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. Author manuscript; available in PMC: 2020 Oct 30.
Published in final edited form as: Stat Sci. 2020 Sep 11;35(3):375–390. doi: 10.1214/19-sts720

Table 1.

Bias, standard deviation (sd) and coverage probability (cp) of 95% nominal confidence interval for estimated β0 and β1 in the simulation study. n denotes sample size; T denotes total number of observations for each individual; GM denotes generative model. The result is based on 1,000 replicates for each setting.

β0 β1
GM T n bias sd cp bias sd cp
30 −0.001 0.249 0.943 0.002 0.091 0.897
1 10 100 −0.003 0.135 0.941 −0.001 0.049 0.898
200 −0.001 0.096 0.926 −0.001 0.034 0.899
30 −0.002 0.206 0.946 0.001 0.053 0.913
1 30 100 −0.005 0.112 0.949 −0.001 0.028 0.935
200 0.000 0.081 0.944 −0.001 0.022 0.902
30 −0.010 0.269 0.939 −0.004 0.105 0.903
2 10 100 0.009 0.145 0.933 −0.001 0.056 0.915
200 −0.008 0.105 0.931 −0.002 0.038 0.934
30 −0.006 0.216 0.943 −0.001 0.070 0.939
2 30 100 0.006 0.115 0.947 −0.001 0.039 0.948
200 −0.004 0.084 0.935 −0.000 0.027 0.940
30 −0.048 0.245 0.949 −0.043 0.075 0.725
3 10 100 −0.060 0.134 0.927 −0.047 0.041 0.548
200 −0.052 0.095 0.907 −0.046 0.029 0.355
30 −0.023 0.207 0.946 −0.017 0.041 0.847
3 30 100 −0.028 0.112 0.942 −0.019 0.022 0.762
200 −0.024 0.079 0.941 −0.019 0.015 0.628