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. Author manuscript; available in PMC: 2010 Feb 12.
Published in final edited form as: Multivariate Behav Res. 1995 Jan 1;30(1):41. doi: 10.1207/s15327906mbr3001_3

Table 4.

Simulated, Analytical and the Four Estimators of True Standard Deviation of ab

Sample Size 10 25 50 100 200 500 1000 5000
Continuous Independent Variable
Analytical 0.26411 0.13718 0.09132 0.06269 0.04368 0.02738 0.01923 0.00861
Scc 0.30997 0.14722 0.09497 0.06385 0.04410 0.02748 0.01934 0.00862
First Order 0.27926 0.13958 0.09222 0.06287 0.04376 0.02738 0.01930 0.00862
Second Order 0.31299 0.14789 0.09516 0.06392 0.04413 0.02748 0.01933 0.00862
Unbiased 0.26952 0.13441 0.08991 0.06198 0.04341 0.02729 0.01927 0.00861
Sampling 0.28701 0.14026 0.09187 0.06275 0.04352 0.02726 0.01913 0.00859
Binary Independent Variable
Analytical 0.44206 0.22057 0.14447 0.09826 0.06812 0.04257 0.02998 0.01336
Scc 0.77373 0.46102 0.32112 0.22558 0.15900 0.10033 0.07093 0.03169
First Order 0.44844 0.22141 0.14427 0.09800 0.06811 0.04254 0.02998 0.01336
Second Order 0.51772 0.24097 0.15164 0.10073 0.06909 0.04279 0.03007 0.01337
Unbiased 0.43697 0.21256 0.13995 0.09597 0.06727 0.04229 0.02989 0.01335
Sampling 0.44309 0.21867 0.14282 0.09768 0.06786 0.04245 0.02996 0.01334