Table 1.
β1 = 1 | β2 = 1 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Light truncation: R ~ Exp(2.5), P(T > R) = 0.16, avg P(T > r(500)) = 0.0001, = 2.79 | |||||||||||
n | SD | SE | MSE | CP | SD | SE | MSE | CP | |||
Shen-EE | 100 | −0.023 | 0.205 | 0.192 | 0.043 | 0.940 | −0.025 | 0.404 | 0.381 | 0.164 | 0.939 |
300 | −0.015 | 0.116 | 0.107 | 0.014 | 0.943 | −0.029 | 0.249 | 0.238 | 0.063 | 0.943 | |
500 | −0.009 | 0.073 | 0.069 | 0.005 | 0.950 | −0.011 | 0.178 | 0.173 | 0.032 | 0.946 | |
Shen-cMLE | 100 | −0.093 | 0.116 | 0.108 | 0.022 | 0.937 | −0.091 | 0.239 | 0.225 | 0.065 | 0.936 |
300 | −0.051 | 0.083 | 0.078 | 0.009 | 0.941 | −0.051 | 0.151 | 0.143 | 0.025 | 0.942 | |
500 | −0.012 | 0.053 | 0.050 | 0.003 | 0.947 | −0.044 | 0.108 | 0.102 | 0.014 | 0.947 | |
IPW-S | 100 | 0.017 | 0.145 | 0.156 | 0.021 | 0.960 | 0.013 | 0.267 | 0.256 | 0.071 | 0.946 |
300 | 0.000 | 0.080 | 0.090 | 0.006 | 0.976 | 0.000 | 0.153 | 0.150 | 0.023 | 0.942 | |
500 | 0.003 | 0.063 | 0.072 | 0.004 | 0.980 | −0.003 | 0.120 | 0.118 | 0.014 | 0.950 | |
IPW-NS | 100 | 0.015 | 0.149 | 0.151 | 0.023 | 0.938 | 0.010 | 0.284 | 0.277 | 0.081 | 0.941 |
300 | 0.000 | 0.084 | 0.085 | 0.007 | 0.951 | 0.001 | 0.169 | 0.158 | 0.029 | 0.935 | |
500 | 0.002 | 0.068 | 0.067 | 0.005 | 0.953 | −0.002 | 0.136 | 0.125 | 0.018 | 0.933 | |
UNADJ | 500 | −0.125 | 0.052 | 0.054 | 0.018 | 0.363 | −0.134 | 0.096 | 0.096 | 0.027 | 0.699 |
Moderate truncation: R ~ Exp(7.5), P(T > R) = 0.32, avg P(T > r(500)) = 0 01, = 0.96 | |||||||||||
n | SD | SE | MSE | CP | SD | SE | MSE | CP | |||
Shen-EE | 100 | −0.033 | 0.227 | 0.214 | 0.053 | 0.938 | −0.073 | 0.473 | 0.443 | 0.229 | 0.937 |
300 | −0.028 | 0.157 | 0.147 | 0.025 | 0.941 | −0.051 | 0.291 | 0.274 | 0.087 | 0.941 | |
500 | −0.023 | 0.106 | 0.097 | 0.012 | 0.944 | −0.017 | 0.216 | 0.207 | 0.047 | 0.944 | |
Shen-cMLE | 100 | −0.159 | 0.107 | 0.099 | 0.037 | 0.575 | −0.163 | 0.246 | 0.218 | 0.087 | 0.826 |
300 | −0.114 | 0.086 | 0.072 | 0.020 | 0.658 | −0.125 | 0.168 | 0.159 | 0.044 | 0.852 | |
500 | −0.085 | 0.055 | 0.052 | 0.010 | 0.714 | −0.096 | 0.112 | 0.106 | 0.022 | 0.883 | |
IPW-S | 100 | −0.013 | 0.182 | 0.227 | 0.033 | 0.975 | −0.026 | 0.317 | 0.323 | 0.101 | 0.948 |
300 | −0.019 | 0.113 | 0.136 | 0.013 | 0.977 | −0.027 | 0.208 | 0.198 | 0.044 | 0.943 | |
500 | −0.016 | 0.094 | 0.110 | 0.009 | 0.978 | −0.029 | 0.167 | 0.159 | 0.029 | 0.945 | |
IPW-NS | 100 | −0.027 | 0.205 | 0.181 | 0.043 | 0.938 | −0.044 | 0.394 | 0.353 | 0.157 | 0.934 |
300 | −0.030 | 0.134 | 0.112 | 0.019 | 0.902 | −0.040 | 0.286 | 0.228 | 0.084 | 0.910 | |
500 | −0.029 | 0.116 | 0.092 | 0.014 | 0.892 | −0.062 | 0.240 | 0.191 | 0.059 | 0.911 | |
UNADJ | 500 | −0.259 | 0.052 | 0.053 | 0.070 | 0.003 | −0.253 | 0.095 | 0.096 | 0.073 | 0.267 |
Heavy truncation: R ~ Exp (15), P(T > R) = 0.45, avg P(T > r(500)) = 0.04, = 0.49 | |||||||||||
n | SD | SE | MSE | CP | SD | SE | MSE | CP | |||
Shen-EE | 100 | −0.078 | 0.272 | 0.254 | 0.080 | 0.935 | −0.085 | 0.519 | 0.487 | 0.277 | 0.935 |
300 | −0.034 | 0.185 | 0.174 | 0.035 | 0.939 | −0.042 | 0.348 | 0.332 | 0.123 | 0.939 | |
500 | −0.025 | 0.157 | 0.151 | 0.025 | 0.942 | −0.036 | 0.287 | 0.271 | 0.084 | 0.942 | |
Shen-cMLE | 100 | −0.181 | 0.117 | 0.109 | 0.046 | 0.285 | −0.194 | 0.268 | 0.252 | 0.109 | 0.720 |
300 | −0.146 | 0.091 | 0.086 | 0.030 | 0.376 | −0.152 | 0.176 | 0.164 | 0.054 | 0.765 | |
500 | −0.107 | 0.068 | 0.064 | 0.016 | 0.442 | −0.116 | 0.135 | 0.129 | 0.032 | 0.817 | |
IPW-S | 100 | −0.076 | 0.208 | 0.305 | 0.049 | 0.970 | −0.068 | 0.367 | 0.412 | 0.140 | 0.949 |
300 | −0.056 | 0.140 | 0.205 | 0.023 | 0.965 | −0.060 | 0.242 | 0.280 | 0.062 | 0.949 | |
500 | −0.045 | 0.124 | 0.184 | 0.017 | 0.960 | −0.060 | 0.201 | 0.250 | 0.044 | 0.952 | |
IPW-NS | 100 | −0.106 | 0.240 | 0.208 | 0.069 | 0.874 | −0.103 | 0.480 | 0.407 | 0.241 | 0.912 |
300 | −0.086 | 0.173 | 0.138 | 0.037 | 0.834 | −0.091 | 0.367 | 0.285 | 0.143 | 0.905 | |
500 | −0.074 | 0.160 | 0.117 | 0.031 | 0.811 | −0.096 | 0.334 | 0.249 | 0.120 | 0.888 | |
UNADJ | 500 | −0.370 | 0.051 | 0.053 | 0.140 | 0.000 | −0.343 | 0.092 | 0.096 | 0.126 | 0.048 |