Table 5.
Scenario | # of Obs | 20 | 20 | 20 | 20 | 50 | 50 | 50 | 50 | 100 | 100 | 100 | 100 | 200 | 200 | 200 | 200 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Youden | 0.5 | 0.6 | 0.7 | 0.8 | 0.5 | 0.6 | 0.7 | 0.8 | 0.5 | 0.6 | 0.7 | 0.8 | 0.5 | 0.6 | 0.7 | 0.8 | |
Normal | Coverage Prob. | ||||||||||||||||
N-delta | 0.924 | 0.922 | 0.932 | 0.922 | 0.936 | 0.94 | 0.934 | 0.934 | 0.942 | 0.944 | 0.948 | 0.944 | 0.948 | 0.942 | 0.944 | 0.95 | |
N | 0.93 | 0.926 | 0.908 | 0.894 | 0.922 | 0.948 | 0.928 | 0.922 | 0.938 | 0.944 | 0.942 | 0.934 | 0.936 | 0.93 | 0.942 | 0.942 | |
TN | 0.916 | 0.93 | 0.93 | 0.918 | 0.942 | 0.948 | 0.928 | 0.934 | 0.936 | 0.942 | 0.952 | 0.938 | 0.932 | 0.938 | 0.942 | 0.944 | |
EMP | 0.904 | 0.912 | 0.926 | 0.912 | 0.892 | 0.912 | 0.92 | 0.934 | 0.854 | 0.908 | 0.918 | 0.928 | 0.858 | 0.88 | 0.888 | 0.916 | |
KS | 0.942 | 0.944 | 0.944 | 0.904 | 0.96 | 0.936 | 0.948 | 0.94 | 0.936 | 0.95 | 0.95 | 0.944 | 0.946 | 0.95 | 0.964 | 0.958 | |
KS-SJ | 0.932 | 0.934 | 0.928 | 0.908 | 0.958 | 0.942 | 0.948 | 0.942 | 0.938 | 0.944 | 0.954 | 0.946 | 0.944 | 0.948 | 0.958 | 0.958 | |
Coverage Width | |||||||||||||||||
N-delta | 1.2991 | 0.8869 | 0.8312 | 1.1987 | 0.7953 | 0.5528 | 0.5260 | 0.7604 | 0.5547 | 0.3872 | 0.3702 | 0.5368 | 0.3907 | 0.2725 | 0.2610 | 0.3792 | |
N | 1.2123 | 0.8723 | 0.8381 | 1.1931 | 0.7704 | 0.5473 | 0.5271 | 0.7519 | 0.5411 | 0.3810 | 0.3665 | 0.5275 | 0.3862 | 0.2697 | 0.2593 | 0.3739 | |
TN | 1.3441 | 1.0216 | 0.9233 | 1.2836 | 0.9068 | 0.6977 | 0.6098 | 0.8007 | 0.6359 | 0.4886 | 0.4241 | 0.5532 | 0.4378 | 0.3308 | 0.2895 | 0.3885 | |
EMP | 1.4494 | 1.1249 | 1.0136 | 1.3439 | 0.8559 | 0.6164 | 0.5908 | 0.8160 | 0.5253 | 0.3859 | 0.3811 | 0.5426 | 0.3507 | 0.2568 | 0.2486 | 0.3607 | |
KS | 1.9313 | 1.3681 | 1.1570 | 1.3668 | 1.3315 | 0.9001 | 0.7734 | 0.8998 | 0.9771 | 0.6589 | 0.5658 | 0.6528 | 0.7208 | 0.4860 | 0.4127 | 0.4852 | |
KS-SJ | 1.9497 | 1.4512 | 1.2294 | 1.4462 | 1.4019 | 0.9869 | 0.8502 | 0.9751 | 1.0418 | 0.7356 | 0.6258 | 0.7128 | 0.7800 | 0.5379 | 0.4520 | 0.5279 | |
Log-Normal | Coverage Prob. | ||||||||||||||||
N-delta | 0.362 | 0.25 | 0.42 | 0.656 | 0.04 | 0.018 | 0.118 | 0.616 | 0.002 | 0 | 0.02 | 0.606 | 0 | 0 | 0 | 0.566 | |
N | 0.77 | 0.662 | 0.798 | 0.774 | 0.26 | 0.142 | 0.414 | 0.874 | 0.03 | 0.006 | 0.102 | 0.902 | 0 | 0 | 0 | 0.886 | |
TN | 0.928 | 0.934 | 0.926 | 0.906 | 0.938 | 0.95 | 0.936 | 0.924 | 0.932 | 0.946 | 0.948 | 0.936 | 0.934 | 0.94 | 0.946 | 0.94 | |
EMP | 0.83 | 0.686 | 0.746 | 0.758 | 0.584 | 0.512 | 0.514 | 0.768 | 0.464 | 0.446 | 0.432 | 0.674 | 0.372 | 0.31 | 0.354 | 0.546 | |
KS | 0.936 | 0.88 | 0.85 | 0.764 | 0.944 | 0.852 | 0.782 | 0.862 | 0.916 | 0.806 | 0.716 | 0.878 | 0.918 | 0.78 | 0.648 | 0.874 | |
