Table 2.

Simulation Results for ψ₀ = 1

		n=200				n=1000
		ψ̂cmle,1	ψ̂cmle,2	ψ̂mle	ψ̂eff	ψ̂cmle,1	ψ̂cmle,2	ψ̂mle	ψ̂eff
αtrue, ηtrue	bias*	0.025	0.025	0.023	0.026	0.008	0.009	0.008	0.009
	variance*	0.140	0.124	0.120	0.143	0.030	0.027	0.027	0.030
	coverage#	0.971	0.971	0.972	0.963	0.951	0.938	0.935	0.948
αtrue, ηfalse	bias	0.025	−0.234	−0.236	0.028	0.008	−0.253	−0.254	0.002
	variance	0.140	0.136	0.135	0.161	0.030	0.026	0.025	0.030
	coverage	0.971	0.892	0.942	0.893	0.951	0.627	0.945	0.620
αfalse, ηtrue	bias	−0.245	0.025	−0.230	0.037	−0.268	0.009	−0.247	0.006
	variance	0.125	0.124	0.112	0.151	0.023	0.027	0.021	0.029
	coverage	0.897	0.971	0.906	0.958	0.593	0.938	0.613	0.942
αfalse, ηfalse	bias	−0.245	−0.234	−0.251	−0.264	−0.268	−0.253	−0.251	−0.252
	variance	0.125	0.136	0.126	0.126	0.023	0.026	0.024	0.024
	coverage	0.897	0.892	0.879	0.916	0.593	0.627	0.580	0.617

^#Coverage of Wald confidence intervals using the second derivative of the score equations to estimate the variance of cmles and of the mle, and Σ̂ to estimate the variance of ψ̂_eff.