Table 2: Simulated relative mean square errors, relative intervals lengths, coverage probabilities, and absolute biases for the proposed and dichotomizing methods (using a continuous uniform distribution for the explanatory variable and an extreme value distribution for the errors).

Sample size
Cut off
.75.91.11.21.31.41.5

1.15a1.071.091.141.241.471.71
1.10b1.031.031.071.141.231.35
0.100.943c0.9480.9490.9490.9450.9380.933
0.948d0.9470.9490.9470.9510.9470.953
0.05e0.040.120.140.100.150.11
0.07f0.010.170.130.240.340.58
1.231.261.271.281.271.241.26
2.161.131.231.141.151.171.19
10000.500.9400.9510.9510.9450.9420.9370.934
0.9510.9490.9510.9500.9480.9470.948
0.040.010.080.100.050.090.04
0.050.040.150.120.090.120.13
12.7512.4413.2212.6813.1412.9112.79
3.673.573.583.633.693.763.84
0.950.9430.9510.9520.9440.9440.9380.929
0.9520.9540.9520.9520.9510.9510.951
0.040.070.110.100.100.170.10
0.750.680.861.011.211.451.24

1.301.081.071.171.241.541.95
1.161.031.041.081.151.251.39
0.100.9420.9500.9510.950.9440.9410.936
0.9510.9500.9490.9510.9540.9540.953
0.120.070.240.250.210.180.29
0.230.080.330.390.410.731.21
1.351.101.271.261.261.251.26
1.261.031.131.141.161.171.20
5000.500.9400.9490.9470.9480.9430.9400.933
0.9520.9510.9490.9490.9540.9500.951
0.230.340.270.230.260.250.38
0.480.110.170.180.310.260.42
13.0413.1713.813.9014.4514.4814.47
3.723.653.683.733.823.913.99
0.950.9420.9470.9510.9490.9470.9380.935
0.9530.9520.9540.9550.9550.9530.954
0.050.110.080.080.240.320.27
0.941.381.781.922.523.002.90

13.4114.461.121.281.521.962.33
3.783.731.041.091.181.301.45
0.100.9420.9490.9490.9450.9420.9420.933
0.9570.9540.9480.9490.9520.9570.953
0.020.200.380.330.420.410.66
2.112.740.420.841.181.782.24
1.271.251.321.281.301.301.29
1.161.131.131.141.161.181.20
2500.500.9410.9480.9520.9470.9450.9430.933
0.9510.9510.9510.9500.9510.9510.951
0.120.130.350.440.410.530.55
0.110.220.390.470.510.740.59
12.9814.615.6415.4617.0516.8918.33
3.753.723.823.884.014.124.29
0.950.9450.9550.9460.9480.9400.9370.932
0.9590.9550.9550.9590.9580.9570.952
0.020.160.390.220.460.470.51
1.222.753.973.984.995.196.19

a: Relative mean square errors, b: Relative intervals lengths, c: Coverage probability (proposed), d: Coverage probability (dichotomized), e: % bias (proposed), f: % bias (dichotomized).