Table 3.

Summary statistics and coverage probabilities of the 95% confidence intervals for (β₀,β₁,β₂,β₁₂) under models M₁₀, M₂₀, and M₃₀

Model	(n1,n2)	Coefficient	Bias	SSE	ESE	CP
M10	(250,250)	β0	-0.0185	0.6904	0.6757	0.960
		β1	0.0125	1.2292	1.1744	0.959
		β2	0.0169	1.2342	1.1817	0.950
		β12	-0.0226	2.1348	2.0509	0.951
	(400,400)	β0	-0.0235	0.5244	0.5275	0.953
		β1	0.0480	0.8983	0.9154	0.958
		β2	0.0283	0.9399	0.9145	0.958
		β12	-0.0619	1.5955	1.5883	0.956
M20	(250,250)	β0	-0.0210	0.7824	0.7884	0.964
		β1	0.0174	1.2611	1.2736	0.968
		β2	0.0100	1.2865	1.2824	0.954
		β12	0.0005	2.0566	2.0802	0.958
	(400,400)	β0	-0.0340	0.6226	0.6171	0.957
		β1	0.0211	0.9909	0.9945	0.962
		β2	0.0308	1.0004	1.0020	0.962
		β12	0.0080	1.6225	1.6216	0.963
M30	(250,250)	β0	-0.0428	0.8601	0.8208	0.957
		β1	0.0686	1.3330	1.2942	0.957
		β2	-0.0021	1.4785	1.4268	0.960
		β12	-0.0177	2.2907	2.4680	0.961
	(400,400)	β0	-0.0179	0.6560	0.6356	0.946
		β1	0.0043	1.0254	1.0026	0.946
		β2	-0.0703	1.1276	1.1045	0.950
		β12	0.0816	1.7516	1.7407	0.954