Table 5.
τ | Estimators | Subcohort size: 200 | Subcohort size: 400 | ||||||||
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Bias | SE | SEE | ECP | MSE | Bias | SE | SEE | ECP | MSE | ||
0.25 | β̂(0)(τ) | 0.071 | 0.131 | 0.137 | 0.940 | 0.031 | 0.047 | 0.096 | 0.122 | 0.980 | 0.011 |
β̂(1)(τ) | 0.058 | 0.103 | 0.096 | 0.950 | 0.014 | 0.057 | 0.070 | 0.082 | 0.949 | 0.008 | |
β̂(2)(τ) | −0.058 | 0.142 | 0.140 | 0.940 | 0.024 | −0.063 | 0.090 | 0.108 | 0.934 | 0.012 | |
β̂(0)(τ)eff | 0.014 | 0.030 | 0.042 | 0.980 | 0.001 | 0.018 | 0.034 | 0.036 | 0.938 | 0.001 | |
β̂(1)(τ)eff | −0.027 | 0.095 | 0.084 | 0.940 | 0.010 | 0.003 | 0.082 | 0.064 | 0.934 | 0.007 | |
β̂(2)(τ)eff | −0.003 | 0.128 | 0.102 | 0.944 | 0.016 | −0.008 | 0.072 | 0.105 | 0.970 | 0.005 | |
β̂(0)(τ)Naive | −0.193 | 0.069 | 0.180 | 0.980 | 0.042 | −0.202 | 0.054 | 0.133 | 0.794 | 0.044 | |
β̂(1)(τ)Naive | −0.073 | 0.060 | 0.125 | 0.986 | 0.009 | −0.080 | 0.047 | 0.094 | 0.932 | 0.009 | |
β̂(2)(τ)Naive | 0.086 | 0.094 | 0.133 | 0.974 | 0.016 | 0.087 | 0.074 | 0.100 | 0.932 | 0.013 | |
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0.50 | β̂(0)(τ) | 0.027 | 0.115 | 0.115 | 0.964 | 0.014 | 0.053 | 0.107 | 0.127 | 0.948 | 0.014 |
β̂(1)(τ) | 0.006 | 0.082 | 0.088 | 0.984 | 0.007 | 0.018 | 0.068 | 0.077 | 0.974 | 0.005 | |
β̂(2)(τ) | 0.000 | 0.154 | 0.148 | 0.960 | 0.024 | −0.013 | 0.105 | 0.117 | 0.970 | 0.011 | |
β̂(0)(τ)eff | 0.004 | 0.030 | 0.044 | 0.964 | 0.001 | 0.011 | 0.031 | 0.035 | 0.950 | 0.001 | |
β̂(1)(τ)eff | −0.004 | 0.098 | 0.081 | 0.972 | 0.010 | 0.018 | 0.080 | 0.063 | 0.924 | 0.007 | |
β̂(2)(τ)eff | −0.014 | 0.085 | 0.103 | 0.964 | 0.007 | 0.001 | 0.077 | 0.103 | 0.976 | 0.006 | |
β̂(0)(τ)Naive | −0.194 | 0.102 | 0.120 | 0.696 | 0.048 | −0.220 | 0.072 | 0.095 | 0.222 | 0.054 | |
β̂(1)(τ)Naive | −0.071 | 0.078 | 0.083 | 0.930 | 0.011 | −0.087 | 0.055 | 0.067 | 0.772 | 0.011 | |
β̂(2)(τ)Naive | 0.082 | 0.100 | 0.105 | 0.888 | 0.017 | 0.092 | 0.077 | 0.082 | 0.792 | 0.015 |