Table 3.

Simulation results for the transformation model × transformation model estimator of A_adj(·)

	Box–Cox transformation models
	ρ = 2				ρ = 1
Parameter	Bias	sse	see	cp(%)	Bias	sse	see	cp(%)
Aadj(τ/4)	−0.001	0.046	0.046	94.9	−0.001	0.050	0.049	94.9
Aadj(τ/2)	−0.001	0.045	0.045	95.0	−0.001	0.047	0.046	94.7
Aadj(3τ/4)	−0.000	0.044	0.044	94.7	−0.001	0.043	0.043	94.6
Aadj(τ)	0.001	0.046	0.043	94.0	0.001	0.043	0.041	94.2
	Logarithmic transformation models
	r = 2				r = 1
Parameter	Bias	sse	see	cp(%)	Bias	sse	see	cp(%)
Aadj(τ/4)	−0.002	0.054	0.053	94.6	−0.002	0.053	0.052	94.7
Aadj(τ/2)	−0.001	0.043	0.043	94.9	−0.001	0.045	0.044	94.8
Aadj(3τ/4)	−0.000	0.037	0.037	95.0	−0.000	0.039	0.039	95.0
Aadj(τ)	0.001	0.034	0.034	94.5	0.001	0.037	0.036	94.1

Bias, the sampling bias; sse, the sampling standard error; see, the sampling mean of the standard error estimator; cp, the coverage probability of the 95% Wald confidence interval.