Table 2. Simulation results of the confidence intervals' performance.

Sample Size	Interval Type	τ	Mean Interval Width			Coverage
			β1	β2	t	β1	β2	t
n = 200	Asymptotic	0.5	0.542	1.042	2.752	0.897	0.902	0.812
		0.7	0.573	1.149	2.989	0.905	0.906	0.810
		0.8	0.631	1.296	3.289	0.900	0.893	0.811
	Bootstrapped	0.5	0.811	2.011	4.212	0.977	0.968	0.965
		0.7	0.838	2.052	4.274	0.982	0.968	0.971
		0.8	0.923	2.254	4.510	0.982	0.966	0.974
n = 500	Asymptotic	0.5	0.326	0.568	1.748	0.905	0.914	0.853
		0.7	0.344	0.614	1.854	0.904	0.911	0.853
		0.8	0.379	0.664	2.024	0.901	0.904	0.838
	Bootstrapped	0.5	0.438	0.908	2.775	0.972	0.964	0.954
		0.7	0.467	0.989	2.930	0.971	0.975	0.964
		0.8	0.522	1.112	3.181	0.980	0.966	0.972