|
|
|
| Coverage | Lower | Upper |
|
|
| Method | proportion | error | error |
1 | 2 | 10 | Central Limit Theorem | 0.5389 | 0.0003 | 0.4608 |
|
|
| Bootstrap (B = 5000) | 0.5582 | 0.0007 | 0.4411 |
|
|
| Back-transformation | 0.1965 | 0.0000 | 0.8035 |
|
|
| Wald | 0.8549 | 0.0005 | 0.1446 |
|
|
| Third order | 0.9460 | 0.0262 | 0.0278 |
|
| 50 | Central Limit Theorem | 0.6907 | 0.0001 | 0.3092 |
|
|
| Bootstrap (B = 5000) | 0.7149 | 0.0013 | 0.2838 |
|
|
| Back-transformation | 0.0000 | 0.0000 | 1.0000 |
|
|
| Wald | 0.9303 | 0.0034 | 0.0063 |
|
|
| Third order | 0.9501 | 0.0238 | 0.0261 |
|
| 200 | Central Limit Theorem | 0.7757 | 0.0007 | 0.2236 |
|
|
| Bootstrap (B = 5000) | 0.7968 | 0.0021 | 0.2011 |
|
|
| Back-transformation | 0.0000 | 0.0000 | 1.0000 |
|
|
| Wald | 0.9446 | 0.0134 | 0.0420 |
|
|
| Third order | 0.9500 | 0.0261 | 0.0239 |
2 | 0.5 | 10 | Central Limit Theorem | 0.8902 | 0.0129 | 0.0969 |
|
|
| Bootstrap (B = 5000) | 0.8793 | 0.0239 | 0.078 |
|
|
| Back-transformation | 0.8884 | 0.0047 | 0.1069 |
|
|
| Wald | 0.8997 | 0.0246 | 0.0757 |
|
|
| Third order | 0.9492 | 0.0252 | 0.0256 |
|
| 50 | Central Limit Theorem | 0.9340 | 0.0106 | 0.0554 |
|
|
| Bootstrap (B = 5000) | 0.9345 | 0.0197 | 0.0458 |
|
|
| Back-transformation | 0.5905 | 0.0003 | 0.4092 |
|
|
| Wald | 0.9415 | 0.0167 | 0.0418 |
|
|
| Third order | 0.9505 | 0.0231 | 0.0264 |
|
| 200 | Central Limit Theorem | 0.9430 | 0.0172 | 0.0398 |
|
|
| Bootstrap (B = 5000) | 0.9466 | 0.0197 | 0.0337 |
|
|
| Back-transformation | 0.0591 | 0.0000 | 0.9409 |
|
|
| Wald | 0.9452 | 0.0220 | 0.0328 |
|
|
| Third order | 0.9481 | 0.0262 | 0.0257 |
3 | 3 | 10 | Central Limit Theorem | 0.2739 | 0.0000 | 0.7261 |
|
|
| Bootstrap (B = 5000) | 0.2842 | 0.0000 | 0.7158 |
|
|
| Back-transformation | 0.0132 | 0.0000 | 0.9868 |
|
|
| Wald | 0.8335 | 0.0000 | 0.1665 |
|
|
| Third order | 0.9465 | 0.0265 | 0.0270 |
|
| 50 | Central Limit Theorem | 0.3983 | 0.0000 | 0.6017 |
|
|
| Bootstrap (B = 5000) | 0.4166 | 0.0000 | 0.5834 |
|
|
| Back-transformation | 0.0000 | 0.0000 | 1.0000 |
|
|
| Wald | 0.9256 | 0.0022 | 0.0722 |
|
|
| Third order | 0.9507 | 0.0235 | 0.0258 |
|
| 200 | Central Limit Theorem | 0.4936 | 0.0000 | 0.5065 |
|
|
| Bootstrap (B = 5000) | 0.5166 | 0.0002 | 0.4834 |
|
|
| Back-transformation | 0.0000 | 0.0000 | 1.0000 |
|
|
| Wald | 0.9418 | 0.0120 | 0.0462 |
|
|
| Third order | 0.9504 | 0.0261 | 0.0235 |