Table 2.

Comparison of methods for estimating the population mean at time J = 3. DP, Normal, and AIPW refer inferences based on the Dirichlet mixture model, the normal model, and AIPW methods respectively. Monte-Carlo standard errors are given in parentheses. Interval estimates were constructed at a 95% level.

	Bias	CI Width	CI Coverage	Mean Squared Error
	Normal Model
DP	−0.001(0.004)	0.493(0.001)	0.963(0.006)	0.01443(0.0006)
Normal	−0.005(0.004)	0.494(0.002)	0.944(0.007)	0.01524(0.0007)
AIPW	−0.001(0.004)	0.470(0.002)	0.943(0.007)	0.01530(0.0007)
	Mixture of Normal Models
DP	−0.010(0.004)	0.542(0.001)	0.542(0.001)	0.0182(0.0008)
Normal	−0.039(0.005)	0.586(0.001)	0.586(0.001)	0.0220(0.0010)
AIPW	0.001(0.004)	0.523(0.001)	0.523(0.001)	0.0185(0.0008)