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. Author manuscript; available in PMC: 2018 Aug 3.
Published in final edited form as: J Am Stat Assoc. 2017 Jun 29;112(520):1571–1586. doi: 10.1080/01621459.2016.1222286

Table 5.

Simulation results for stratified case-cohort designs; Bias: average bias of the estimates; Var: average variances of the estimates; Est Var: averages of the resampled variance estimates; ECP: empirical coverage probabilities of the 95% Wald-type confidence intervals; MSE: mean squared error of the estimates.

τ Estimators Subcohort size: 200 Subcohort size: 400


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

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