Table 3(b).
Coverage Probability of 95% Confidence Interval for AAPC over [c, d]: Two joinpoint model case
| n | τ1, τ2 | σ | [c, d] | mCCI | MCI | FLT | EmpQ | n | τ1, τ2 | σ | [c, d] | mCCI | MCI | FLT | EmpQ |
| 20 | 13,17 | 0.01 | [1, 20] | 0.999 | 0.886 | 0.918 | 0.964 | 40 | 33, 37 | 0.01 | [1, 40] | 0.999 | 0.870 | 0.881 | 0.972 |
| [11, 20] | 0.994 | 0.874 | 0.899 | 0.942 | [31, 40] | 0.993 | 0.884 | 0.898 | 0.966 | ||||||
| [16, 20] | 0.898 | 0.840 | 0.860 | 0.918 | [36, 40] | 0.897 | 0.861 | 0.870 | 0.946 | ||||||
| 0.05 | [1, 20] | 1.000 | 0.845 | 0.886 | 0.983 | 0.05 | [1, 40] | 1.000 | 0.876 | 0.889 | 0.986 | ||||
| [11, 20] | 0.948 | 0.849 | 0.872 | 0.950 | [31, 40] | 0.966 | 0.883 | 0.895 | 0.972 | ||||||
| [16, 20] | 0.848 | 0.754 | 0.802 | 0.954 | [36, 40] | 0.854 | 0.799 | 0.812 | 0.965 | ||||||
| 0.1 | [1, 20] | 1.000 | 0.802 | 0.850 | 0.971 | 0.1 | [1, 40] | 1.000 | 0.859 | 0.869 | 0.981 | ||||
| [11, 20] | 0.926 | 0.826 | 0.867 | 0.966 | [31, 40] | 0.829 | 0.764 | 0.777 | 0.961 | ||||||
| [16, 20] | 0.790 | 0.699 | 0.742 | 0.961 | [36, 40] | 0.740 | 0.683 | 0.690 | 0.965 | ||||||
| 11, 17 | 0.01 | [1, 20] | 0.999 | 0.892 | 0.920 | 0.958 | 31, 37 | 0.01 | [1, 40] | 0.996 | 0.887 | 0.901 | 0.963 | ||
| [11, 20] | 0.977 | 0.867 | 0.896 | 0.927 | [31, 40] | 0.975 | 0.871 | 0.886 | 0.942 | ||||||
| [16, 20] | 0.916 | 0.852 | 0.880 | 0.916 | [36, 40] | 0.902 | 0.865 | 0.871 | 0.924 | ||||||
| 0.05 | [1, 20] | 0.999 | 0.847 | 0.887 | 0.979 | 0.05 | [1, 40] | 1.000 | 0.867 | 0.884 | 0.989 | ||||
| [11, 20] | 0.920 | 0.826 | 0.857 | 0.939 | [31, 40] | 0.946 | 0.868 | 0.881 | 0.963 | ||||||
| [16, 20] | 0.817 | 0.702 | 0.763 | 0.955 | [36, 40] | 0.830 | 0.774 | 0.786 | 0.970 | ||||||
| 0.1 | [1, 20] | 1.000 | 0.810 | 0.855 | 0.975 | 0.1 | [1, 40] | 1.000 | 0.863 | 0.871 | 0.987 | ||||
| [11, 20] | 0.909 | 0.824 | 0.860 | 0.961 | [31, 40] | 0.847 | 0.790 | 0.802 | 0.942 | ||||||
| [16, 20] | 0.818 | 0.713 | 0.772 | 0.966 | [36, 40] | 0.781 | 0.715 | 0.733 | 0.973 | ||||||
| 5, 17 | 0.01 | [1, 20] | 1.000 | 0.906 | 0.940 | 0.961 | 20, 37 | 0.01 | [1, 40] | 0.997 | 0.923 | 0.932 | 0.960 | ||
| [11, 20] | 0.992 | 0.898 | 0.926 | 0.943 | [31, 40] | 0.990 | 0.935 | 0.939 | 0.956 | ||||||
| [16, 20] | 0.950 | 0.884 | 0.906 | 0.928 | [36, 40] | 0.961 | 0.910 | 0.917 | 0.961 | ||||||
| 0.05 | [1, 20] | 0.998 | 0.819 | 0.863 | 0.961 | 0.05 | [1, 40] | 1.000 | 0.818 | 0.838 | 0.984 | ||||
| [11, 20] | 0.901 | 0.790 | 0.838 | 0.939 | [31, 40] | 0.723 | 0.634 | 0.662 | 0.969 | ||||||
| [16, 20] | 0.670 | 0.572 | 0.618 | 0.934 | [36, 40] | 0.450 | 0.394 | 0.399 | 0.932 | ||||||
| 0.1 | [1, 20] | 0.999 | 0.778 | 0.836 | 0.955 | 0.1 | [1, 40] | 1.000 | 0.851 | 0.865 | 0.991 | ||||
| [11, 20] | 0.931 | 0.804 | 0.859 | 0.948 | [31, 40] | 0.795 | 0.710 | 0.724 | 0.974 | ||||||
