. 2019 Sep 23;22(2):381–401. doi: 10.1093/biostatistics/kxz036

Table 3.

Comparisons of Inline graphic , , and for estimating with respect to average computation time in seconds, GMSE (), coefficient-specific empirical probability (%) of , bias (), MSE (), and empirical coverage probability (%) of the confidence intervals





TIME	4.5	8.7	12.9	461	1554	5.9	9.8	13.7	497	1628	5.2	9.1	12.9	499	1657
GMSE	7.27	7.24	7.24	7.22	870	6.92	6.86	6.86	6.84	1176	7.21	7.12	7.12	7.17	4452
%zero	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Bias	1.14	1.59	1.59	1.60	97.8	1.47	2.07	2.07	2.11	110	4.82	5.45	5.45	1.39	219
MSE	0.53	0.53	0.53	0.53	10.1	0.71	0.71	0.71	0.71	12.8	1.70	1.70	1.70	1.68	49.6
CovP	94.4	94.8	94.8	—	—	94.5	94.9	94.9	—	—	94.5	94.8	94.8	—	—
%zero	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Bias	0.72	0.94	0.94	1.14	98.3	1.61	1.90	1.90	2.02	108	3.63	3.95	3.95	1.06	206
MSE	0.50	0.50	0.50	0.50	10.2	0.76	0.76	0.76	0.75	12.4	1.65	1.65	1.65	1.66	44.2
CovP	95.0	95.1	95.1	—	—	95.0	95.1	95.1	—	—	95.0	95.1	95.1	—	—
%zero	0	0	0	0	61.6	0	0	0	0	100	0	0	0	0	100
Bias	–4.21	–4.16	–4.16	–4.21	407	–5.65	–5.55	–5.55	–5.52	500	–11.4	–11.3	–11.3	–7.22	500
MSE	0.50	0.50	0.50	0.49	180	0.71	0.71	0.71	0.70	250	2.08	2.07	2.07	2.05	250
CovP	95.2	95.2	95.2	—	—	94.8	94.9	94.9	—	—	91.5	91.7	91.7	—	—
%zero	100	100	100	100	100	100	100	100	100	100	99.9	100	100	100	100
Bias	0	0	0	0	0	0	0	0	0	0	0.09	0	0	0	0
MSE	0	0	0	0	0	0	0	0	0	0	0.01	0	0	0	0

TIME	14.0	26.5	38.9	696	2755	22.9	43.9	64.9	920	3465	28.7	55.3	81.8	1051	3764
GMSE	7.53	7.29	7.29	7.28	1496	7.58	7.05	7.05	7.03	1300	8.38	7.46	7.46	7.67	12696
%zero	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Bias	–0.02	2.00	2.00	2.07	139	0.84	3.59	3.59	3.58	125.2	5.70	8.81	8.81	0.58	172
MSE	0.54	0.54	0.54	0.54	19.8	0.80	0.79	0.79	0.79	16.5	1.62	1.67	1.67	1.62	31.2
CovP	95.4	94.9	94.9	—	—	94.8	94.9	94.9	—	—	96.3	96.2	96.2	—	—
%zero	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Bias	–0.02	0.99	0.99	1.08	142	0.15	1.59	1.59	1.77	122	3.94	5.37	5.37	5.56	151
MSE	0.49	0.49	0.49	0.49	20.8	0.75	0.75	0.75	0.74	15.8	1.72	1.73	1.73	1.79	25.1
CovP	96.4	96.4	96.4	—	—	95.4	95.2	95.2	—	—	95.1	95.3	95.3	—	—
%zero	0	0	0	0	99.1	0	0	0	0	100	0	0	0	0	100
Bias	–6.39	–6.07	–6.07	–6.08	498	–8.32	–7.92	–7.92	–7.83	500	–18.5	–18.1	–18.1	–15.4	500
MSE	0.59	0.57	0.57	0.57	249	0.84	0.82	0.82	0.82	250	2.38	2.38	2.38	2.43	250
CovP	93.6	93.2	93.2	—	—	93.1	93.5	93.5	—	—	90.5	91.0	91.0	—	—
%zero	100	100	100	100	100	100	100	100	100	100	100	100	100	100	100
Bias	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
MSE	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0