Table 2.

Parameter estimates for the Van der Pol oscillator model with T = 150, true initial condition = fixed, fitted initial condition = fixed.

	True θ	Mean θ̂	RMSE	rBias	$a\widehat{\mathrm{S}\mathrm{E}}$	MC SD	RDSE	Power/type I error
ζ0	3.00	3.05	0.05	0.02	0.077	0.318	−0.76	1.00
ζ1	0.50	0.48	0.02	−0.04	0.018	0.048	−0.62	1.00
ζ2	0.50	0.49	0.01	−0.01	0.018	0.058	−0.69	1.00
μ1	0.00	−0.00	0.00	–	0.004	0.006	−0.25	0.16
μ2	0.00	−0.00	0.00	–	0.004	0.005	−0.11	0.12
μ3	0.00	−0.00	0.00	–	0.004	0.007	−0.38	0.21
λ21	0.70	0.70	0.00	0.00	0.003	0.004	−0.11	1.00
λ31	1.20	1.20	0.00	0.00	0.003	0.005	−0.37	1.00
${\sigma }_{e1}^2$	0.50	0.50	0.00	−0.00	0.004	0.004	−0.02	1.00
${\sigma }_{e2}^2$	0.50	0.50	0.00	−0.00	0.004	0.004	0.14	1.00
${\sigma }_{e3}^2$	0.50	0.50	0.00	−0.00	0.004	0.004	−0.07	1.00
${\sigma }_{b_{\zeta }}^2$	0.50	0.48	0.02	−0.04	0.048	0.123	−0.61	1.00

% of retained cases = 96%, correlation between true and estimated b_ζ,i = 0.87, true θ = true value of a parameter, mean $\mathrm{\theta ̂}=\frac{1}{H}{\sum }_{h=1}^H{\mathrm{\theta ̂}}_h$, where θ̂_h = estimate of θ from the hth Monte Carlo replication M RMSE $\sqrt{\frac{1}{H}{\sum }_{h=1}^H{({\mathrm{\theta ̂}}_h-\text{true}\theta )}^2}$, rBias relative bias = $\frac{1}{H}{\sum }_h^H({\mathrm{\theta ̂}}_h-\text{true}\theta )/\text{true}\theta$, SE standard deviation of θ̂ across Monte Carlo runs, $a\widehat{\mathrm{S}\mathrm{E}}$ = average standard error estimate across Monte Carlo runs, RDSE average relative deviance of $\widehat{\mathrm{S}\mathrm{E}}=(a\widehat{\mathrm{S}\mathrm{E}}-\mathrm{S}\mathrm{E})/\mathrm{S}\mathrm{E}$, power/type I error = 1 − the proportion of 95% confidence intervals (CIs) that contain 0 across the Monte Carlo replications.