Table 1.
Sample mean and mean squared error (MSE) of variance and correlation parameters in the simulation of § 6. ‘Joint’ and ‘Separate’ refer to, respectively, the joint modelling and separate modelling approach. A number marked with an asterisk equals the actual number multiplied by 100
Parameter | ρ1 | ρ2 | Dα | Dβ1 | Dβ2 | |||||
---|---|---|---|---|---|---|---|---|---|---|
Joint | True | −0·80 | −0·45 | 36·00 | 36·00 | 16·00 | 0·25 | 0·25 | ||
Mean | −0·74 | −0·49 | 35·03 | 35·38 | 13·08 | 0·22 | 0·21 | |||
MSE | 2·71* | 3·91* | 72·11 | 93·52 | 25·05 | 0·15* | 0·27* | |||
Separate | Mean | −0·58 | −0·37 | 35·24 | 36·75 | 12·88 | 0·22 | 0·19 | ||
MSE | 6·65* | 3·27* | 75·07 | 107·70 | 30·39 | 0·19* | 0·43* |