Effect of concurvity on confidence interval coverage*. Results of the simulation study using asymptotic (standard method in gam software) and conditional bootstrap. True coefficient = 0.001
Concurvity | Coverage* | |
---|---|---|
Asymptotic | Bootstrap | |
*Percentage of replicates that include the true value of the coefficient within the 95% CI of the true coefficient 0.001. Nominal coverage is 0.95. †Degree of concurvity for our real data. | ||
0.045 | 0.962 | 0.964 |
0.103 | 0.946 | 0.946 |
0.149 | 0.950 | 0.946 |
0.199 | 0.921 | 0.938 |
0.251 | 0.921 | 0.951 |
0.286† | 0.905 | 0.952 |
0.329 | 0.907 | 0.961 |
0.399 | 0.879 | 0.955 |
0.451 | 0.863 | 0.940 |
0.498 | 0.861 | 0.946 |
0.533 | 0.862 | 0.940 |
0.632 | 0.801 | 0.950 |