. 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 2.

Simulation results with time-dependent coefficient for linear regression

Model	t	Results for n = 400					Results for n = 900
Model	t	BD	RB	SD	SE	CP (%)	RB	SD	SE	CP (%)
β(t) = 0.4t + 0.5	0.1	n ^−1/2	−0.011	0.113	0.109	92	0.006	0.101	0.091	92
		auto	−0.004	0.105	0.111	95	−0.047	0.086	0.090	96
	0.3	n ^−1/2	−0.023	0.126	0.112	95	−0.004	0.095	0.094	94
		auto	0.009	0.114	0.103	96	−0.024	0.084	0.092	95
β(t)=√t	0.1	n ^−1/2	0.006	0.103	0.108	92	−0.025	0.084	0.094	96
		auto	0.003	0.105	0.111	95	−0.072	0.086	0.090	98
	0.3	n ^−1/2	−0.013	0.120	0.111	92	−0.005	0.112	0.096	95
		auto	0.011	0.114	0.103	96	−0.025	0.084	0.092	95
β(t)=sin (2πt)	0.1	n ^−1/2	−0.006	0.107	0.107	95	−0.006	0.114	0.094	91
		auto	−0.024	0.108	0.111	95	−0.024	0.096	0.091	95
	0.3	n ^−1/2	−0.016	0.115	0.125	92	−0.009	0.092	0.106	98
		auto	−0.012	0.120	0.101	96	−0.021	0.090	0.090	96