Table 5.
N | T | Bias | CR0.95 | ||||||
---|---|---|---|---|---|---|---|---|---|
γ10 | γ11 | γ10 | γ11 | ||||||
NC | CMC | NC | CMC | NC | CMC | NC | CMC | ||
20 | 20 | −0.007 | −0.076 | −0.050 | −0.007 | 0.897 | 0.720 | 0.944 | 0.958 |
50 | −0.005 | −0.030 | −0.045 | −0.026 | 0.922 | 0.856 | 0.939 | 0.944 | |
100 | 0.000 | −0.013 | −0.019 | −0.008 | 0.923 | 0.909 | 0.942 | 0.944 | |
50 | 20 | 0.004 | −0.071 | −0.068 | −0.022 | 0.885 | 0.476 | 0.950 | 0.959 |
50 | 0.001 | −0.026 | −0.032 | −0.014 | 0.904 | 0.781 | 0.945 | 0.948 | |
100 | 0.000 | −0.013 | −0.018 | −0.006 | 0.924 | 0.890 | 0.953 | 0.949 | |
100 | 20 | 0.004 | −0.071 | −0.084 | −0.036 | 0.918 | 0.170 | 0.921 | 0.940 |
50 | 0.000 | −0.027 | −0.024 | −0.003 | 0.907 | 0.628 | 0.944 | 0.955 | |
100 | 0.001 | −0.012 | −0.019 | −0.008 | 0.928 | 0.832 | 0.939 | 0.942 |
Bias and coverage rate of 95% confidence intervals (CR0.95) based on 1000 replications. Results for γ10 = 0.3, that is, the average autoregressive parameter ϕ, and for γ11 = 0.4, that is, the effect of a level 2 predictor on the autoregressive parameter, using NC and CMC (with sample mean) for the autoregressive predictor.