Table II.
CR | True p | ψ̂1 | Coverage | Simulation variance | Estimated variance |
---|---|---|---|---|---|
(a) Large sample simulation (N = 1000, true ψ1 = 0.85) | |||||
40 per cent | 0.3 | 0.8432 | 94.7 | 0.0420 | 0.0421 |
0.5 | 0.8551 | 95.1 | 0.0197 | 0.0199 | |
0.8 | 0.8502 | 94.7 | 0.0106 | 0.0106 | |
60 per cent | 0.3 | 0.8539 | 95.3 | 0.0477 | 0.0487 |
0.5 | 0.8521 | 95.3 | 0.0243 | 0.0247 | |
0.8 | 0.8492 | 95.5 | 0.0141 | 0.0144 | |
(b) Small sample simulation (N = 400, true ψ1 = 0.85) | |||||
40 per cent | 0.3 | 0.8379 | 93.9 | 0.1176 | 0.1108 |
0.5 | 0.8504 | 93.8 | 0.0552 | 0.0500 | |
0.8 | 0.8523 | 95.9 | 0.0257 | 0.0266 | |
60 per cent | 0.3 | 0.8414 | 93.5 | 0.1325 | 0.1255 |
0.5 | 0.8565 | 93.8 | 0.0632 | 0.0645 | |
0.8 | 0.8544 | 94.6 | 0.0364 | 0.0362 | |
(c) Simulation of MSLT-I (N = 1300) | |||||
True ψ1 | |||||
1.00 | 0.9842 | 94.7 | 0.1023 | 0.1012 | |
0.50 | 0.5012 | 95.6 | 0.0950 | 0.0957 | |
0.00 | 0.0071 | 95.7 | 0.0923 | 0.0966 |