Table 4.
Empirical bias (×1,000) and coverage rate (%) of 95% credible interval of Bayesian estimates of the covariance between αj and βj. N1 and N2 denote the sample size of the first-level units and second-level units, respectively. Numbers in the parentheses are coverage rates.
| α = β = 0.3 | α = β = 0.6 | |||||
|---|---|---|---|---|---|---|
| N1 | σαjβj = −0.113 | σαjβj = 0 | σαjβj = 0.113 | σαjβj = −0.113 | σαjβj = 0 | σαjβj = 0.113 |
| N2 = 25 | ||||||
| 4 | −23 (79.5) | 2 (88.7) | −23 (79.5) | 18 (80.3) | 0 (86.9) | −20 (81.1) |
| 8 | −9 (90.3) | 3 (76.3) | 10 (90.9) | −8 (89.5) | −2 (74.6) | 7 (88.9) |
| 16 | −13 (92.6) | −2 (87.2) | 11 (91.7) | −12 (92.7) | 1 (89.0) | 12 (91.4) |
| N2 = 50 | ||||||
| 4 | 2 (87.8) | 0 (73.9) | 1 (89.9) | −2 (89.6) | −2 (74.9) | 4 (89.2) |
| 8 | −14 (91.9) | 0 (85.4) | 12 (92.2) | −12 (91.9) | −1 (88.2) | 12 (92.0) |
| 16 | −6 (92.5) | 0 (92.3) | 6 (93.8) | −7 (93.7) | 0 (92.9) | 7 (92.9) |
| N2 = 100 | ||||||
| 4 | −11 (92.5) | 0 (80.7) | 12 (91.7) | −11 (92.5) | −3 (80.0) | 11 (91.5) |
| 8 | −10 (91.5) | −2 (91.9) | 9 (91.9) | −10 (93.1) | 0 (95.2) | 9 (91.1) |
| 16 | −3 (94.5) | 0 (94.1) | 2 (94.7) | −2 (94.7) | 0 (94.5) | 3 (95.5) |