Table 3.

Performance of EMEE, ECE, GEE.ind, and GEE.exch for the treatment effect modification St = f(H_t) = Z_t, when the working model is correctly specified, i.e., $g(H_t{)}^T\alpha ={\alpha }_0+{\alpha }_1{Z}_t+{\alpha }_2{1}_{Z_t=2}$.

Estimator	Sample size	β 0					β 1
		Bias	RMSE	SD	CP (unadj)	CP (adj)	Bias	RMSE	SD	CP (unadj)	CP (adj)
EMEE	30	0.00	0.21	0.21	0.93*	0.94	0.00	0.13	0.13	0.94	0.95
	50	0.00	0.16	0.16	0.94	0.95	0.00	0.11	0.11	0.94	0.95
	100	0.00	0.11	0.11	0.95	0.95	0.00	0.07	0.07	0.95	0.95
ECE	30	0.01	0.17	0.17	0.94	0.95	−0.01	0.12	0.12	0.93*	0.94
	50	0.00	0.13	0.13	0.94	0.95	0.00	0.09	0.09	0.94	0.95
	100	0.00	0.10	0.10	0.94	0.95	0.00	0.06	0.06	0.95	0.95
GEE.ind	30	0.01	0.17	0.17	0.94	0.95	−0.01	0.12	0.12	0.93*	0.94
	50	0.00	0.13	0.13	0.94	0.95	0.00	0.09	0.09	0.94	0.95
	100	0.00	0.10	0.10	0.94	0.94	0.00	0.06	0.06	0.94	0.95
GEE.exch	30	0.01	0.17	0.17	0.94	0.95	−0.01	0.12	0.12	0.93*	0.94
	50	0.00	0.13	0.13	0.94	0.95	0.00	0.09	0.09	0.94	0.95
	100	0.00	0.10	0.10	0.94	0.94	0.00	0.06	0.06	0.95	0.95

EMEE: the estimator of the marginal excursion effect proposed in Section 5. ECE: the semiparametric, locally efficient estimator of the conditional effect described in Section 4. GEE.ind: GEE with independent working correlation structure. GEE.exch: GEE with exchangeable working correlation structure. SD: standard deviation. RMSE: root mean squared error. CP: 95% confidence interval coverage probability, before (unadj) and after (adj) small sample correction. Numbers with

^*indicate when Bias or CP are significantly different, at the 5% level, from 0 or 0.95, respectively. Sample size refers to the number of individuals in each simulated trial.