Table 6.
0.05 | Bias | 2.5 | -8.1 | -2.1 | 0.20 | 11.6 | -26.2 | -2.1 |
Emp. var. | 11.5 | 17.1 | 6.7 | 11.4 | 17.2 | 6.7 | ||
Est. Var. | 11.2 | 17.3 | 6.2 | 9.2 | 13.8 | 6.3 | ||
95% cv | 94.4 | 95.8 | 94.8 | 92.3 | 86.3 | 95.4 | ||
MSE | 11.5 | 17.8 | 6.7 | 12.8 | 24.0 | 6.8 | ||
0.1 | Bias | -01.4 | -0.3 | -2.2 | 0.25 | 7.2 | -18.2 | -2.0 |
Emp. var. | 12.4 | 20.6 | 6.7 | 12.1 | 21.0 | 6.8 | ||
Est. Var. | 10.8 | 19.1 | 6.3 | 9.7 | 14.8 | 6.3 | ||
95% cv | 93.4 | 95.8 | 94.8 | 92.7 | 88.8 | 95.1 | ||
MSE | 12.4 | 20.6 | 6.8 | 12.7 | 24.3 | 6.8 | ||
0.15 | Bias | -8.0 | 13.0 | -2.2 | 0.30 | 2.9 | -9.3 | -2.1 |
Emp. var. | 14.1 | 26.6 | 6.8 | 13.3 | 26.5 | 7.0 | ||
Est. Var. | 11.7 | 21.8 | 6.3 | 10.1 | 15.9 | 6.3 | ||
95% cv | 93.2 | 92.4 | 94.6 | 92.9 | 88.8 | 94.8 | ||
MSE | 14.8 | 28.3 | 6.8 | 13.4 | 27.4 | 7.0 |
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.