Table 3.
|Bias| | ESE | SEE | ECP | |Bias| | ESE | SEE | ECP | ||||
---|---|---|---|---|---|---|---|---|---|---|---|
0 | 0 | 0.002 | 0.254 | 0.247 | 0.945 | −1 | 0.002 | 0.254 | 0.247 | 0.945 | |
0 | 0 | 0.003 | 0.246 | 0.249 | 0.956 | −1 | 0.003 | 0.246 | 0.249 | 0.956 | |
1 | 0 | 0.002 | 0.254 | 0.247 | 0.945 | −1 | 0.000 | 0.254 | 0.247 | 0.945 | |
1 | 0 | 0.384 | 0.246 | 0.294 | 0.775 | −1 | 0.384 | 0.246 | 0.294 | 0.775 | |
4 | 0 | 0.002 | 0.254 | 0.247 | 0.945 | −1 | 0.002 | 0.254 | 0.247 | 0.945 | |
4 | 0 | 0.766 | 0.247 | 0.400 | 0.529 | −1 | 0.766 | 0.247 | 0.400 | 0.529 |
ESE: empirical standard error; SEE: average standard error estimator; ECP: empirical coverage level of the 95% confidence intervals.