Table 4.
Simex (linear) | Simex (quadratic) | Simex (cubic) | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Estimate | |||||||||||
200 | 0.1 | Bias | 0.0 | -3.0 | -2.2 | -1.4 | -0.3 | -2.2 | -1.4 | 0.0 | -2.2 |
Emp. var. | 12.0 | 19.2 | 6.7 | 12.4 | 20.6 | 6.7 | 12.5 | 21.2 | 6.7 | ||
Est. Var. | 10.2 | 17.9 | 6.3 | 10.7 | 19.1 | 6.3 | 11.0 | 19.4 | 6.3 | ||
95% cv | 93.6 | 95.6 | 94.8 | 93.4 | 96.2 | 94.8 | 93.2 | 95.0 | 94.4 | ||
MSE | 12.0 | 19.3 | 6.8 | 12.4 | 20.6 | 6.8 | 12.5 | 21.2 | 6.8 | ||
200 | 0.25 | Bias | 14.5 | -32.5 | -1.9 | 7.4 | -18.6 | -2.0 | 3.6 | -10.6 | -1.9 |
Emp. var. | 10.4 | 14.1 | 6.7 | 12.1 | 20.7 | 6.8 | 13.8 | 26.5 | 6.8 | ||
Est. Var. | 8.8 | 11.2 | 6.2 | 9.7 | 14.6 | 6.3 | 16.0 | 18.2 | 6.3 | ||
95% cv | 90.9 | 80.8 | 95.4 | 92.7 | 88.6 | 95.1 | 93.1 | 89.9 | 95.7 | ||
MSE | 12.5 | 24.7 | 6.7 | 12.6 | 24.2 | 6.8 | 14.0 | 27.6 | 6.9 | ||
300 | 0.1 | Bias | -1.1 | -1.6 | -1.3 | -2.5 | 1.3 | -1.3 | -2.5 | 1.9 | -1.2 |
Emp. var. | 9.5 | 15.2 | 4.3 | 9.8 | 16.4 | 4.3 | 10.8 | 17.1 | 4.3 | ||
Est. Var. | 8.0 | 11.8 | 4.1 | 7.6 | 12.5 | 4.1 | 7.8 | 12.8 | 4.1 | ||
95% cv | 92.8 | 93.8 | 95.6 | 92.8 | 93.8 | 95.6 | 92.8 | 93.6 | 95.4 | ||
MSE | 9.5 | 15.2 | 4.3 | 9.9 | 16.4 | 4.4 | 10.8 | 17.1 | 4.4 | ||
300 | 0.25 | Bias | 13.1 | -30.0 | -1.2 | 6.0 | -15.8 | -1.4 | 1.9 | -6.8 | -1.6 |
Emp. var. | 8.4 | 11.7 | 4.4 | 9.9 | 17.4 | 4.4 | 11.4 | 22.4 | 4.5 | ||
Est. Var. | 8.1 | 7.4 | 4.1 | 6.9 | 9.7 | 4.2 | 8.1 | 12.1 | 4.2 | ||
95% cv | 87.2 | 72.9 | 95.6 | 89.7 | 83.9 | 95.6 | 91.8 | 85.2 | 95.2 | ||
MSE | 10.1 | 20.7 | 4.4 | 10.3 | 19.9 | 4.4 | 11.4 | 22.9 | 4.5 |
Emp. var., empirical variance; Est. var., estimated variance; 95% cv, coverage probabilities of 95% confidence intervals computed based on the asymptotic normal distribution; MSE, mean squared error. All numbers were multiplied by 100.