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. Author manuscript; available in PMC: 2019 Jan 25.
Published in final edited form as: J Am Stat Assoc. 2016 May 5;111(513):344–354. doi: 10.1080/01621459.2015.1008101

Table 1.

Relative bias (RB), standard error (SE) and mean squared error (MSE) of the estimated quantile coefficients under Model (2) at quantile levels of 0.5 and 0.9. In Model (2), xi = ui,1 + ui,2 where ui,1 and ui,2 are iid bernoulli random variables with p = 0.3, zi ~ N(0, 1), and eiχ12/2 “‘QR_controls” stands for unadjusted quantile regression using controls only. “QR_cases” stands for unadjusted quantile regression using cases only. “QR_controls” are unadjusted quantile regression using both case and control samples. IPW is the estimates using inverse probability weighting; “KS” is the KS estimates using kernel smoothing. SICO(m) is the SICO estimates with m replicate.

n Methods τ = 0.5
τ = 0.9
RB (%) SE MSE × n RB (%) SE MSE × n
2000 QR_controls −1.7 0.025 1.3 −22.3 0.102 23.2
QR_cases −28.8 0.086 17.4 −111.9 0.184 130.0
QR_case-control 39.1 0.035 7.3 50.6 0.141 52.6
IP 2.0 0.025 1.3 0.2 0.099 19.6
KS 2.2 0.026 1.4 −0.9 0.100 19.8
SICO (m=1) 2.7 0.028 1.6 0.0 0.108 23.1
SICO (m=10) 2.0 0.026 1.3 0.2 0.098 19.3
SICO (m=100) 2.1 0.025 1.3 0.5 0.096 18.5

500 QR_controls −2.5 0.048 1.2 −19.0 0.197 19.8
QR_cases −34.7 0.184 17.9 −102.2 0.372 82.1
QR_case-control 36.6 0.072 3.7 57.9 0.291 46.6
IPW 1.3 0.049 1.2 4.3 0.201 20.2
KS 2.6 0.051 1.3 5.0 0.204 20.7
SICO (m=1) 2.2 0.054 1.5 8.0 0.224 25.1
SICO (m=10) 1.5 0.048 1.2 3.5 0.198 19.5
SICO (m=100) 1.6 0.048 1.1 2.8 0.194 18.9