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. Author manuscript; available in PMC: 2023 Mar 9.
Published in final edited form as: Harv Data Sci Rev. 2022 May 9;4(2):10.1162/99608f92.681fe3bd. doi: 10.1162/99608f92.681fe3bd

Table 2.

Empirical coverage probability (Coverage %) of a 95% confidence interval for β1 and β4 based on CTLP over 500 simulations in (3.1), where p, n, D represent the number of predictors, the sample size, and the Monte Carlo size, respectively.

P n D % Coverage
β 1 50 100 1000 92.4
β 1 200 100 2000 93.0
β 1 500 100 5000 94.6
β 4 50 100 1000 95.4
β 4 200 100 2000 93.6
β 4 500 100 5000 92.0