Table 2.
Simulation results under each scenario (for scenario details see Sect. 4). EST: ratio or log ratio estimate; BIAS: absolute bias; ASE: asymptotic standard error; ESD: empirical standard deviation; and CP: 95 % coverage probability
Scenario | n |
θ1211(t0) |
ln{θ1211(t0)} |
||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
EST | BIAS | ASE | ESD | CP | EST | BIAS | ASE | ESD | CP | ||
I | 400 | 1.01 | 0.00 | 0.166 | 0.175 | 0.93 | −0.01 | 0.02 | 0.165 | 0.171 | 0.94 |
800 | 1.01 | 0.01 | 0.119 | 0.121 | 0.93 | 0.00 | 0.01 | 0.118 | 0.120 | 0.94 | |
1200 | 1.00 | 0.01 | 0.097 | 0.102 | 0.93 | 0.00 | 0.01 | 0.097 | 0.101 | 0.94 | |
II | 400 | 0.51 | 0.01 | 0.084 | 0.083 | 0.95 | −0.69 | 0.00 | 0.167 | 0.166 | 0.95 |
800 | 0.51 | 0.01 | 0.060 | 0.061 | 0.96 | −0.69 | 0.01 | 0.119 | 0.121 | 0.95 | |
1200 | 0.51 | 0.00 | 0.049 | 0.051 | 0.95 | −0.69 | 0.00 | 0.098 | 0.100 | 0.95 | |
III | 400 | 1.14 | 0.01 | 0.113 | 0.105 | 0.97 | 0.13 | 0.00 | 0.099 | 0.092 | 0.97 |
800 | 1.14 | 0.01 | 0.082 | 0.073 | 0.97 | 0.13 | 0.00 | 0.072 | 0.064 | 0.97 | |
1200 | 1.14 | 0.00 | 0.067 | 0.058 | 0.98 | 0.13 | 0.00 | 0.059 | 0.05 | 0.98 | |
IV | 400 | 0.79 | 0.01 | 0.121 | 0.126 | 0.93 | −0.24 | 0.02 | 0.153 | 0.157 | 0.95 |
800 | 0.79 | 0.01 | 0.087 | 0.089 | 0.92 | −0.24 | 0.02 | 0.109 | 0.113 | 0.93 | |
1200 | 0.79 | 0.01 | 0.071 | 0.072 | 0.94 | −0.24 | 0.02 | 0.089 | 0.090 | 0.94 | |
| |||||||||||
Scenario | n |
θ2111(t0) |
ln{θ2111(t0)} |
||||||||
EST | BIAS | ASE | ESD | CP | EST | BIAS | ASE | ESD | CP | ||
| |||||||||||
I | 400 | 0.43 | 0.01 | 0.075 | 0.077 | 0.94 | −0.86 | 0.01 | 0.174 | 0.179 | 0.94 |
800 | 0.43 | 0.00 | 0.053 | 0.052 | 0.96 | −0.86 | 0.00 | 0.123 | 0.122 | 0.94 | |
1200 | 0.43 | 0.00 | 0.043 | 0.044 | 0.95 | −0.86 | 0.01 | 0.101 | 0.103 | 0.95 | |
II | 400 | 1.02 | 0.02 | 0.181 | 0.197 | 0.93 | 0.00 | 0.00 | 0.178 | 0.190 | 0.94 |
800 | 1.00 | 0.01 | 0.128 | 0.131 | 0.95 | 0.00 | 0.00 | 0.127 | 0.129 | 0.95 | |
1200 | 1.01 | 0.01 | 0.105 | 0.108 | 0.94 | 0.00 | 0.00 | 0.105 | 0.107 | 0.95 | |
III | 400 | 0.51 | 0.02 | 0.098 | 0.103 | 0.94 | −0.70 | 0.01 | 0.195 | 0.202 | 0.94 |
800 | 0.50 | 0.01 | 0.070 | 0.072 | 0.95 | −0.70 | 0.02 | 0.140 | 0.143 | 0.95 | |
1200 | 0.50 | 0.01 | 0.057 | 0.057 | 0.96 | −0.70 | 0.01 | 0.115 | 0.113 | 0.95 | |
IV | 400 | 0.44 | 0.01 | 0.076 | 0.075 | 0.95 | −0.82 | 0.02 | 0.170 | 0.168 | 0.95 |
800 | 0.44 | 0.01 | 0.053 | 0.054 | 0.96 | −0.83 | 0.01 | 0.121 | 0.123 | 0.94 | |
1200 | 0.44 | 0.01 | 0.044 | 0.045 | 0.95 | −0.83 | 0.01 | 0.099 | 0.101 | 0.95 | |
| |||||||||||
Scenario | n |
θ2211(t0) |
ln{θ2211(t0)} |
||||||||
EST | BIAS | ASE | ESD | CP | EST | BIAS | ASE | ESD | CP | ||
| |||||||||||
I | 400 | 0.49 | 0.00 | 0.084 | 0.088 | 0.93 | −0.72 | 0.01 | 0.171 | 0.182 | 0.93 |
800 | 0.49 | 0.00 | 0.059 | 0.058 | 0.95 | −0.72 | 0.01 | 0.122 | 0.119 | 0.96 | |
1200 | 0.49 | 0.00 | 0.049 | 0.049 | 0.93 | −0.72 | 0.01 | 0.100 | 0.100 | 0.95 | |
II | 400 | 0.38 | 0.00 | 0.069 | 0.069 | 0.94 | −0.99 | 0.01 | 0.182 | 0.181 | 0.94 |
800 | 0.38 | 0.00 | 0.049 | 0.048 | 0.95 | −0.99 | 0.01 | 0.130 | 0.129 | 0.95 | |
1200 | 0.37 | 0.00 | 0.040 | 0.039 | 0.94 | −0.99 | 0.01 | 0.106 | 0.104 | 0.95 | |
III | 400 | 1.01 | 0.01 | 0.175 | 0.180 | 0.94 | 0.00 | 0.01 | 0.172 | 0.177 | 0.95 |
800 | 1.01 | 0.00 | 0.125 | 0.129 | 0.94 | 0.00 | 0.01 | 0.124 | 0.127 | 0.95 | |
1200 | 1.00 | 0.00 | 0.102 | 0.100 | 0.95 | 0.00 | 0.00 | 0.102 | 0.099 | 0.95 | |
IV | 400 | 0.61 | 0.01 | 0.101 | 0.104 | 0.93 | −0.51 | 0.00 | 0.165 | 0.172 | 0.95 |
800 | 0.60 | 0.00 | 0.071 | 0.071 | 0.95 | −0.51 | 0.01 | 0.118 | 0.117 | 0.95 | |
1200 | 0.60 | 0.00 | 0.058 | 0.058 | 0.94 | −0.51 | 0.01 | 0.096 | 0.097 | 0.96 |