Table 1.

Bias, empirical standard errors (ESE), model based standard errors (ASE), and 95% confidence interval coverage probabilities (CP).

Number Subjects	Number Observations	h1(u; θ)				h2(u; θ)
		Bias	ESE	ASE	95% CP	Bias	ESE	ASE	95% CP
100	5	0.0228	0.1277	0.1018	92.9	-	-	-	-
100	10	0.0101	0.0782	0.0728	94.6	0.0104	0.0989	0.0724	93.9
100	20	0.0059	0.0779	0.0701	94.2	0.0020	0.0755	0.0695	94.5
250	5	0.0063	0.0587	0.0512	92.6	-	-	-	-
250	10	0.0035	0.0434	0.0428	95.8	0.0028	0.0476	0.0433	93.2
250	20	0.0026	0.0449	0.0422	93.8	0.0006	0.0424	0.0430	95.5
500	5	0.0029	0.0366	0.0345	94.4	-	-	-	-
500	10	0.0030	0.0323	0.0300	92.4	0.0003	0.0300	0.0301	95.5
500	20	−0.0007	0.0314	0.0294	93.3	0.0015	0.0312	0.0300	94.3