Table 5.

Simulation results. Data generated under one-class model.

Simulation 1
Parameter	True Value	Mean (SD)	Average Bias	Coverage
α1	6.89	6.91 (0.15)	0.019	88
α2	6.79	6.80 (0.14)	0.007	93
λ1	1.10	1.06 (0.11)	−0.04	87
λ2	1.22	1.28 (0.13)	0.058	92
γ1	0	0.00021 (0.01)	0.00021	93
γ2	0	−0.00002 (0.00033)	−0.00002	91
Ψa	1	1.00 (0.17)	0.0036	95
${\tau }_1^2$	1	1.07 (0.27)	0.078	91
${\tau }_2^2$	1	0.85 (0.32)	−0.15	93
${\sigma }_1^2$	1	1.06 (0.23)	0.06	88
${\sigma }_2^2$	1	0.85 (0.31)	−0.15	88
Simulation 2
Parameter	True Value	Mean (SD)	Average Bias	Coverage
α1	6.89	6.92 (0.15)	0.027	87
α2	6.79	6.80 (0.14)	0.01	94
λ1	1.10	1.10 (0.056)	0.001	92
λ2	1.22	1.23 (0.056)	0.0009	95
γ1	−0.05	−0.049 (0.011)	0.00066	96
γ2	0.0003	0.0003 (0.00033)	−0.00004	95
Ψa	1	1.01 (0.18)	0.0099	96
${\tau }_1^2$	1	1.03 (0.22)	0.031	92
${\tau }_2^2$	1	0.97 (0.24)	−0.03	93
${\sigma }_1^2$	1	0.99 (0.10)	−0.013	97
${\sigma }_2^2$	1	0.99 (0.13)	−0.0074	92
Simulation 3
Parameter	True Value	Mean (SD)	Average Bias	Coverage
α1	6.89	6.89 (0.16)	0.0011	91
α2	6.79	6.79 (0.14)	0.002	95
λ1	1.10	1.10 (0.043)	0.002	91
λ2	1.22	1.23 (0.049)	0.0069	94
γ1	−0.20	−0.20 (0.013)	0.0015	97
γ2	0.0003	0.0003 (0.00033)	−0.00004	93
Ψa	1	1.01 (0.18)	0.014	97
${\tau }_1^2$	1	1.03 (0.18)	0.031	98
${\tau }_2^2$	1	0.98 (0.21)	−0.02	96
${\sigma }_1^2$	1	0.99 (0.087)	−0.011	99
${\sigma }_2^2$	1	1.00 (0.12)	−0.0020	87