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. 2012 Apr 25;99(2):345–361. doi: 10.1093/biomet/ass009

Table 1.

Simulation summary statistics for ŜY,Z under semi-stationarity

θ Bias(θ̂) SE(θ̂) y z SY,Z Bias(ŜY,Z) SEe(ŜY,Z) SEm(ŜY,Z) CP(ŜY,Z)
0.5 0.6 7.9 0.22 0.22 0.686 −0.1 3.2 3.2 96
0.51 0.547 −0.3 3.7 3.6 96
0.92 0.383 −0.2 4.1 3.9 96
0.51 0.22 0.547 0.1 3.7 3.6 96
0.51 0.469 −0.1 3.9 3.7 95
0.92 0.353 −0.1 3.9 3.9 95
0.92 0.22 0.383 −0.2 4.1 3.8 94
0.51 0.353 −0.2 4.1 3.9 95
0.92 0.295 −0.1 4.1 3.9 95
1.0 0.8 9.0 0.22 0.22 0.686 −0.1 3.7 3.6 95
0.51 0.547 −0.1 4.5 4.6 96
0.92 0.383 −0.2 5.2 5.1 95
0.51 0.22 0.547 −0.2 4.4 4.3 95
0.51 0.469 −0.2 4.8 4.7 94
0.92 0.353 −0.1 5.2 5.2 94
0.92 0.22 0.383 −0.2 5.2 5.2 95
0.51 0.353 −0.2 5.4 5.3 95
0.92 0.295 −0.3 5.5 5.3 95
2.0 1.0 16.7 0.22 0.22 0.686 −0.7 5.7 5.6 96
0.51 0.547 −0.9 7.7 7.6 98
0.92 0.383 −1.4 9.6 9.5 97
0.51 0.22 0.547 −0.9 7.7 7.6 96
0.51 0.469 −1.1 8.7 8.5 96
0.92 0.353 −1.2 10.0 9.5 95
0.92 0.22 0.383 −1.0 9.4 8.9 94
0.51 0.353 −1.1 9.8 9.2 95
0.92 0.295 −1.4 10.3 9.7 95

Bias(θ̂), empirical bias (×102) of θ̂; SE(θ̂), average model-based standard error (×102) of θ̂; Bias(ŜY,Z), empirical bias (×102) of ŜY,Z; SEe(ŜY,Z), empirical standard error (×102) of ŜY,Z; SEm(ŜY,Z), average model-based standard error (×102) of ŜY,Z; CP(ŜY,Z), nominal 95% coverage probability of ŜY,Z.