Performance metrics

Separation

Scenario

N

Name of Model

ML

Firth

Normal

Cauchy 1

Bias

Small (100%)

1

160

0.027

0.025

−0.015

−0.026

2

160

0.021

0.019

0.010

0.001

3

160

0.003

0.005

0.015

0.023

4

160

−0.052

−0.051

−0.016

−0.008

Small

(0%)

1

160

0.057

0.057

0.014

0.005

2

160

−0.008

−0.008

−0.019

−0.027

3

160

0.010

0.011

0.028

0.034

4

160

−0.026

−0.026

0.017

0.026

Large

1

1000

0.067

0.067

0.005

0.007

2

1000

0.002

0.001

0.011

0.012

3

1000

0.004

0.004

−0.015

−0.016

4

1000

0.050

0.050

−0.011

−0.012

MSE

Small (100%)

1

160

0.263

0.262

0.334

0.335

2

160

0.210

0.209

0.275

0.277

3

160

0.206

0.206

0.269

0.273

4

160

0.242

0.239

0.294

0.295

Small

(0%)

1

160

0.244

0.244

0.308

0.311

2

160

0.196

0.196

0.258

0.262

3

160

0.191

0.191

0.256

0.259

4

160

0.233

0.231

0.290

0.289

Large

1

1000

0.038

0.038

0.049

0.050

2

1000

0.027

0.027

0.037

0.037

3

1000

0.026

0.026

0.035

0.035

4

1000

0.033

0.033

0.050

0.049

95% Coverage

Small (100%)

1

160

0.95

0.95

0.94

0.94

2

160

0.96

0.96

0.94

0.94

3

160

0.95

0.95

0.94

0.94

4

160

0.97

0.97

0.95

0.95