Table 5.

Example 3 Detailed Simulation Results

			Main Effect		Interaction Effect
p	n	Method	CME	IME	CIE	IIE	MS	CP%
1000	200	${\mathcal{S}}_F$	20.0	980.0	0.0	0.0	1000.0	100.0
		$\widehat{\mathcal{S}}$	17.9	0.2	0.0	0.0	18.2	89.6
		$\widehat{\mathcal{S}}+\widehat{\mathcal{I}}$	17.9	0.2	0.0	0.3	18.5	89.6
1000	500	${\mathcal{S}}_F$	20.0	980.0	0.0	0.0	1000.0	100.0
		$\widehat{\mathcal{S}}$	19.9	0.0	0.0	0.0	19.9	99.9
		$\widehat{\mathcal{S}}+\widehat{\mathcal{I}}$	19.9	0.0	0.0	0.0	19.9	99.9
1000	1000	${\mathcal{S}}_F$	20.0	980.0	0.0	0.0	1000.0	100.0
		$\widehat{\mathcal{S}}$	20.0	0.0	0.0	0.0	20.0	100.0
		$\widehat{\mathcal{S}}+\widehat{\mathcal{I}}$	20.0	0.0	0.0	0.0	20.0	100.0
5000	200	${\mathcal{S}}_F$	20.0	4980.0	0.0	0.0	5000.0	100.0
		$\widehat{\mathcal{S}}$	15.7	0.2	0.0	0.0	16.0	78.9
		$\widehat{\mathcal{S}}+\widehat{\mathcal{I}}$	15.7	0.2	0.0	1.0	17.1	79.1
5000	500	${\mathcal{S}}_F$	20.0	4980.0	0.0	0.0	5000.0	100.0
		$\widehat{\mathcal{S}}$	19.9	0.0	0.0	0.0	19.9	99.9
		$\widehat{\mathcal{S}}+\widehat{\mathcal{I}}$	19.9	0.0	0.0	0.0	19.9	99.9
5000	1000	${\mathcal{S}}_F$	20.0	4980.0	0.0	0.0	5000.0	100.0
		$\widehat{\mathcal{S}}$	20.0	0.0	0.0	0.0	20.0	100.0
		$\widehat{\mathcal{S}}+\widehat{\mathcal{I}}$	20.0	0.0	0.0	0.0	20.0	100.0