Table III.

Simulated coverage probability of the 95 per cent confidence intervals for the joint model (each entry is calculated based on 500 Monte Carlo samples).

		N =200	N =500
Parameter	True value	95 per cent CI coverage rate	95 per cent CI coverage rate
β0	10	0.974	0.946
β1	1	0.934	0.944
β2	−1.5	0.960	0.948
σ2	0.25	0.958	0.932
${\sigma }_u^2$	0.5	0.926	0.954
α10	−0.5	0.948	0.934
α11	0.2	0.946	0.934
α12	−0.5	0.956	0.956
γ11	0.8	0.970	0.950
γ12	−0.5	0.940	0.948
γ21	0.5	0.940	0.940
γ22	0.5	0.934	0.946
ν1	0.7	0.938	0.928
ν2	0.5	0.954	0.944