Table 2.

Mean squared errors of the estimated coefficients at quantile levels 0·1, 0·5 and 0·9 from 500 simulations in model (2) when f (x | z) is misspecified

	τ =0·1		τ =0·5		τ =0·9
	MSE	SE	MSE	SE	MSE	SE
β̂	1·58	0·09	0·76	0·05	1·33	0·08
β̃	1·49	0·08	0·70	0·04	1·14	0·06
β̂(s)	1·36	0·08	0·72	0·04	1·07	0·07
β̃*	1·31	0·07	0·68	0·04	1·02	0·06

β̂, the estimated coefficient using the completely observed data only; β̃, the multiple imputation estimator with 10 imputations; β̂^(s), the shrinkage estimator; β̃*, the multiple imputation estimator using the exact f (x | z); SE, the standard error of the mean squared error; MSE, mean squared errors.