Table 2.
Empirical coverage of pointwise 95% bootstrap percentile confidence intervals of CE(28, j) from simulation study described in Section 4 for both scenarios. Bold entries correspond to estimates where the assumed βj was correct.
| True parameters
|
Assumed βj
|
||||||
|---|---|---|---|---|---|---|---|
| γ | CE | βj | −∞ | −1 | 0 | 1 | ∞ |
| 0.9884 | −0.05 | −∞ | 0.95 | 0.81 | 0.80 | 0.80 | 0.79 |
| −1 | 0.90 | 0.95 | 0.94 | 0.94 | 0.94 | ||
| 0 | 0.88 | 0.94 | 0.94 | 0.94 | 0.94 | ||
| 1 | 0.89 | 0.95 | 0.95 | 0.95 | 0.95 | ||
| ∞ | 0.89 | 0.95 | 0.95 | 0.95 | 0.95 | ||
| 0.75 | 0.05 | −∞ | 0.95 | 0.55 | 0.06 | 0.00 | 0.00 |
| −1 | 0.66 | 0.94 | 0.65 | 0.06 | 0.00 | ||
| 0 | 0.14 | 0.66 | 0.94 | 0.47 | 0.00 | ||
| 1 | 0.01 | 0.12 | 0.55 | 0.94 | 0.01 | ||
| ∞ | 0.00 | 0.00 | 0.00 | 0.00 | 0.94 | ||