 | 0.472 | 0.949 | ||
| 500 |
|
0.006 | 0.162 | 0.164 | 0.955 | ||
| 250 |
|
−0.163 | 0.236 | 0.228 | 0.878 | ||
| 250 |
|
−0.021 | 0.316 | 0.328 | 0.913 | ||
| 250 |
|
−0.019 | 0.315 | 0.294 | 0.927 | ||
| 1250 |
|
0.000 | 0.104 | 0.103 | 0.949 | ||