Table 1.
Means of point estimates and actual coverage of interval estimates for the parameters of model (Equation (16)) according to four different experimental setups. The results are based on 500 simulation runs. The observations are generated according to , where t j∈{0(0.5)10} (n=21), or t j∈{0(0.2)10} (n=51 ) and ϵj∼N(0,0.052),j=1…,n. The point estimates are given by Equation 6; the interval estimates are defined in Equation 15
One‐step | NLS | ||||||
---|---|---|---|---|---|---|---|
Setup | Mean | Coverage | Mean | Coverage | |||
n = 21 | A | ξ0 | 0.500 | 0.501 | 0.942 | 0.501 | 0.942 |
θ0 | −1.000 | −1.002 | 0.946 | −1.002 | 0.946 | ||
B | ξ0 | 0.500 | 0.500 | 0.928 | 0.500 | 0.928 | |
θ0 | 1.000 | 1.000 | 0.938 | 1.000 | 0.938 | ||
C | ξ0 | 1.000 | 0.999 | 0.932 | 0.999 | 0.932 | |
θ0 | −1.000 | −0.997 | 0.940 | −0.997 | 0.940 | ||
D | ξ0 | 1.000 | 1.000 | 0.944 | 1.000 | 0.944 | |
θ0 | 1.000 | 1.000 | 0.948 | 1.000 | 0.948 | ||
n = 51 | A | ξ0 | 0.500 | 0.500 | 0.944 | 0.500 | 0.944 |
θ0 | −1.000 | −0.998 | 0.944 | −0.998 | 0.944 | ||
B | ξ0 | 0.500 | 0.500 | 0.946 | 0.500 | 0.946 | |
θ0 | 1.000 | 0.999 | 0.958 | 0.999 | 0.958 | ||
C | ξ0 | 1.000 | 0.999 | 0.932 | 0.999 | 0.932 | |
θ0 | −1.000 | −0.999 | 0.938 | −1.000 | 0.938 | ||
D | ξ0 | 1.000 | 1.000 | 0.948 | 1.000 | 0.948 | |
θ0 | 1.000 | 1.001 | 0.952 | 1.001 | 0.952 |
Note: NLS, non‐linear least squares.