| [16, 20] | 0.812 | 0.686 | 0.758 | 0.951 | [36, 40] | 0.534 | 0.464 | 0.482 | 0.936 | ||||||
| 5, 13 | 0.01 | [1, 20] | 1.000 | 0.912 | 0.944 | 0.944 | 20, 33 | 0.01 | [1, 40] | 1.000 | 0.934 | 0.944 | 0.963 | ||
| [11, 20] | 0.985 | 0.929 | 0.951 | 0.951 | [31, 40] | 0.998 | 0.954 | 0.963 | 0.973 | ||||||
| [16, 20] | 0.941 | 0.912 | 0.938 | 0.938 | [36, 40] | 0.941 | 0.932 | 0.941 | 0.974 | ||||||
| 0.05 | [1, 20] | 0.999 | 0.858 | 0.897 | 0.971 | 0.05 | [1, 40] | 1.000 | 0.864 | 0.873 | 0.985 | ||||
| [11, 20] | 0.930 | 0.831 | 0.870 | 0.949 | [31, 40] | 0.790 | 0.731 | 0.739 | 0.957 | ||||||
| [16, 20] | 0.840 | 0.742 | 0.780 | 0.957 | [36, 40] | 0.721 | 0.665 | 0.673 | 0.965 | ||||||
| 0.1 | [1, 20] | 0.999 | 0.806 | 0.859 | 0.960 | 0.1 | [1, 40] | 1.000 | 0.863 | 0.877 | 0.995 | ||||
| [11, 20] | 0.934 | 0.827 | 0.872 | 0.957 | [31, 40] | 0.750 | 0.672 | 0.693 | 0.971 | ||||||
| [16, 20] | 0.874 | 0.761 | 0.820 | 0.963 | [36, 40] | 0.649 | 0.571 | 0.593 | 0.965 | ||||||
| 5, 11 | 0.01 | [1, 20] | 1.000 | 0.921 | 0.955 | 0.969 | 20, 31 | 0.01 | [1, 40] | 1.000 | 0.931 | 0.944 | 0.961 | ||
| [11, 20] | 0.952 | 0.913 | 0.928 | 0.924 | [31, 40] | 0.959 | 0.933 | 0.940 | 0.950 | ||||||
| [16, 20] | 0.939 | 0.916 | 0.934 | 0.962 | [36, 40] | 0.940 | 0.933 | 0.940 | 0.967 | ||||||
| 0.05 | [1, 20] | 0.999 | 0.864 | 0.912 | 0.974 | 0.05 | [1, 40] | 1.000 | 0.875 | 0.884 | 0.988 | ||||
| [11, 20] | 0.916 | 0.820 | 0.862 | 0.952 | [31, 40] | 0.806 | 0.765 | 0.776 | 0.950 | ||||||
| [16, 20] | 0.896 | 0.790 | 0.834 | 0.959 | [36, 40] | 0.798 | 0.742 | 0.751 | 0.974 | ||||||
| 0.1 | [1, 20] | 0.999 | 0.812 | 0.866 | 0.962 | 0.1 | [1, 40] | 1.000 | 0.862 | 0.877 | 0.994 | ||||
| [11, 20] | 0.930 | 0.833 | 0.867 | 0.954 | [31, 40] | 0.762 | 0.682 | 0.702 | 0.962 | ||||||
| [16, 20] | 0.910 | 0.804 | 0.852 | 0.963 | [36, 40] | 0.756 | 0.672 | 0.698 | 0.969 | ||||||
| 4, 8 | 0.01 | [1, 20] | 0.999 | 0.897 | 0.927 | 0.966 | 10, 20 | 0.01 | [1, 40] | 1.000 | 0.941 | 0.956 | 0.964 | ||
| [11, 20] | 0.936 | 0.899 | 0.923 | 0.957 | [31, 40] | 0.941 | 0.936 | 0.941 | 0.963 | ||||||
| [16, 20] | 0.934 | 0.888 | 0.918 | 0.959 | [36, 40] | 0.941 | 0.936 | 0.941 | 0.963 | ||||||
| 0.05 | [1, 20] | 0.998 | 0.852 | 0.890 | 0.964 | 0.05 | [1, 40] | 1.000 | 0.901 | 0.910 | 0.991 | ||||
| [11, 20] | 0.948 | 0.842 | 0.887 | 0.948 | [31, 40] | 0.895 | 0.825 | 0.843 | 0.982 | ||||||
| [16, 20] | 0.930 | 0.822 | 0.869 | 0.958 | [36, 40] | 0.895 | 0.833 | 0.855 | 0.982 | ||||||
| 0.1 | [1, 20] | 0.999 | 0.808 | 0.859 | 0.955 | 0.1 | [1, 40] | 1.000 | 0.882 | 0.898 | 0.991 | ||||
| [11, 20] | 0.944 | 0.827 | 0.879 | 0.949 | [31, 40] | 0.854 | 0.753 | 0.777 | 0.990 | ||||||
| [16, 20] | 0.921 | 0.812 | 0.862 | 0.961 | [36, 40] | 0.852 | 0.773 | 0.793 | 0.989 |
• Model: yi = β0 + β1xi + δ1(xi − τ1)+ + δ2(x − τ2)+ + εi, (i = 1,…, n), where a+ = max(0; a) and εi ~ N(0; σ2).
•