Table 2.

Simulation results for G_R(x) = x and G_T (x) = log(1 + x). Bias and SE are the bias and the standard deviation estimates, SEE is the average of the standard error estimator, and CP is the coverage probability of 95% confidence intervals. τ denotes the study duration.

Parameter	True	N = 200				N = 400
		Bias	SE	SEE	CP	Bias	SE	SEE	CP
		φ = (0.5, 0.2)
β1	0.7	−.009	.084	.082	.935	−.008	.058	.058	.949
	1.0	−.003	.120	.119	.956	−.006	.085	.084	.939
	0.5	−.007	.104	.103	.943	−.002	.074	.073	.940
${\sigma }_e^2$	1.0	.002	.041	.041	.955	.001	.030	.029	.946
β2	1.0	−.003	.157	.156	.957	−.006	.107	.108	.956
	0.5	−.009	.135	.132	.950	−.001	.091	.092	.949
ΛR(τ/4)	0.6	−.006	.081	.080	.949	−.006	.056	.056	.943
ΛR(τ/2)	1.2	−.012	.156	.154	.953	−.016	.109	.107	.939
β3	1.0	.010	.282	.284	.952	.001	.198	.198	.954
	0.5	.004	.228	.241	.966	.005	.168	.169	.951
φ	0.5	−.009	.349	.367	.969	.007	.245	.246	.957
	0.2	−.012	.436	.444	.969	−.011	.301	.299	.949
ΛT(τ/4)	0.1	.004	.036	.037	.965	−.002	.026	.026	.966
ΛT(τ/2)	0.4	−.000	.136	.131	.953	.000	.093	.092	.948
${\sigma }_1^2$	0.5	−.009	.070	.069	.956	−.004	.049	.049	.949
${\sigma }_2^2$	0.5	.015	.145	.112	.945	.009	.078	.078	.941
ρ	0.5	−.002	.108	.108	.961	−.004	.073	.075	.953
		φ = (0, 0.2)
β1	0.7	−.008	.082	.082	.950	−.008	.057	.058	.954
	1.0	−.001	.120	.119	.953	−.005	.084	.084	.948
	0.5	.001	.106	.103	.945	−.006	.071	.072	.958
${\sigma }_e^2$	1.0	.001	.041	.041	.947	.001	.028	.029	.953
β2	1.0	−.011	.151	.152	.956	−.005	.111	.108	.938
	0.5	.005	.134	.130	.944	−.002	.092	.092	.944
ΛR(τ/4)	0.15	−.001	.081	.079	.944	−.007	.056	.055	.943
ΛR(τ/2)	0.6	−.005	.151	.151	.947	−.019	.106	.106	.949
β3	1.0	.013	.276	.276	.951	.023	.193	.192	.947
	0.5	.009	.234	.235	.950	.003	.163	.164	.947
φ	0.0	.014	.367	.357	.963	.008	.246	.241	.956
	0.2	−.029	.459	.440	.956	−.045	.297	.293	.942
ΛT(τ/4)	0.1	−.004	.036	.036	.955	−.004	.025	.025	.949
ΛT(τ/2)	0.4	.004	.126	.128	.959	−.010	.085	.087	.952
${\sigma }_1^2$	0.5	−.006	.070	.068	.951	−.005	.049	.048	.955
${\sigma }_2^2$	0.5	.007	.112	.110	.943	.011	.077	.077	.946
ρ	0.5	−.007	.108	.107	.959	−.004	.073	.074	.959