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. Author manuscript; available in PMC: 2023 Jun 26.
Published in final edited form as: J Am Stat Assoc. 2021 Dec 9;118(542):1319–1332. doi: 10.1080/01621459.2021.1990769

Table 4:

Comparison of CIs with ψ = 0.4, α = 0.05 and n = 400

p Coverage (%)
Length
Probit
Inverse t1
Probit
Inverse t1
LSW wlp LSW wlp LSW wlp LSW wlp
k = 15
800 93.9 93.1 92.0 78.3 0.85 0.72 1.13 0.56
900 94.2 91.6 93.0 76.5 1.26 0.72 1.19 0.56
1000 93.7 90.1 96.0 83.0 1.21 0.68 0.99 0.57

k = 20
800 93.8 83.1 92.3 66.3 0.60 0.51 1.14 0.53
900 96.1 81.3 93.0 76.5 0.60 0.51 0.25 0.56
1000 92.0 82.8 96.0 62.3 1.06 0.63 0.99 0.54

k = 25
800 92.7 90.4 94.3 81.0 0.80 0.71 1.15 0.55
900 97.5 87.7 96.7 79.3 1.31 0.68 1.20 0.56
1000 94.1 90.3 95.8 78.2 1.19 0.66 1.02 0.56