Table 2.

Summary of simulation results for Scenario 2 under MNAR. Values shown are averages over repeat sampling, with numerical Monte Carlo standard errors in parentheses. CI width and coverage are based on 95% credible intervals. The values of $E(\tilde{\tau })$, –0.25, 0, 0.25 and 0.5, correspond to prior specifications Unif(−0.75, 0.25), Unif(−0.5, 0.5), Unif(−0.25, 0.75) and Unif(0,1), respectively.

Model	$\text{E}(\tilde{\tau })$	Bias	CI width	CI coverage	MSE
GP	−0.25	−0.024(0.011)	1.032(0.005)	0.957(0.009)	0.133(0.004)
	0	0.065(0.011)	1.050(0.005)	0.949(0.010)	0.140(0.004)
	0.25	0.157(0.011)	1.069(0.005)	0.909(0.012)	0.165(0.005)
	0.5	0.256(0.011)	1.091(0.005)	0.851(0.015)	0.210(0.007)
LM	−0.25	0.156(0.011)	1.122(0.005)	0.918(0.012)	0.170(0.005)
	0	0.271(0.011)	1.146(0.005)	0.866(0.015)	0.223(0.007)
	0.25	0.389(0.011)	1.170(0.005)	0.755(0.019)	0.307(0.009)
	0.5	0.513(0.011)	1.199(0.005)	0.626(0.021)	0.424(0.012)
LM–	−0.25	0.222(0.010)	1.215(0.005)	0.909(0.012)	0.204(0.006)
	0	0.352(0.010)	1.237(0.005)	0.842(0.016)	0.284(0.008)
	0.25	0.487(0.010)	1.266(0.006)	0.710(0.020)	0.403(0.011)
	0.5	0.626(0.011)	1.300(0.005)	0.528(0.022)	0.567(0.014)
DPM	−0.25	0.077(0.011)	1.275(0.006)	0.979(0.006)	0.178(0.004)
	0	0.185(0.011)	1.289(0.006)	0.954(0.009)	0.210(0.005)
	0.25	0.298(0.011)	1.308(0.007)	0.884(0.014)	0.269(0.008)
	0.5	0.415(0.012)	1.332(0.007)	0.795(0.018)	0.358(0.010)
DPM–	−0.25	0.179(0.011)	1.167(0.006)	0.932(0.011)	0.184(0.005)
	0	0.304(0.011)	1.197(0.006)	0.851(0.016)	0.252(0.008)
	0.25	0.435(0.011)	1.234(0.006)	0.712(0.020)	0.357(0.011)
	0.5	0.571(0.012)	1.278(0.006)	0.579(0.022)	0.504(0.014)