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 |