Table 5.
Relative biases (“R.B.”), standard errors (“S.E.”) and mean squared errors (“MSE”) of the estimated coefficients at quantile levels 0.1 and 0.5 from 200 Monte-Carlo simulations in Model (7)
| Quantile levels | M = 10 | M = 20 | M = 50 | M = 100 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 0.1 | 0.5 | 0.1 | 0.5 | 0.1 | 0.5 | 0.1 | 0.5 | |||
| S1–1 | R.B. (%) |
1.000 | −2.600 | 0.300 | −1.800 | 2.400 | 0.500 | 2.100 | 0.400 | |
| −0.500 | 2.200 | −0.700 | 1.300 | −1.800 | −0.200 | −1.500 | −0.300 | |||
| S.E. | 0.364 | 0.275 | 0.366 | 0.276 | 0.362 | 0.283 | 0.358 | 0.283 | ||
| 0.342 | 0.253 | 0.341 | 0.258 | 0.344 | 0.262 | 0.346 | 0.260 | |||
| MSE | 0.133 | 0.076 | 0.134 | 0.077 | 0.131 | 0.080 | 0.129 | 0.080 | ||
| 0.117 | 0.064 | 0.116 | 0.067 | 0.119 | 0.069 | 0.120 | 0.068 | |||
| S1–2 | R.B. (%) |
−2.800 | −12.800 | −3.600 | −13.400 | −4.100 | −13.600 | −4.400 | 14.200 | |
| 4.700 | 7.600 | 5.900 | 9.700 | 6.600 | 10.200 | 7.000 | 11.500 | |||
| S.E. | 4.700 | 0.248 | 0.069 | 0.265 | 0.079 | 0.277 | 0.085 | 0.282 | ||
| 0.078 | 0.240 | 0.098 | 0.247 | 0.110 | 0.253 | 0.115 | 0.259 | |||
| MSE | 0.003 | 0.078 | 0.006 | 0.088 | 0.008 | 0.095 | 0.009 | 0.100 | ||
| 0.008 | 0.063 | 0.013 | 0.070 | 0.016 | 0.074 | 0.018 | 0.100 | |||
Relative bias is defined as the ratio between the bias and the true value. Here S1–1 means the missingness is independent with Y and ei is normal. S1–2 means the missingness is independent with Y and ei is chi-square. FI stands for the proposed fast imputation algorithm. The estimated coefficients at quantile level 0.9 are just similar to the case at quantile level 0.1