(ρxy, ρxz, ρyz)=(.105,.03,.21), ρxy.z=.1, τxy.z=.1, n = 500   Pearson correlation Fisher-z   Full CC EM MI Full CC EM MI 20% missing                   E(Bias) -0.001 -0.044 0.002 0.003 -0.001 -0.044 0.003 0.003   E(SE) 0.045 0.05 0.051 0.051 0.045 0.050 0.052 0.051 0.044 0.066 0.049 0.05 0.045 0.066 0.05 0.051   RE 1 2.2 1.25 1.29 1 2.15 1.25 1.30   95% Cov 0.95 0.869 0.953 0.963 0.946 0.869 0.956 0.963 35% missing                   E(Bias)  0.002 -0.061 0.011 0.012 0.003 -0.061 0.012 0.012   E(SE) 0.045 0.056 0.056 0.056 0.045 0.056 0.057 0.057 0.044 0.081 0.055 0.056 0.045 0.081 0.056 0.057   RE 1 3.4 1.56 1.64 1 3.32 1.59 1.66   95% Cov 0.953 0.826 0.948 0.966 0.951 0.826 0.952 0.961 50% missing                   E(Bias) 0 -0.081 0.021 0.021 0 -0.081 0.022 0.022   E(SE) 0.045 0.063 0.063 0.064 0.045 0.063 0.065 0.064 0.044 0.104 0.067 0.069 0.045 0.104 0.068 0.071   RE 1 5.51 2.31 2.45 1 5.4 2.35 2.5   95% Cov 0.952 0.748 0.926 0.947 0.952 0.746 0.931 0.944 Note: full data (Full), complete case analysis (CC), the expectation-maximization algorithm (EM), multiple imputation (MI), standard error (SE), mean squared error (MSE), relative efficiency (RE), and 95% coverage probabilities (95% Cov)

Table 2: Summary statistics for coefficients from simulation study with partial correlation of .1 and sample size of 500.