. Author manuscript; available in PMC: 2015 Nov 13.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2014 Nov 7;77(4):755–776. doi: 10.1111/rssb.12086

Table 1.

Simulation results with time invariant coefficient for the linear and logistic models

n	BD	Results for linear regression model					Results for logistic regression model
n	BD	Bias	RB	SD	SE	CP (%)	Bias	RB	SD	SE	CP (%)
100	n ^−0.5	−0.056	−0.038	0.119	0.107	88	−0.069	−0.046	0.210	0.204	92
	n ^−0.6	−0.036	−0.024	0.125	0.111	90	−0.023	−0.015	0.255	0.241	92
	n ^−0.8	−0.014	−0.009	0.146	0.130	91	0.056	0.037	0.387	0.355	94
	n ^−0.9	−0.010	−0.007	0.163	0.146	91	0.110	0.073	0.494	0.445	94
	auto	−0.005	−0.003	0.159	0.141	90	0.083	0.055	0.457	0.396	92
400	n ^−0.5	−0.027	−0.018	0.063	0.061	92	−0.044	−0.030	0.133	0.132	94
	n ^−0.6	−0.016	−0.011	0.070	0.068	92	−0.013	−0.009	0.174	0.168	94
	n ^−0.8	−0.004	−0.003	0.101	0.096	92	0.043	0.029	0.308	0.292	94
	n ^−0.9	−0.004	−0.003	0.130	0.120	92	0.109	0.073	0.457	0.398	94
	auto	−0.002	−0.001	0.117	0.106	92	0.058	0.039	0.360	0.331	94
900	n ^−0.5	−0.024	−0.016	0.047	0.044	91	−0.029	−0.020	0.092	0.104	96
	n ^−0.6	−0.011	−0.007	0.053	0.052	94	−0.007	−0.005	0.123	0.139	97
	n ^−0.8	−0.001	−0.001	0.089	0.084	92	0.035	0.024	0.278	0.269	94
	n ^−0.9	−0.003	−0.002	0.116	0.112	93	0.090	0.060	0.389	0.386	96
	auto	0.006	0.004	0.096	0.096	95	0.055	0.037	0.361	0.308	92