Absolute error in MSE estimation for individual coefficients for different types of Plasmode simulation compared to parametric simulation under assumption of true data generating process and outcome generating model.
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posted on 2024-05-15, 17:34 authored by Marieke Stolte, Nicholas Schreck, Alla Slynko, Maral Saadati, Axel Benner, Jörg Rahnenführer, Andrea Bommert(A) p = 2, n = 100, β = (1, 1, 1)T, σ = 0.3, Cor(Xi, Xj) = 0.2 ∀i ≠ j. (B) p = 2, n = 100, β = (1, 1, 1)T, σ = 3, Cor(Xi, Xj) = 0.2 ∀i ≠ j.
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small sampling proportionresampling strategy usedmean squared errorleast squares estimatorcomputer experiments usingresampling feature dataxlink "> simulationneutral simulation studiestrue underlying dataplasmode simulation studiestrue ogm affectparametric simulation differplasmode simulationrealistic datasimulation typesimulation studyparametric simulationplasmode simulationsplasmode influencestrue dgpusually unknowntarget variablesuitable methodstatistical methodsrandom numberspractitioners confrontedoften claimedmany factorslinear regressionlife datasetgreat interestexactly reflectdesign faircrucial toolcompare parametric
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