. Author manuscript; available in PMC: 2010 Feb 1.

Published in final edited form as: Ann Stat. 2009 Feb;37(1):427. doi: 10.1214/07-AOS561

Table 1.

Results of simulation study for scenario (i)

		β₁				β₂				β₃
ϱ		Est.	SE	SD	COV	Est.	SE	SD	COV	Est.	SE	SD	COV
0	B	−0.000	0.030	0.027	0.912	−0.990	0.133	0.125	0.938	1.000	0.138	0.126	0.924
	P	−0.001	0.031	0.028	0.918	−0.990	0.133	0.125	0.936	1.000	0.139	0.126	0.930
	N	−0.001	0.026	0.024	0.904	−0.990	0.133	0.125	0.940	0.999	0.138	0.126	0.926
0.1	B	0.002	0.028	0.027	0.920	−0.890	0.139	0.126	0.910	1.003	0.129	0.126	0.936
	P	0.003	0.030	0.028	0.938	−0.890	0.139	0.126	0.912	1.003	0.129	0.126	0.938
	N	0.003	0.025	0.024	0.938	−0.890	0.140	0.126	0.912	1.004	0.129	0.126	0.938
0.2	B	0.000	0.029	0.027	0.936	−0.802	0.144	0.126	0.894	0.991	0.138	0.126	0.932
	P	−0.000	0.030	0.028	0.934	−0.802	0.145	0.126	0.898	0.991	0.138	0.126	0.940
	N	−0.001	0.027	0.024	0.912	−0.801	0.145	0.126	0.896	0.992	0.138	0.125	0.934
0.25	B	−0.001	0.029	0.027	0.930	−0.749	0.128	0.127	0.936	0.990	0.138	0.127	0.940
	P	−0.000	0.031	0.028	0.928	−0.748	0.129	0.127	0.938	0.990	0.139	0.127	0.938
	N	−0.000	0.024	0.024	0.948	−0.749	0.128	0.126	0.938	0.990	0.138	0.126	0.940
0.5	B	−0.002	0.029	0.027	0.926	−0.513	0.143	0.126	0.918	1.000	0.131	0.126	0.936
	P	−0.002	0.031	0.028	0.928	−0.513	0.143	0.126	0.920	1.001	0.131	0.126	0.936
	N	−0.001	0.026	0.024	0.926	−0.513	0.143	0.126	0.918	1.001	0.131	0.126	0.936
0.7	B	0.000	0.029	0.027	0.936	−0.299	0.140	0.127	0.916	0.996	0.138	0.127	0.924
	P	0.001	0.029	0.028	0.930	−0.298	0.140	0.127	0.920	0.997	0.138	0.127	0.926
	N	0.001	0.025	0.024	0.934	−0.299	0.140	0.126	0.914	0.996	0.138	0.126	0.926
1	B	0.001	0.030	0.027	0.934	0.002	0.137	0.127	0.942	1.008	0.144	0.127	0.908
	P	0.001	0.031	0.028	0.934	0.002	0.137	0.127	0.938	1.008	0.145	0.127	0.906
	N	0.001	0.026	0.024	0.928	0.002	0.138	0.127	0.938	1.007	0.144	0.127	0.908

Note: “Est” is the simulation mean; “SE” is the mean of the estimated standard error; “SE” is the mean of the estimated standard deviation; and “COV” is the coverage probability of a nominal 95% confidence interval. The methods used are “B” for the benchmark method, “P” for the proposed method, and “N” for the naive method.