Table 2:

Results from 100 Monte Carlo simulations for each parameter set. The parameter estimates are shown with the corresponding estimated standard deviations with the true values set for the simulations. The coverage of (${\widehat{\beta }}_0$) is the average rate that the credible interval captures the true value of β₀ for identified simulation cases. The last column is the proportion of identifiable simulated datasets.

True values				Estimates
κ	${\mathit{\sigma }}_{\mathit{u}}^{\mathbf{2}}$	S	β0	$\widehat{\mathit{S}}$	${\widehat{\mathit{\beta }}}_{\mathbf{0}}$	Coverage (β0)	Identification (S)
0.005	5	1.5	−3	1.57 (0.35)	−3.11 (0.89)	1.00	0.95
		2.5	−3	2.48 (0.53)	−3.13 (0.61)	1.00	0.73
	10	1.5	−3	1.61 (0.33)	−3.13 (1.26)	0.97	0.98
		2.5	−3	2.77 (0.55)	−3.05 (0.94)	0.97	0.89
0.01	5	1.5	−3	1.64 (0.27)	−2.97 (0.53)	0.97	1.00
		2.5	−3	2.76 (0.48)	−2.91 (0.35)	0.96	0.76
	10	1.5	−3	1.58 (0.19)	−3.16 (0.77)	0.96	1.00
		2.5	−3	2.76 (0.55)	−3.00 (0.49)	0.95	0.92