TABLE 1.
NPMLE |
CLE |
||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Bias | SE | SEE | RMSE | CP | Bias | SE | SEE | RMSE | CP | ||
n=100 | β 1 | 0.008 | 0.169 | 0.171 | 0.169 | 0.956 | 0.049 | 0.253 | 0.235 | 0.258 | 0.928 |
β 2 | 0.015 | 0.295 | 0.317 | 0.295 | 0.965 | 0.089 | 0.444 | 0.436 | 0.453 | 0.942 | |
n=200 | β 1 | 0.004 | 0.117 | 0.116 | 0.117 | 0.950 | 0.025 | 0.170 | 0.159 | 0.172 | 0.933 |
β 2 | 0.005 | 0.206 | 0.212 | 0.206 | 0.957 | 0.044 | 0.296 | 0.290 | 0.299 | 0.943 | |
n=400 | β 1 | 0.002 | 0.082 | 0.081 | 0.082 | 0.944 | 0.014 | 0.115 | 0.111 | 0.116 | 0.937 |
β 2 | 0.002 | 0.144 | 0.146 | 0.144 | 0.951 | 0.024 | 0.200 | 0.199 | 0.202 | 0.949 |
Note: NPMLE and CLE are the nonparametric maximum likelihood and conditional likelihood estimators. SE, SEE, RMSE, and CP are the empirical standard error, mean standard error estimator, root mean squared error, and empirical coverage probability of the 95% confidence interval, respectively.