Table 2.
Summary of results in the first simulation study based on 1000 Monte Carlo replications for estimating τ; all values have been multiplied by 100.
n = 1000 | n = 5000 | n = 10,000 | |||||||
---|---|---|---|---|---|---|---|---|---|
Bias | RMSE | Coverage | Bias | RMSE | Coverage | Bias | RMSE | Coverage | |
6 | 35 | 94 | 2 | 21 | 94 | 3 | 20 | 94 | |
5 | 47 | 95 | 3 | 59 | 94 | 2 | 69 | 93 | |
6 | 36 | 94 | 3 | 36 | 96 | 1 | 62 | 96 | |
90 | 183 | 87 | 314 | 893 | 84 | 581 | 2401 | 83 | |
6 | 35 | 94 | 2 | 21 | 94 | 3 | 20 | 94 | |
5 | 47 | 95 | 3 | 59 | 94 | 2 | 69 | 93 | |
21 | 41 | 91 | 6 | 37 | 95 | 3 | 62 | 95 | |
90 | 183 | 87 | 314 | 893 | 84 | 581 | 2401 | 83 | |
6 | 35 | 95 | 2 | 23 | 94 | 3 | 22 | 95 | |
6 | 38 | 95 | 1 | 32 | 94 | 2 | 34 | 94 | |
6 | 37 | 95 | 2 | 25 | 93 | 4 | 24 | 94 | |
38 | 58 | 88 | 20 | 41 | 90 | 14 | 39 | 93 | |
6 | 35 | 95 | 2 | 23 | 93 | 3 | 22 | 94 | |
6 | 38 | 95 | 1 | 32 | 94 | 2 | 34 | 95 | |
21 | 41 | 92 | 6 | 25 | 93 | 6 | 24 | 94 | |
38 | 58 | 88 | 20 | 41 | 90 | 14 | 39 | 93 |