|
(ρxy, ρxz, ρyz)=(.9,.83,.7), ρxy.z=.8, τxy.z=1.1, n = 500 |
|
Pearson correlation |
Fisher-z |
|
Full |
CC |
EM |
MI |
Full |
CC |
EM |
MI |
20% missing |
|
|
|
|
|
|
|
|
E(Bias) |
0 |
-0.013 |
-0.002 |
-0.002 |
0.002 |
-0.032 |
-0.004 |
-0.004 |
E(SE) |
0.027 |
0.031 |
0.032 |
0.029 |
0.045 |
0.050 |
0.089 |
0.046 |
|
0.017 |
0.023 |
0.019 |
0.019 |
0.047 |
0.061 |
0.052 |
0.052 |
RE |
1 |
1.94 |
1.27 |
1.28 |
1 |
1.70 |
1.23 |
1.25 |
95% Cov |
0.997 |
0.991 |
0.998 |
0.998 |
0.941 |
0.89 |
0.999 |
0.915 |
35% missing |
|
|
|
|
|
|
|
|
E(Bias) |
0 |
-0.019 |
-0.004 |
-0.004 |
0.002 |
-0.048 |
-0.01 |
-0.008 |
E(SE) |
0.027 |
0.035 |
0.034 |
0.030 |
0.045 |
0.056 |
0.092 |
0.048 |
|
0.016 |
0.028 |
0.02 |
0.02 |
0.045 |
0.072 |
0.055 |
0.055 |
RE |
1 |
3.0 |
1.54 |
1.57 |
1 |
2.55 |
1.46 |
1.50 |
95% Cov |
0.999 |
0.995 |
0.999 |
0.998 |
0.948 |
0.858 |
1 |
0.911 |
50% missing |
|
|
|
|
|
|
|
|
E(Bias) |
0 |
-0.026 |
-0.01 |
-0.009 |
0.002 |
-0.065 |
-0.024 |
-0.021 |
E(SE) |
0.027 |
0.040 |
0.036 |
0.033 |
0.045 |
0.064 |
0.097 |
0.051 |
|
0.016 |
0.037 |
0.025 |
0.025 |
0.046 |
0.092 |
0.067 |
0.067 |
RE |
1 |
4.932 |
2.36 |
2.34 |
1 |
3.97 |
2.09 |
2.09 |
95% Cov |
0.999 |
0.984 |
0.997 |
0.995 |
0.955 |
0.821 |
0.997 |
0.886 |
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) |