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. Author manuscript; available in PMC: 2010 Jan 1.
Published in final edited form as: Stat Sin. 2009;19(3):1077–1093.

Table 3.

Results of a simulation study from 500 replications under the exponential model. The locations of subjects were sampled uniformly over the region [0, n]2, where n is the number of subjects. The true parameters were β0 = 0, βx = 0.5, θ=1σε2=0.3,σ2=1.2,σe2=0.5 and α0 = 1.4. The measurement error variance σu2=0.5. Inside the brackets are estimated standard errors

Sample Size Para meter Mean of naive est model based Var. of naive est MSE Mean of MLE model based Var. of MLE MSE
49 β0 0.223 0.145 (0.179) 0.228 −0.030 0.187 (0.239) 0.239
βx 0.339 0.010 (0.012) 0.038 0.528 0.0270 (0.0323) 0.033
θ 1.079 0.220 (0.268) 0.274 0.966 0.191 (0.235) 0.236
σε2
0.408 0.0535 (0.0670) 0.079 0.364 0.052 (0.063) 0.067

100 β0 0.216 0.062 (0.073) 0.108 −0.021 0.071 (0.079) 0.079
βx 0.350 0.0057 (0.0058) 0.028 0.509 0.012 (0.013) 0.013
θ 1.037 0.114 (0.130) 0.131 0.982 0.113 (0.134) 0.134
σε2
0.399 0.037 (0.042) 0.038 0.314 0.036 (0.037) 0.037

400 β0 0.168 0.009 (0.010) 0.038 −0.002 0.011 (0.011) 0.011
βx 0.374 0.0015 (0.0015) 0.017 0.495 0.0026 (0.0026) 0.0026
θ 1.037 0.040 (0.030) 0.031 1.010 0.037 (0.045) 0.045
σε2
0.387 0.022 (0.014) 0.021 0.298 0.020 (0.024) 0.024