Table 4.
Mean (SD) of overall mixture effect estimators in simulation scenarios with low signal (R2 = 0.1)
| Method | Scenario 1 | Scenario 2 | Scenario 3 | ||
|---|---|---|---|---|---|
| ρ = 0.2 | ρ = 0.8 | ρ = 0.2 | p = 0.8 | Observed Σ | |
| TRUTH | 30 | 30 | 8 | 8 | 27 |
| Preserved Type I error | |||||
| WQS - data splitting | 25.9 (6.7) | 29.1 (6.8) | 8.6 (2.4) | 7.9 (1.9) | 24.7 (6.4) |
| Modified WQS | |||||
| L1 - data splitting | 17.6 (7.9) | 27.2 (6.7) | 7.0 (2.5) | 7.5 (1.9) | 20.8 (6.6) |
| L1 - permutation test | 32.0 (5.9) | 32.0 (5.2) | 9.0 (1.8) | 8.5 (1.5) | 27.2 (5.4) |
| L2 - data splitting | 26.3 (7.0) | 29.0 (6.9) | 8.3 (2.4) | 7.9 (1.9) | 24.2 (6.3) |
| L2 - permutation test | 34.5 (5.0) | 32.0 (5.2) | 9.8 (1.7) | 8.6 (1.5) | 27.7 (4.9) |
| Inflated Type I error | |||||
| WQS - no data splitting | 34.5 (5.0) | 32.3 (5.2) | 10.0 (1.7) | 8.6 (1.5) | 28.6 (4.8) |