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. Author manuscript; available in PMC: 2024 Jul 2.
Published in final edited form as: Electron J Stat. 2023 Nov 10;17(2):2849–2879. doi: 10.1214/23-ejs2160

Table 1.

Coverage and median width of confidence intervals for different estimators.

Coverage Median Width
β1 β2 β3 β1 β2 β3
GCD 0.94 0.96 0.94 0.25 0.39 0.16
GCDE1 1.00 0.99 1.00 1.61 0.63 1.68
GCDE2 0.98 0.98 0.99 1.94 3.91 0.24
OLS 0.09 0.00 0.35 0.15 0.23 0.09