Table 1:
Sample size (n) | 250 | 500 | 100 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| |||||||||||||
T1 and T2 failing % | 16.7 | 16.7 | 100 | ||||||||||
Double failure % | 5.3 |
5.3 |
100 |
||||||||||
True | Samplea | Sampleb | Sandwichb | 95% CIb | Sample | Sample | Sandwich | 95% CI | Sample | Sample | Sandwich | 95% CI | |
Mean | SD | SD | Coverage | Mean | SD | SD | Coverage | Meana | SD | SD | Coverage | ||
β 10 | 0 | 0.003 | 0.315 | 0.316 | 0.953 | 0.006 | 0.227 | 0.222 | 0.951 | −0.001 | 0.213 | 0.203 | 0.933 |
β 01 | 0 | 0.007 | 0.327 | 0.317 | 0.948 | −0.008 | 0.224 | 0.221 | 0.952 | −0.005 | 0.216 | 0.203 | 0.943 |
β 11 | 0 | −0.001 | 1.222 | 0.606 | 0.961 | −0.007 | 0.440 | 0.420 | 0.949 | −0.003 | 0.282 | 0.263 | 0.928 |
Sample size (n) | 250 | 500 | 100 | ||||||||||
| |||||||||||||
T1 and T2 failing % | 22.6 | 22.6 | 100 | ||||||||||
Double failure % | 8.2 |
8.2 |
100 |
||||||||||
β 10 | 0.693 | 0.706 | 0.281 | 0.281 | 0.966 | 0.705 | 0.203 | 0.198 | 0.941 | 0.696 | 0.222 | 0.212 | 0.942 |
β 01 | 0.693 | 0.707 | 0.287 | 0.282 | 0.959 | 0.697 | 0.199 | 0.197 | 0.955 | 0.696 | 0.223 | 0.212 | 0.937 |
β 11 | 0.981 | 1.056 | 0.798 | 0.525 | 0.956 | 1.004 | 0.381 | 0.364 | 0.951 | 0.986 | 0.315 | 0.288 | 0.929 |
Based on 1000 simulations at each sampling configuration.
Abbreviations: Sample SD is sample standard deviation of the regression parameter estimates; Sandwich SD is the corresponding average of standard deviation estimates derived from the sandwich form estimator of variance for and 95% CI coverage is the fraction of simulated samples from which the approximate 95% confidence interval, formed from and its sandwich-form variance estimator, includes the true β.