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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 2.

Relative bias (RB), standard error (SE) and mean squared error (MSE) of the estimated quantile coefficients under Model (4) at quantile levels of 0.5, and 0.9. In Model (4), xi ~ N(0, 1), 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 0.017 0.6 −26.7 0.072 14.0
QR_cases 6.9 0.069 14.4 −127.5 0.126 113.2
QR_case-control 2.5 0.025 7.3 51.4 0.101 33.4
IPW 2.5 0.025 1.3 0.5 0.096 18.5
KS 2.0 0.020 0.8 −1.6 0.077 11.9
SICO (m=1) 1.9 0.019 0.8 −3.4 0.079 12.4
SICO (m=10) 1.8 0.018 0.6 −3.1 0.073 10.7
SICO (m=100) 1.7 0.017 0.6 −3.1 0.071 10.0

500 QR_controls −5.5 0.036 0.7 −27.2 0.146 11.6
QR_cases −36.0 0.140 10.9 −114.3 0.259 49.8
QR_case-control 41.9 0.052 2.8 59.0 0.210 26.4
IPW −1.4 0.036 0.7 −0.1 0.150 11.2
KS −1.2 0.039 0.7 0.0 0.165 13.6
SICO (m=1) −1.1 0.039 0.8 −3.1 0.157 12.4
SICO (m=10) −1.2 0.035 0.6 −1.6 0.144 10.4
SICO (m=100) −1.4 0.035 0.6 −1.5 0.143 10.3