Table 6.
|Bias| | ESE | SEE | ECP | |Bias| | ESE | SEE | ECP | ||||
---|---|---|---|---|---|---|---|---|---|---|---|
0 | 0 | 0.034 | 1.551 | 1.511 | 0.941 | −4.77 | 0.014 | 1.472 | 1.419 | 0.935 | |
0 | 0 | 0.036 | 1.537 | 1.525 | 0.945 | −4.77 | 0.016 | 1.456 | 1.434 | 0.943 | |
2 | 0 | 0.020 | 1.522 | 1.494 | 0.945 | −4.66 | 0.018 | 1.466 | 1.431 | 0.939 | |
2 | 0 | 0.035 | 1.615 | 1.603 | 0.948 | −4.66 | 0.041 | 1.545 | 1.525 | 0.947 | |
4 | 0 | 0.062 | 1.482 | 1.465 | 0.950 | −4.45 | 0.037 | 1.471 | 1.442 | 0.945 | |
4 | 0 | 0.033 | 1.708 | 1.711 | 0.947 | −4.45 | 0.020 | 1.665 | 1.656 | 0.946 |
ESE: empirical standard error; SEE: average standard error estimator; ECP: empirical coverage level of the 95% confidence intervals.