Table 4:
The means of PEs and MSEs for our two-step procedure in three scenarios: exact selection (“Exact”), over selection (“Over”) and missing variables (“Miss”). The proportion of times among 100 simulated data sets for each scenario is also reported. The “NA” denotes the values that are not applicable.
| (n, sn, ) | Scenario | MSE(B1) | MSE(B2) | MSE(B3) | MSE(B4) | PE | Proportion |
|---|---|---|---|---|---|---|---|
| (100, 2000, 1) | Exact | 11.61(0.18) | 9.18(0.16) | 43.22(0.38) | 45.55(0.47) | 1.06(0.001) | 0.27 |
| Over | 11.17(0.17) | 10.11(0.20) | 43.6(0.46) | 47.31(0.56) | 1.05(0.001) | 0.71 | |
| Miss | 240(0) | 53.49(1.68) | 44.58(1.61) | 59.11(1.18) | 1.1(0.001) | 0.02 | |
| (200, 2000, 1) | Exact | 7.09(0.08) | 6.6(0.12) | 23.97(0.16) | 23.11(0.09) | 1.03(0.0005) | 0.04 |
| Over | 5.87(0.09) | 5.03(0.11) | 27.76(0.26) | 28.44(0.30) | 1.03(0.0003) | 0.96 | |
| Miss | NA | NA | NA | NA | NA | 0 | |
| (100, 5000, 1) | Exact | 11.69(0.17) | 9.74(0.19) | 44.14(0.65) | 45.79(0.41) | 1.07(0.001) | 0.27 |
| Over | 11.76(0.20) | 9.75(0.19) | 44.24(0.43) | 46.60(0.54) | 1.06(0.001) | 0.64 | |
| Miss | 240(0) | 41.48(1.93) | 44.96(0.65) | 55.10(1.23) | 1.12(0.001) | 0.09 | |
| (200, 5000, 1) | Exact | 7.52(0.09) | 6.69(0.11) | 24.91(0.22) | 24.24(0.08) | 1.04(0.001) | 0.05 |
| Over | 5.84(0.08) | 4.84(0.08) | 28.19(0.28) | 28.57(0.28) | 1.03(0.0005) | 0.95 | |
| Miss | NA | NA | NA | NA | NA | 0 | |
| (100, 2000, 25) | Exact | 121.75(1.27) | 114.12(2.19) | 229.79(1.95) | 270.16(3.47) | 26.18(0.024) | 0.29 |
| Over | 126.37(1.49) | 121.47(2.69) | 227.21(1.98) | 283.29(3.00) | 25.91(0.023) | 0.70 | |
| Miss | 240(NA) | 102.16(NA) | 217.49(NA) | 256.52(NA) | 26.45(NA) | 0.01 | |
| (200, 2000, 25) | Exact | 79.26(0.80) | 64.22(0.61) | 177.62(0.86) | 207.41(1.18) | 25.54(0.017) | 0.07 |
| Over | 84.81(1.27) | 74.4(1.43) | 177.92(1.71) | 215.21(2.20) | 25.54(0.012) | 0.93 | |
| Miss | NA | NA | NA | NA | NA | 0 | |
| (100, 5000, 25) | Exact | 122.88(1.74) | 114.5(2.49) | 217.93(1.87) | 260.99(2.64) | 26.20(0.019) | 0.34 |
| Over | 129.81(1.53) | 122.59(2.63) | 233.46(2.17) | 286.15(3.34) | 25.92(0.020) | 0.58 | |
| Miss | 240(0) | 108.61(3.01) | 239.31(2.06) | 296.51(4.25) | 26.23(0.022) | 0.08 | |
| (200, 5000, 25) | Exact | 85.2(0.87) | 72.92(1.48) | 174.83(1.20) | 206.34(2.32) | 25.66(0.014) | 0.06 |
| Over | 82.53(1.14) | 73.57(1.37) | 177.61(1.60) | 211.56(2.12) | 25.55(0.012) | 0.94 | |
| Miss | NA | NA | NA | NA | NA | 0 |