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. Author manuscript; available in PMC: 2020 Aug 6.
Published in final edited form as: Can J Stat. 2019 Jun 26;47(4):580–603. doi: 10.1002/cjs.11513

Table 2:

Results for simulation scenario 2 with binary Y, one Gaussian B and nine correlated X’s: for each method, we report mean (Monte Carlo standard deviation) [95 % coverage rate], average scaled Brier score and AUC across 500 simulated datasets

Not including B True value Direct MLE Synthetic Data Method
γ0 0.849 1 1.00 (0.17) [94%] 0.96 (0.08) [92%]
γX1 0.435 2 2.01 (0.29) [96%] 1.92 (0.24) [94%]
γX2 0.432 2 2.00 (0.28) [96%] 1.90 (0.23) [94%]
γX3 0.437 2 2.01 (0.28) [95%] 1.90 (0.23) [95%]
γX4 0.433 2 2.01 (0.30) [96%] 1.91 (0.24) [95%]
γX5 0.422 2 2.02 (0.28) [95%] 1.90 (0.24) [93%]
γX6 0.421 2 2.01 (0.28) [97%] 1.89 (0.23) [93%]
γX7 0.431 2 2.01 (0.29) [96%] 1.91 (0.23) [94%]
γX8 0.415 2 2.00 (0.27) [97%] 1.89 (0.23) [94%]
γX9 0.445 2 2.01 (0.29) [96%] 1.92 (0.23) [95%]
γB −3 −3.02 (0.45) [97%] −2.85 (0.43) [95%]

Scaled Brier score 0.801 0.680 0.702 0.686
AUC 0.767 0.837 0.828 0.835