Skip to main content
. 2017 Jan 3;104(1):31–50. doi: 10.1093/biomet/asw054

Table 6.

Empirical bias, empirical and estimated variances, coverages and mean squared errors for the simulations investigating the robustness of simex with respect to a misspecification of the error variance

    Inline graphic   Inline graphic
Inline graphic   Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic Inline graphic
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.