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 |