TABLE 4.
Simulation results under additive errors in Y* and X* when residual-dependent sampling is used in the second phase
MBE |
CCE |
SMLE |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
r | p | Bias | SE | SEE | CP | Bias | SE | SEE | CP | Bias | SE | SEE | CP | RE |
−0.5 | 0.1 | 0.083 | 0.045 | 0.042 | 0.499 | 0.102 | 0.045 | 0.055 | 0.568 | −0.002 | 0.032 | 0.032 | 0.951 | 1.089 |
0.3 | 0.170 | 0.057 | 0.050 | 0.089 | 0.205 | 0.050 | 0.055 | 0.026 | −0.007 | 0.035 | 0.035 | 0.946 | 1.096 | |
0.6 | 0.198 | 0.065 | 0.055 | 0.065 | 0.242 | 0.050 | 0.052 | 0.003 | −0.012 | 0.040 | 0.040 | 0.938 | 1.039 | |
1.0 | 0.170 | 0.071 | 0.058 | 0.202 | 0.222 | 0.049 | 0.049 | 0.007 | −0.014 | 0.046 | 0.046 | 0.939 | 0.977 | |
−0.3 | 0.1 | 0.063 | 0.043 | 0.040 | 0.660 | 0.080 | 0.044 | 0.055 | 0.746 | −0.001 | 0.032 | 0.032 | 0.952 | 1.089 |
0.3 | 0.136 | 0.055 | 0.049 | 0.216 | 0.166 | 0.051 | 0.057 | 0.138 | −0.006 | 0.035 | 0.035 | 0.948 | 1.117 | |
0.6 | 0.174 | 0.065 | 0.055 | 0.142 | 0.200 | 0.051 | 0.054 | 0.033 | −0.010 | 0.039 | 0.040 | 0.943 | 1.071 | |
1.0 | 0.166 | 0.073 | 0.060 | 0.241 | 0.180 | 0.051 | 0.052 | 0.062 | −0.011 | 0.046 | 0.046 | 0.945 | 0.994 | |
0.0 | 0.1 | 0.033 | 0.040 | 0.038 | 0.859 | 0.047 | 0.043 | 0.054 | 0.923 | −0.001 | 0.032 | 0.032 | 0.949 | 1.091 |
0.3 | 0.077 | 0.052 | 0.047 | 0.616 | 0.099 | 0.051 | 0.057 | 0.614 | −0.003 | 0.034 | 0.034 | 0.949 | 1.135 | |
0.6 | 0.107 | 0.062 | 0.054 | 0.503 | 0.124 | 0.053 | 0.057 | 0.408 | −0.006 | 0.038 | 0.038 | 0.949 | 1.129 | |
1.0 | 0.112 | 0.073 | 0.061 | 0.542 | 0.111 | 0.053 | 0.054 | 0.466 | −0.007 | 0.046 | 0.046 | 0.950 | 1.010 | |
0.3 | 0.1 | 0.006 | 0.038 | 0.037 | 0.939 | 0.012 | 0.041 | 0.053 | 0.986 | 0.000 | 0.032 | 0.032 | 0.952 | 1.084 |
0.3 | 0.017 | 0.048 | 0.044 | 0.913 | 0.026 | 0.050 | 0.058 | 0.956 | 0.000 | 0.034 | 0.034 | 0.952 | 1.150 | |
0.6 | 0.025 | 0.059 | 0.052 | 0.887 | 0.033 | 0.054 | 0.058 | 0.931 | −0.002 | 0.037 | 0.037 | 0.950 | 1.142 | |
1.0 | 0.027 | 0.070 | 0.059 | 0.879 | 0.030 | 0.054 | 0.056 | 0.926 | −0.003 | 0.044 | 0.044 | 0.951 | 1.043 | |
0.5 | 0.1 | −0.009 | 0.037 | 0.036 | 0.933 | −0.011 | 0.041 | 0.052 | 0.986 | 0.001 | 0.032 | 0.032 | 0.952 | 1.077 |
0.3 | −0.018 | 0.046 | 0.043 | 0.908 | −0.025 | 0.049 | 0.057 | 0.958 | 0.002 | 0.033 | 0.034 | 0.952 | 1.142 | |
0.6 | −0.025 | 0.056 | 0.050 | 0.888 | −0.034 | 0.053 | 0.058 | 0.928 | 0.002 | 0.037 | 0.037 | 0.952 | 1.145 | |
1.0 | −0.028 | 0.066 | 0.055 | 0.875 | −0.034 | 0.054 | 0.057 | 0.919 | 0.001 | 0.042 | 0.043 | 0.953 | 1.068 |
Notes: Bias and SE are, respectively, the empirical bias and standard error of the parameter estimator; SEE is the empirical mean of the standard error estimator; CP is the coverage probability of the 95% confidence interval; RE is the empirical variance of the SMLE under simple random sampling over that under residual-dependent sampling. Each entry is based on 10 000 replicates.