Table 2.

Simulation results when L = 3 (Bias: Empirical bias × 10³; SE: empirical standard deviations × 10³; ASE: average of estimated standard deviation × 10³; CP: empirical coverage probabilities of 95% confidence intervals × 10²).

σ	n	ϑ κ				ϑ τ				ϑ CC
		Bias	SE	ASE	CP	Bias	SE	ASE	CP	Bias	SE	ASE	CP
0.6	50	32	246	215	92.1	15	244	227	93.0	50	239	215	92.9
		42	236	217	94.0	0	240	226	94.2	52	236	222	94.3
	100	36	196	181	95.8	5	211	185	95.3	60	189	180	94.7
		33	188	176	94.6	2	199	178	94.9	42	188	176	94.8
	200	29	152	146	96.8	4	166	151	97.2	39	153	147	95.8
		26	151	147	95.8	5	163	151	96.2	35	151	147	95.4
1.0	50	34	396	384	96.9	58	463	434	97.0	96	416	400	94.8
		12	400	387	96.0	56	466	432	96.8	98	415	427	95.4
	100	7	311	321	96.6	29	399	367	96.5	79	322	335	96.8
		3	327	322	96.9	51	405	370	96.2	69	342	343	94.9
	200	5	251	258	98.4	31	323	301	97.3	51	257	265	96.8
		3	252	255	98.5	21	316	301	98.0	53	262	270	96.9