Table 1.
n | β11 | β12 | β21 | β22 | |
---|---|---|---|---|---|
200 | % bias | −0.311 | 3.239 | 2.631 | 2.950 |
MCSD | 0.281 | 0.134 | 0.279 | 0.134 | |
ASE | 0.275 | 0.133 | 0.273 | 0.133 | |
ECP | 0.943 | 0.945 | 0.938 | 0.947 | |
350 | % bias | 0.464 | −0.037 | 2.626 | 0.085 |
MCSD | 0.196 | 0.095 | 0.191 | 0.095 | |
ASE | 0.203 | 0.098 | 0.204 | 0.098 | |
ECP | 0.952 | 0.941 | 0.955 | 0.941 | |
500 | % bias | −1.403 | 0.640 | −0.137 | 0.622 |
MCSD | 0.169 | 0.082 | 0.171 | 0.082 | |
ASE | 0.169 | 0.081 | 0.168 | 0.081 | |
ECP | 0.945 | 0.940 | 0.946 | 0.938 |
MCSD: Monte Carlo standard deviation of the estimates;
ASE: Average standard error of the estimates;
ECP: Empirical coverage probability