Table 3.

Simulation results for (b) S_i ~ N(1 + 4 sin[(a_0i − 4)/9], 0.09)

Model	Parameter	Estimate	SE (SE*)	$\sqrt{\mathrm{M}\mathrm{S}\mathrm{E}}$	CP (CP*)
(5.1)	α1 =0	−0.862	0.150 (0.145)	0.874	0(0)
	β0 = −4	−2.404	0.340 (0.329)	1.632	0.004 (0.007)
	β1 = −2	−0.237	0.372 (0.390)	1.804	0.005 (0.012)
(6.1)	α1 =0	−0.001	0.097 (0.101)	0.095	0.951 (0.956)
	β0 = −4	−3.999	0.264 (0.255)	0.267	0.942 (0.940)
	β1 = −2	−1.991	0.258 (0.247)	0.259	0.944 (0.921)

Estimate, SE and $\sqrt{\mathrm{M}\mathrm{S}\mathrm{E}}$ denote the averages of estimates, bootstrap standard errors and square root of the mean squared errors and CP represents the estimated coverage probability of the 95% bootstrap confidence intervals, computed from 2,000 simulated samples. SE* and CP* denote the standard errors and coverage probability of CIs obtained by the procedures in Sections 3.3 and 4.1. Parameter estimates were obtained using (3.5) with Λ_i = I_ni×ni