Table II.

Simulation study on random change point model.

	True	Scenario 1			Scenario 2			Scenario 3			Scenario 4
		Mean	SEest	SEemp	Mean	SEest	SEemp	Mean	SEest	SEemp	Mean	SEest	SEemp
β0	45	45.01	0.40	0.56	44.99	0.40	0.42	44.82	0.47	0.40	45.12	0.46	0.34
β1	−0.5	−0.51	0.03	0.02	−0.51	0.03	0.03	−0.50	0.03	0.04	−0.49	0.03	0.03
β2	−0.3	−0.29	0.03	0.03	−0.30	0.03	0.04	−0.29	0.03	0.03	−0.30	0.04	0.05
β3	0	−0.06	0.16	0.15	0.04	0.20	0.18	−0.03	0.45	0.45	−0.10	0.48	0.47
${\sigma }_0^2$	75	75.56	4.94	4.21	75.31	4.99	4.99	77.25	5.70	4.65	75.17	5.68	6.50
${\sigma }_1^2$	0.3	0.30	0.02	0.02	0.29	0.02	0.03	0.32	0.03	0.03	0.29	0.03	0.04
${\sigma }_2^2$	0.3	0.30	0.02	0.02	0.30	0.03	0.02	0.30	0.03	0.03	0.30	0.03	0.03
${\sigma }_3^2$	4	3.89	0.61	0.68	4.21	0.88	0.82	22.90	3.36	3.39	26.49	4.67	5.71
${\sigma }_{\mathrm{e}}^2$	1	1.00	0.02	0.02	1.00	0.05	0.05	1.00	0.02	0.02	1.01	0.05	0.04