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. Author manuscript; available in PMC: 2021 Nov 12.
Published in final edited form as: Biometrics. 2020 Jul 25;77(2):519–532. doi: 10.1111/biom.13330

TABLE 1.

Performance of multiple robust estimators compared with WGEE estimators under 500 Monte Carlo data (all numbers listed in the table are multiplied by 100)

Setups Method β 0 β 1 β 2
RB SD AB RMSE RB SD AB RMSE RB SD AB RMSE
n = 400 WGEE_100 3.4 13.2 10.8 13.3 1.4 17.6 14.0 17.6 0.3 15.7 12.5 15.7
m = 0.3 WGEE_010 13.8 13.0 11.9 14.7 2.0 18.0 14.3 18.1 1.4 16.2 12.9 16.3
MULTI_100 0.9 11.8 9.4 11.8 0.6 15.9 12.5 15.8 2.3 14.1 11.1 14.2
MULTI_111 1.2 11.7 9.4 11.8 0.8 15.9 12.6 15.9 2.3 14.1 11.0 14.1
MULTI_001 2.3 11.8 9.5 11.8 0.6 15.9 12.6 15.9 2.4 14.1 11.1 14.2
MULTI_011 1.4 11.8 9.4 11.8 0.8 15.9 12.6 15.9 2.3 14.1 11.1 14.1
n = 700 WGEE_100 3.9 9.4 7.7 9.6 0.3 13.2 10.5 13.2 0.3 12.0 9.6 12.0
m = 0.3 WGEE_010 13.7 9.9 9.8 12.0 1.3 13.9 11.3 13.9 0.4 12.8 10.2 12.8
MULTI_100 0.3 9.2 7.5 9.2 0.1 12.5 10.0 12.5 0.9 11.5 9.3 11.5
MULTI_111 0.0 9.1 7.4 9.1 0.3 12.4 9.9 12.4 0.9 11.5 9.3 11.5
MULTI_001 1.0 9.2 7.4 9.2 0.1 12.5 10.0 12.5 1.0 11.5 9.3 11.5
MULTI_011 0.2 9.1 7.4 9.1 0.3 12.4 9.9 12.4 1.0 11.5 9.3 11.5
n = 400 WGEE_100 3.8 19.3 15.3 19.3 1.7 24.8 19.3 24.8 1.4 24.7 19.4 24.7
m = 0.5 WGEE_010 27.9 24.1 22.1 27.9 2.5 32.3 25.4 32.3 2.8 32.5 26.0 32.6
MULTI_100 0.4 13.5 10.6 13.4 0.8 17.5 13.7 17.5 2.4 17.0 13.6 17.0
MULTI_111 0.5 13.5 10.6 13.5 0.7 17.6 13.8 17.6 2.5 17.1 13.6 17.1
MULTI_001 1.8 13.4 10.6 13.4 0.7 17.5 13.8 17.5 2.7 16.9 13.5 17.0
MULTI_011 0.9 13.5 10.6 13.5 0.8 17.5 13.8 17.5 2.7 17.0 13.5 17.0
n = 700 WGEE_100 4.0 13.8 11.2 13.9 0.4 19.2 15.4 19.2 0.6 18.7 15.0 18.7
m = 0.5 WGEE_010 26.3 17.9 18.0 22.2 0.4 24.9 20.0 24.9 0.1 25.6 20.2 25.6
MULTI_100 0.9 10.4 8.3 10.4 0.1 13.9 11.2 13.9 0.8 13.6 10.9 13.6
MULTI_111 0.5 10.4 8.3 10.4 0.0 13.9 11.1 13.9 0.7 13.7 10.9 13.7
MULTI_001 0.5 10.4 8.3 10.4 0.0 13.9 11.1 13.9 0.8 13.6 10.9 13.6
MULTI_011 0.2 10.4 8.3 10.4 0.1 13.9 11.2 13.9 0.8 13.7 10.9 13.6