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. Author manuscript; available in PMC: 2014 Jan 1.
Published in final edited form as: J R Stat Soc Ser C Appl Stat. 2012 Oct 22;62(2):233–250. doi: 10.1111/j.1467-9876.2012.01057.x

Table 7.

Simulation results with intercepts β0j = logit(j/J), J = 5; (β1, β2, β3) = (4, 1, .06); and average (pi1, pi2, pi3, pi4, pi5) = (.91, .05, .02, .01, .01)

Parameter Sample
Size
Method Percent
Relative Bias
Root
MSE
Coverage
Probability
All simulation replicationsa
β1 = 4 40 ML 115.1 7.338 97.8%
ML:Bias-Corrected −4.7 1.011 96.1%
Clogg et al. 1.9 1.117 94.0%
80 ML 97.5 6.632 94.6%
ML:Bias-Corrected −3.1 0.889 94.4%
Clogg et al. 5.1 1.048 96.0%
β2 = 1 40 ML 33.9 1.005 95.6%
ML:Bias-Corrected 0.7 0.424 96.3%
Clogg et al. 9.7 0.533 94.4%
80 ML 12.1 0.400 94.6%
ML:Bias-Corrected −0.2 0.326 95.9%
Clogg et al. 1.3 0.340 96.0%
β3 = 0.06 40 ML 37.6 0.098 94.5%
ML:Bias-Corrected 2.4 0.067 96.5%
Clogg et al. −7.5 0.058 95.2%
80 ML 8.3 0.080 94.6%
ML:Bias-Corrected 1.1 0.043 95.9%
Clogg et al. 2.2 0.046 94.8%
Results when ML convergedb
β1 = 4 40 ML −2.4 1.204 96.2%
ML:Bias-Corrected −20.3 1.123 97.3%
Clogg et al. −21.9 1.202 86.2%
80 ML −5.5 0.705 95.6%
ML:Bias-Corrected −14.6 0.822 92.0%
Clogg et al. −8.8 0.695 94.3%
β2 = 1 40 ML 26.1 0.763 95.4%
ML:Bias-Corrected 2.9 0.403 97.2%
Clogg et al. 12.4 0.556 96.3%
80 ML 11.5 0.391 93.9%
ML:Bias-Corrected −0.3 0.318 95.4%
Clogg et al. 4.7 0.333 96.1%
β3 = 0.06 40 ML 34.6 0.089 94.8%
ML:Bias-Corrected 0.4 0.077 97.3%
Clogg et al. −19.6 0.051 96.3%
80 ML 8.9 0.078 94.1%
ML:Bias-Corrected 2.9 0.042 96.2%
Clogg et al. −1.0 0.045 93.2%
a

When ML did not converge, ML estimates are from last (25th) iteration.

b

ML converged for 57% of the simulation replications when n = 40 and 63% when n = 80