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Table 3 Linear regression with interaction

From: Multiple imputation of missing covariates with non-linear effects and interactions: an evaluation of statistical methods

 

R 2= 0.1

R 2 = 0.5

R 2 = 0.8

 

bias

cover

r.prec.

bias

cover

r.prec.

bias

cover

r.prec.

 

MCAR, X, Z ~ normal

CData

3

93

100

1

93

100

0

93

100

CCase

-3

95

71

-1

95

71

0

95

71

Passive1

-31

97

136

-19

94

116

-18

88

106

Passive2

-11

95

86

-17

94

115

-17

89

103

PMM

-12

96

86

-15

96

106

-13

91

93

JAV

-2

93

66

-1

94

65

0

94

65

 

MAR, X, Z ~ normal

CData

-1

94

100

-2

95

100

0

95

100

CCase

-15

96

82

-12

94

69

-5

95

62

Passive1

-36

99

147

-24

94

112

-25

79

110

Passive2

-14

96

75

-26

94

111

-25

82

89

PMM

-19

97

84

-23

94

94

-17

90

85

JAV

-3

94

60

-4

92

54

1

94

53

 

MAR, X, Z ~ log normal

CData

-1

96

100

2

95

100

1

96

100

CCase

-17

94

57

-9

95

38

-4

96

30

Passive1

-43

98

129

-20

96

76

-34

68

65

Passive2

-40

96

71

-42

89

58

-45

73

27

PMM

-40

96

79

-38

92

66

-27

85

30

JAV

-3

93

41

8

92

26

14

92

20

  1. Table 3 Percentage bias, coverage and relative precision for interaction term in linear regression. The true value of the interaction term is 1. For MCAR, X, Z ~ normal, the maximum MCSEs are 4, 1 and 1% for R 2 = 0.1, 0.5 and 0.8, respectively. For MAR, X, Z ~ normal, they are 4, 2 and 1%. For MAR, X, Z ~ log normal, they are 6, 3 and 1%