Table 2.
Mean estimated parameters (mean asymptotic variance, simulation variance) and the coverage probabilities (CP) (%) over 1000 realizations for the binary response. The variances are in 10−2 for cz, a0, b0 and b1, 10—1 for the other estimates.
| The estimates of the parameters for the Main Model: | ||||||||
| c0 = −1 | cx = 1 | cr = 1 | cz = 1 | |||||
| N | Est. | CP | Est. | CP | Est. | CP | Est. | CP |
| 200 | −1.118 ( 4.03 4.37 ) | 95.4 | 1.101 ( 1.65 1.78 ) | 96.2 | 1.129 ( 5.25 5.91 ) | 94.3 | 1.045 ( 4.34 4.27 ) | 95.5 |
| 500 | −1.048 ( 1.33 1.39 ) | 94.9 | 1.040 ( 0.52 0.56 ) | 95.1 | 1.058 ( 1.80 1.90 ) | 95.3 | 1.022 ( 1.62 1.69 ) | 94.7 |
| 1000 | −1.022 ( 0.62 0.65 ) | 94.8 | 1.019 ( 0.24 0.25 ) | 96.0 | 1.020 ( 0.86 0.86 ) | 96.3 | 1.007 ( 0.79 0.81 ) | 94.2 |
| The estimates of the parameters for the Auxiliary Model: | ||||||||
| a0 = 0.5 | a1 = 1 | b0 = 0.5 | b1 = l | |||||
| N | Est. | CP | Est. | CP | Est. | CP | Est. | CP |
| 200 | 0.468 ( 6.90 7.06 ) | 95.8 | 1.081 ( 1.27 1.54 ) | 93.9 | 0.488 ( 1.68 1.71 ) | 94.4 | 1.013 ( 1.75 1.80 ) | 94.5 |
| 500 | 0.488 ( 2.56 2.55 ) | 94.7 | 1.023 ( 0.44 0.41 ) | 96.5 | 0.493 ( 0.66 0.66 ) | 95.4 | 1.004 ( 0.62 0.58 ) | 96.2 |
| 1000 | 0.494 ( 1.25 1.29 ) | 93.2 | 1.015 ( 0.21 0.23 ) | 94.0 | 0.499 ( 0.33 0.32 ) | 95.0 | 1.001 ( 0.29 0.31 ) | 95.1 |