Table 2.
true weights | estimated weights | |||||||
---|---|---|---|---|---|---|---|---|
bias | V1 | V2 | coverage | bias | V1 | V2 | coverage | |
“independence” working correlation structure | ||||||||
n = 50 | ||||||||
β 2 | 0.01 | 0.89 | 0.90 | 0.93 | −0.01 | 0.89 | 0.87 | 0.97 |
β 4 | 0.00 | 0.13 | 0.14 | 0.93 | 0.01 | 0.15 | 0.13 | 0.97 |
β 6 | −0.01 | 0.15 | 0.16 | 0.94 | −0.01 | 0.16 | 0.15 | 0.96 |
β 7 | 0.01 | 0.05 | 0.06 | 0.93 | 0.01 | 0.07 | 0.06 | 0.96 |
n = 100 | ||||||||
β 2 | −0.03 | 0.47 | 0.46 | 0.95 | −0.03 | 0.46 | 0.44 | 0.96 |
β 4 | 0.01 | 0.071 | 0.073 | 0.94 | 0.01 | 0.072 | 0.069 | 0.97 |
β 6 | 0.01 | 0.078 | 0.080 | 0.93 | 0.01 | 0.077 | 0.075 | 0.96 |
β 7 | 0.02 | 0.027 | 0.030 | 0.92 | 0.02 | 0.029 | 0.028 | 0.95 |
n = 300 | ||||||||
β 2 | −0.02 | 0.16 | 0.16 | 0.95 | −0.02 | 0.16 | 0.15 | 0.96 |
β 4 | 0.00 | 0.024 | 0.024 | 0.95 | −0.00 | 0.023 | 0.022 | 0.96 |
β 6 | 0.01 | 0.026 | 0.025 | 0.95 | 0.01 | 0.024 | 0.023 | 0.96 |
β 7 | 0.01 | 0.01 | 0.01 | 0.94 | 0.01 | 0.01 | 0.01 | 0.94 |
“true” working correlation structure | ||||||||
n = 50 | ||||||||
β 2 | −0.01 | 0.86 | 0.88 | 0.93 | −0.01 | 0.87 | 0.84 | 0.97 |
β 4 | 0.00 | 0.12 | 0.13 | 0.92 | 0.01 | 0.13 | 0.12 | 0.96 |
β 6 | 0.01 | 0.14 | 0.15 | 0.92 | 0.01 | 0.15 | 0.14 | 0.97 |
β 7 | 0.00 | 0.05 | 0.06 | 0.91 | 0.00 | 0.06 | 0.06 | 0.93 |
n = 100 | ||||||||
β 2 | −0.03 | 0.45 | 0.45 | 0.95 | −0.03 | 0.43 | 0.43 | 0.96 |
β 4 | 0.01 | 0.072 | 0.071 | 0.95 | 0.01 | 0.069 | 0.067 | 0.96 |
β 6 | 0.01 | 0.075 | 0.077 | 0.92 | 0.01 | 0.076 | 0.074 | 0.96 |
β 7 | 0.02 | 0.027 | 0.028 | 0.93 | 0.02 | 0.029 | 0.028 | 0.95 |
n = 300 | ||||||||
β 2 | −0.02 | 0.15 | 0.15 | 0.95 | −0.02 | 0.14 | 0.14 | 0.96 |
β 4 | −0.00 | 0.023 | 0.024 | 0.94 | −0.00 | 0.024 | 0.023 | 0.96 |
β 6 | 0.01 | 0.025 | 0.026 | 0.93 | 0.01 | 0.025 | 0.024 | 0.96 |
β 7 | 0.01 | 0.01 | 0.01 | 0.94 | 0.01 | 0.01 | 0.01 | 0.94 |
V1: mean estimated variance; V2: empirical variance; coverage: empirical coverage rate for the 95% confidence interval.