Table 4.
|Bias| | ESE | SEE | ECP | |Bias| | ESE | SEE | ECP | ||||
---|---|---|---|---|---|---|---|---|---|---|---|
0 | 0 | 0.002 | 0.253 | 0.247 | 0.942 | −1 | 0.002 | 0.253 | 0.247 | 0.942 | |
0 | 0 | 0.003 | 0.250 | 0.249 | 0.947 | −1 | 0.003 | 0.250 | 0.249 | 0.947 | |
2 | 0 | 0.002 | 0.253 | 0.247 | 0.942 | −1 | 0.002 | 0.253 | 0.247 | 0.942 | |
2 | 0 | 0.009 | 0.308 | 0.304 | 0.944 | −1 | 0.009 | 0.308 | 0.304 | 0.944 | |
4 | 0 | 0.002 | 0.253 | 0.247 | 0.942 | −1 | 0.002 | 0.253 | 0.247 | 0.942 | |
4 | 0 | 0.015 | 0.435 | 0.427 | 0.943 | −1 | 0.015 | 0.435 | 0.427 | 0.943 |
ESE: empirical standard error; SEE: average standard error estimator; ECP: empirical coverage level of the 95% confidence intervals.