Table III.

Bias, coverage rate of the 95 per cent interval, standard deviation (SD), based on the likelihood method and the Bayesian model with noninformative priors.

		Likelihood method			Bayesian method
n	Parameter	Bias	Coverage	SD	Bias	Coverage	SD
100	β0 = 10	0.001	0.965	0.055	−0.003	0.960	0.058
	β1=−1.5	0.001	0.955	0.072	0.008	0.930	0.078
	β2 = 1	−0.027	0.960	0.105	−0.039	0.895	0.137
	σ2 = 0.25	0.001	0.965	0.020	0.001	0.965	0.020
	${\sigma }_u^2=0.5$	−0.020	0.910	0.110	0.006	0.975	0.117
	σuv = 0.4	−0.049	0.915	0.286	−0.048	0.870	0.266
	${\sigma }_v^2=0.5$	0.219	0.990	0.822	0.110	0.920	0.619
	${\gamma }_1^{\left(1\right)}=-1$	−0.059	0.960	0.406	0.033	0.945	0.374
	${\gamma }_2^{\left(1\right)}=0.8$	0.066	0.970	0.604	0.078	0.945	0.626
	${\gamma }_{}^{\left(2\right)}=-1.5$	−0.051	0.965	0.504	−0.088	0.960	0.434
	${\gamma }_2^{\left(2\right)}=0.5$	−0.016	0.960	0.680	0.064	0.945	0.740
	ν(2) = 1.2	0.162	0.930	1.113	0.056	0.890	1.570
200	β0 = 10	0.002	0.970	0.036	0.002	0.945	0.044
	β1=−1.5	−0.002	0.955	0.052	0.002	0.980	0.051
	β2 = 1	−0.019	0.955	0.095	−0.009	0.955	0.087
	σ2 = 0.25	>0.001	0.965	0.014	0.001	0.945	0.014
	${\sigma }_u^2=0.5$	−0.007	0.940	0.078	0.014	0.960	0.084
	σuv = 0.4	−0.013	0.980	0.181	0.002	0.950	0.142
	${\sigma }_v^2=0.5$	0.080	0.980	0.352	0.034	0.975	0.314
	${\gamma }_1^{\left(1\right)}=-1$	−0.029	0.975	0.266	0.007	0.960	0.245
	${\gamma }_2^{\left(1\right)}=0.8$	0.020	0.965	0.384	0.070	0.925	0.422
	${\gamma }_1^{\left(2\right)}=-1.5$	−0.075	0.955	0.395	−0.018	0.950	0.278
	${\gamma }_2^{\left(2\right)}=0.5$	0.013	0.940	0.514	0.022	0.935	0.425
	ν(2) = 1.2	0.118	0.930	0.779	0.051	0.980	0.435
500	β0 = 10	−0.002	0.965	0.027	0.003	0.960	0.026
	β1=−1.5	0.002	0.965	0.038	−0.003	0.970	0.033
	β2 = 1	−0.014	0.965	0.077	0.008	0.950	0.057
	σ2 = 0.25	>0.001	0.965	0.010	>0.001	0.960	0.009
	${\sigma }_u^2=0.5$	−0.007	0.910	0.057	0.013	0.935	0.057
	σuv= 0.4	0.007	0.965	0.118	0.019	0.965	0.090
	${\sigma }_v^2=0.5$	0.067	0.930	0.228	0.024	0.945	0.164
	${\gamma }_1^{\left(1\right)}=-1$	−0.021	0.950	0.162	0.011	0.940	0.156
	${\gamma }_2^{\left(1\right)}=0.8$	0.023	0.980	0.229	0.014	0.965	0.233
	${\gamma }_1^{\left(2\right)}=-1.5$	−0.030	0.950	0.231	<0.001	0.930	0.162
	${\gamma }_2^{\left(2\right)}=0.5$	0.011	0.955	0.289	0.037	0.945	0.259
	ν(2) = 1.2	−0.003	0.925	0.388	−0.008	0.955	0.227