Table 2.

The percent (%) bias, average bootstrap standard error (ASE) for SIMEX, average model standard error (ASE) for naive, empirical standard error (ESE), mean squared error (MSE), and coverage probabilities (CP) are given for 2000 simulated data sets for the SIMEX and naive methods with exponential time and a mean zero normal distribution for the error term. Type 1 error is shown instead of % bias for β = 0.

β	${\sigma }_{\upsilon }^2$	n	Method	% Bias	ASE	ESE	MSE	CP
log(1.5)	0.25	300	SIMEX	−3.234	0.077	0.076	0.077	0.942
			Naive	−15.05	0.062	0.064	0.089	0.810
		1000	SIMEX	−3.432	0.041	0.041	0.043	0.930
			Naive	−15.25	0.033	0.033	0.070	0.535
	0.5	300	SIMEX	−8.815	0.082	0.082	0.089	0.921
			Naive	−23.72	0.060	0.062	0.114	0.633
		1000	SIMEX	−9.232	0.044	0.044	0.058	0.852
			Naive	−25.05	0.033	0.032	0.107	0.128
	1	300	SIMEX	−18.46	0.087	0.086	0.114	0.852
			Naive	−36.08	0.060	0.063	0.159	0.33
		1000	SIMEX	−18.90	0.046	0.047	0.090	0.615
			Naive	−36.64	0.033	0.035	0.153	0.007
log(3)	0.25	300	SIMEX	−2.100	0.101	0.099	0.101	0.945
			Naive	−13.51	0.075	0.079	0.168	0.466
		1000	SIMEX	−2.172	0.054	0.053	0.058	0.922
			Naive	−13.98	0.041	0.043	0.159	0.049
	0.5	300	SIMEX	−6.780	0.107	0.107	0.130	0.889
			Naive	−22.07	0.072	0.076	0.254	0.112
		1000	SIMEX	−7.037	0.058	0.058	0.097	0.72
			Naive	−22.94	0.039	0.043	0.256	0.000
	1	300	SIMEX	−16.03	0.111	0.112	0.209	0.62
			Naive	−34.03	0.069	0.074	0.381	0.002
		1000	SIMEX	−16.40	0.060	0.061	0.190	0.16
			Naive	−34.53	0.037	0.041	0.382	0.000
β	${\sigma }_{\upsilon }^2$
n	Method	Type 1 Error	ASE	ESE	MSE
0	0.25	300	SIMEX	0.052	0.071	0.071	0.071
		1000	SIMEX	0.043	0.038	0.038	0.038
	0.5	300	SIMEX	0.053	0.076	0.076	0.076
		1000	SIMEX	0.045	0.040	0.040	0.040
	1	300	SIMEX	0.056	0.081	0.081	0.081
		1000	SIMEX	0.047	0.043	0.043	0.043