Table 5.
Scenario Assumption Violation |
I - |
II (A4) |
III (A3) & (A5) |
IV (A3)–(A5) |
|
---|---|---|---|---|---|
β1z (s.e.) | 0.009 (0.049) | 0.004 (0.063) | −0.012 (0.029) | 0.008(0.027) | |
coverage | 0.888 | 0.826 | 0.914 | 0.888 | |
β2z (s.e.) | −0.014 (0.072) | −0.014 (0.073) | −0.040 (0.034) | −0.025 (0.038) | |
coverage | 0.794 | 0.726 | 0.714 | 0.728 | |
0.016 | −0.014 | −0.222 | −0.233 | ||
−0.007 | 0.006 | 0.077 | 0.080 | ||
0.003 | −0.002 | −0.074 | −0.075 | ||
0.006 | −0.008 | −0.066 | −0.071 | ||
−0.005 | 0.006 | 0.008 | 0.011 | ||
0.005 | −0.006 | 0.006 | 0.007 | ||
β1z | 0.005 (0.052) | 0.012 (0.055) | −0.005 (0.028) | −0.006 (0.047) | |
coverage | 0.926 | 0.886 | 0.714 | 0.774 | |
β2z | −0.030 (0.071) | −0.028 (0.079) | −0.043 (0.037) | −0.008 (0.057) | |
coverage | 0.764 | 0.768 | 0.728 | 0.638 | |
0.007 | −0.004 | −0.210 | −0.220 | ||
−0.002 | 0.001 | 0.070 | 0.074 | ||
−0.001 | 0.002 | −0.071 | −0.072 | ||
−0.002 | 0.0004 | −0.054 | −0.061 | ||
0.002 | −0.002 | 0.002 | 0.004 | ||
−0.001 | 0.001 | 0.010 | 0.010 |