Table 2.

Means of point estimates and actual coverage of interval estimates for the parameters of model (17), where the initial values are ξ₀=(1,1/2)^tr and the rate parameters are θ₀=(1/2,1/2,1/2,1/2)^tr. The results are based on running 500 simulations. The observed time points are equidistant on [0,10], and the errors are normal with zero expectation and σ=0.05. The one‐step 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	ξ1	1.000	1.000	0.932	0.999	0.928
	ξ2	0.500	0.500	0.936	0.500	0.934
	θ1	0.500	0.502	0.942	0.501	0.942
	θ2	0.500	0.502	0.932	0.501	0.938
	θ3	0.500	0.500	0.910	0.501	0.916
	θ4	0.500	0.500	0.918	0.501	0.922
n = 51	ξ1	1.000	1.000	0.958	1.000	0.966
	ξ2	0.500	0.500	0.954	0.500	0.948
	θ1	0.500	0.502	0.964	0.500	0.968
	θ2	0.500	0.501	0.968	0.500	0.964
	θ3	0.500	0.500	0.958	0.500	0.958
	θ4	0.500	0.500	0.952	0.500	0.958

Note: NLS, non‐linear least squares.