Table B2.

Results from baseline model simulations when the level two variance ${\mathrm{\sigma }}_{\mathrm{u}}^2$ is set to 1 and the level three variance ${\mathit{\sigma }}_{\mathit{v}}^2$ to 0.05.

Parameter \ $N_k$	5	10	15	20	25
Relative parameter bias (%)
${\beta }_0$	−0.39	0.30	−0.37	−0.13	0.64
${\beta }_1$	0.26	−0.01	−0.11	−0.03	0.01
${\beta }_2$	0.33	−0.27	0.09	0.10	0.04
${\beta }_3$	−0.28	0.16	−0.13	0.26	0.14
${\beta }_4$	0.11	−0.31	0.27	−0.08	−1.30
${\beta }_5$	−0.26	0.00	−2.36	−4.50	2.21
${\sigma }_u^2$	−0.75	−0.58	−0.56	−0.30	−0.14
${\sigma }_v^2$	−44.29	−29.31	−17.29	−12.81	−10.70
Non−coverage rate
${\beta }_0$	0.13*	0.10*	0.10*	0.07*	0.08*
${\beta }_1$	0.05	0.06	0.05	0.05	0.04
${\beta }_2$	0.04	0.05	0.06	0.05	0.06
${\beta }_3$	0.05	0.05	0.04	0.05	0.04
${\beta }_4$	0.05	0.06	0.05	0.05	0.04
${\beta }_5$	0.21*	0.12*	0.08*	0.09*	0.07*
${\sigma }_u^2$	0.09*	0.05	0.06	0.05	0.06
${\sigma }_v^2$	0.43*	0.29*	0.21*	0.17*	0.15*
Relative standard error bias (%)
${\beta }_0$	−17.60	−11.28	−10.10	−5.90	−2.19
${\beta }_1$	−0.85	−2.99	−0.51	2.02	3.34
${\beta }_2$	4.15	0.32	−1.73	0.22	−3.11
${\beta }_3$	1.84	−1.07	0.14	−2.10	1.34
${\beta }_4$	2.76	−3.93	1.57	.56	−0.63
${\beta }_5$	−13.38	−13.92	−10.42	−12.06	−6.85
${\sigma }_u^2$	−5.65	0.80	0.69	1.60	−2.12
${\sigma }_v^2$	−17.30	−14.25	−8.50	−6.66	−6.47

Note:

^*Significantly different from 0.05 at 5% significance level.