KS-SJ | 0.932 | 0.894 | 0.878 | 0.694 | 0.944 | 0.922 | 0.882 | 0.794 | 0.93 | 0.93 | 0.922 | 0.856 | 0.926 | 0.924 | 0.9 | 0.904 | |
Coverage Width | |||||||||||||||||
N-delta | 0.3890 | 0.3602 | 0.3767 | 0.4104 | 0.2310 | 0.2299 | 0.2411 | 0.2594 | 0.1614 | 0.1630 | 0.1707 | 0.1830 | 0.1144 | 0.1160 | 0.1213 | 0.1297 | |
N | 0.6028 | 0.5633 | 0.5791 | 0.6222 | 0.4045 | 0.4081 | 0.4284 | 0.4597 | 0.3003 | 0.3092 | 0.3240 | 0.3477 | 0.2324 | 0.2382 | 0.2495 | 0.2674 | |
TN | 0.7330 | 0.5650 | 0.5182 | 0.6606 | 0.4523 | 0.3648 | 0.3372 | 0.4085 | 0.3082 | 0.2575 | 0.2378 | 0.2833 | 0.2164 | 0.1837 | 0.1687 | 0.2000 | |
EMP | 1.0834 | 0.5405 | 0.5097 | 0.5773 | 0.4275 | 0.4086 | 0.3571 | 0.3567 | 0.3413 | 0.3289 | 0.2846 | 0.2207 | 0.2545 | 0.2146 | 0.1900 | 0.1275 | |
KS | 0.8672 | 0.7114 | 0.6539 | 0.6439 | 0.5991 | 0.5024 | 0.4913 | 0.4773 | 0.4495 | 0.3828 | 0.3788 | 0.3821 | 0.3441 | 0.2798 | 0.2872 | 0.3218 | |
KS-SJ | 0.8648 | 0.7091 | 0.6394 | 0.6329 | 0.6616 | 0.5272 | 0.4856 | 0.4466 | 0.5328 | 0.4150 | 0.3827 | 0.3497 | 0.4253 | 0.3232 | 0.2901 | 0.2972 | |
Gamma | Coverage Prob. | ||||||||||||||||
N-delta | 0.468 | 0.45 | 0.668 | 0.684 | 0.076 | 0.084 | 0.404 | 0.664 | 0.006 | 0 | 0.19 | 0.6 | 0 | 0 | 0.044 | 0.534 | |
N | 0.75 | 0.724 | 0.882 | 0.694 | 0.21 | 0.28 | 0.712 | 0.754 | 0.008 | 0.032 | 0.482 | 0.744 | 0 | 0 | 0.136 | 0.726 | |
TN | 0.918 | 0.922 | 0.916 | 0.948 | 0.942 | 0.936 | 0.936 | 0.944 | 0.94 | 0.932 | 0.954 | 0.952 | 0.936 | 0.91 | 0.93 | 0.934 | |
EMP | 0.91 | 0.846 | 0.874 | 0.752 | 0.826 | 0.72 | 0.736 | 0.746 | 0.79 | 0.666 | 0.652 | 0.654 | 0.848 | 0.722 | 0.572 | 0.628 | |
KS | 0.936 | 0.924 | 0.908 | 0.71 | 0.908 | 0.896 | 0.89 | 0.844 | 0.9 | 0.904 | 0.856 | 0.906 | 0.902 | 0.906 | 0.84 | 0.91 | |
KS-SJ | 0.932 | 0.932 | 0.908 | 0.666 | 0.934 | 0.956 | 0.936 | 0.8 | 0.928 | 0.962 | 0.932 | 0.828 | 0.934 | 0.952 | 0.942 | 0.898 | |
Coverage Width | |||||||||||||||||
N-delta | 0.1341 | 0.1183 | 0.1422 | 0.1977 | 0.0777 | 0.0757 | 0.0917 | 0.1258 | 0.0539 | 0.0536 | 0.0650 | 0.0888 | 0.0378 | 0.0379 | 0.0460 | 0.0628 | |
N | 0.1518 | 0.1500 | 0.1858 | 0.2550 | 0.0950 | 0.1045 | 0.1324 | 0.1823 | 0.0670 | 0.0776 | 0.0992 | 0.1369 | 0.0479 | 0.0560 | 0.0715 | 0.0993 | |
TN | 0.1769 | 0.1536 | 0.1743 | 0.3846 | 0.1121 | 0.1028 | 0.1143 | 0.2119 | 0.0757 | 0.0682 | 0.0769 | 0.1409 | 0.0525 | 0.0469 | 0.0533 | 0.0984 | |
EMP | 0.2106 | 0.1745 | 0.1812 | 0.2541 | 0.1580 | 0.1301 | 0.1199 | 0.1608 | 0.1289 | 0.1019 | 0.0922 | 0.1085 | 0.1143 | 0.0886 | 0.0753 | 0.0727 | |
KS | 0.2346 | 0.2090 | 0.2259 | 0.2704 | 0.1624 | 0.1469 | 0.1644 | 0.2174 | 0.1180 | 0.1085 | 0.1217 | 0.1810 | 0.0912 | 0.0808 | 0.0916 | 0.1499 | |
KS-SJ | 0.2346 | 0.2135 | 0.2224 | 0.2592 | 0.1763 | 0.1586 | 0.1665 | 0.1980 | 0.1366 | 0.1215 | 0.1270 | 0.1623 | 0.1095 | 0.0943 | 0.1001 | 0.1415 |