TABLE 2 Open in new tab Monte Carlo...

		Estimator	Coverage probability^a
Male Maoris (N = 96724)
$α_{1}$	0.543	0.001	0.016	0.916	0.953	0.985
$μ_{1}$	−3.700	0.000	0.030	0.907	0.963	0.990
$α_{2}$	0.171	0.001	0.020	0.912	0.958	0.992
γ	1.026	0.002	0.045	0.897	0.957	0.986
$μ_{2}$	−0.995	−0.005	0.056	0.917	0.965	0.991
Male Europeans (N = 817967)
$α_{1}$	0.654	0.001	0.006	0.896	0.937	0.992
$μ_{1}$	−4.352	−0.001	0.014	0.905	0.952	0.991
$α_{2}$	0.549	0.000	0.009	0.895	0.961	0.992
γ	1.132	0.001	0.017	0.911	0.947	0.989
$μ_{2}$	−2.462	−0.001	0.034	0.890	0.945	0.992
Female Maoris (N = 108256)
$α_{1}$	0.720	0.001	0.017	0.892	0.944	0.990
$μ_{1}$	−4.576	0.000	0.039	0.900	0.950	0.985
$α_{2}$	0.214	0.001	0.022	0.906	0.956	0.990
γ	1.076	0.003	0.053	0.879	0.934	0.983
$μ_{2}$	−1.024	−0.007	0.073	0.904	0.945	0.990
Female Europeans (N = 885183)
$α_{1}$	1.011	0.001	0.008	0.887	0.948	0.986
$μ_{1}$	−6.114	−0.003	0.024	0.896	0.944	0.987
$α_{2}$	0.568	0.001	0.014	0.901	0.950	0.992
γ	1.082	0.001	0.021	0.904	0.948	0.992
$μ_{2}$	−2.556	−0.008	0.056	0.908	0.949	0.990

		Estimator	Coverage probability^a
Male Maoris (N = 96724)
$α_{1}$	0.543	0.001	0.016	0.916	0.953	0.985
$μ_{1}$	−3.700	0.000	0.030	0.907	0.963	0.990
$α_{2}$	0.171	0.001	0.020	0.912	0.958	0.992
γ	1.026	0.002	0.045	0.897	0.957	0.986
$μ_{2}$	−0.995	−0.005	0.056	0.917	0.965	0.991
Male Europeans (N = 817967)
$α_{1}$	0.654	0.001	0.006	0.896	0.937	0.992
$μ_{1}$	−4.352	−0.001	0.014	0.905	0.952	0.991
$α_{2}$	0.549	0.000	0.009	0.895	0.961	0.992
γ	1.132	0.001	0.017	0.911	0.947	0.989
$μ_{2}$	−2.462	−0.001	0.034	0.890	0.945	0.992
Female Maoris (N = 108256)
$α_{1}$	0.720	0.001	0.017	0.892	0.944	0.990
$μ_{1}$	−4.576	0.000	0.039	0.900	0.950	0.985
$α_{2}$	0.214	0.001	0.022	0.906	0.956	0.990
γ	1.076	0.003	0.053	0.879	0.934	0.983
$μ_{2}$	−1.024	−0.007	0.073	0.904	0.945	0.990
Female Europeans (N = 885183)
$α_{1}$	1.011	0.001	0.008	0.887	0.948	0.986
$μ_{1}$	−6.114	−0.003	0.024	0.896	0.944	0.987
$α_{2}$	0.568	0.001	0.014	0.901	0.950	0.992
γ	1.082	0.001	0.021	0.904	0.948	0.992
$μ_{2}$	−2.556	−0.008	0.056	0.908	0.949	0.990

TABLE 2

Monte Carlo experiments

		Estimator		Coverage probability^a
	DGP	Bias	RSME	90%	95%	99%
Male Maoris (N = 96724)
$α_{1}$	0.543	0.001	0.016	0.916	0.953	0.985
$μ_{1}$	−3.700	0.000	0.030	0.907	0.963	0.990
$α_{2}$	0.171	0.001	0.020	0.912	0.958	0.992
γ	1.026	0.002	0.045	0.897	0.957	0.986
$μ_{2}$	−0.995	−0.005	0.056	0.917	0.965	0.991
Male Europeans (N = 817967)
$α_{1}$	0.654	0.001	0.006	0.896	0.937	0.992
$μ_{1}$	−4.352	−0.001	0.014	0.905	0.952	0.991
$α_{2}$	0.549	0.000	0.009	0.895	0.961	0.992
γ	1.132	0.001	0.017	0.911	0.947	0.989
$μ_{2}$	−2.462	−0.001	0.034	0.890	0.945	0.992
Female Maoris (N = 108256)
$α_{1}$	0.720	0.001	0.017	0.892	0.944	0.990
$μ_{1}$	−4.576	0.000	0.039	0.900	0.950	0.985
$α_{2}$	0.214	0.001	0.022	0.906	0.956	0.990
γ	1.076	0.003	0.053	0.879	0.934	0.983
$μ_{2}$	−1.024	−0.007	0.073	0.904	0.945	0.990
Female Europeans (N = 885183)
$α_{1}$	1.011	0.001	0.008	0.887	0.948	0.986
$μ_{1}$	−6.114	−0.003	0.024	0.896	0.944	0.987
$α_{2}$	0.568	0.001	0.014	0.901	0.950	0.992
γ	1.082	0.001	0.021	0.904	0.948	0.992
$μ_{2}$	−2.556	−0.008	0.056	0.908	0.949	0.990

		Estimator		Coverage probability^a
	DGP	Bias	RSME	90%	95%	99%
Male Maoris (N = 96724)
$α_{1}$	0.543	0.001	0.016	0.916	0.953	0.985
$μ_{1}$	−3.700	0.000	0.030	0.907	0.963	0.990
$α_{2}$	0.171	0.001	0.020	0.912	0.958	0.992
γ	1.026	0.002	0.045	0.897	0.957	0.986
$μ_{2}$	−0.995	−0.005	0.056	0.917	0.965	0.991
Male Europeans (N = 817967)
$α_{1}$	0.654	0.001	0.006	0.896	0.937	0.992
$μ_{1}$	−4.352	−0.001	0.014	0.905	0.952	0.991
$α_{2}$	0.549	0.000	0.009	0.895	0.961	0.992
γ	1.132	0.001	0.017	0.911	0.947	0.989
$μ_{2}$	−2.462	−0.001	0.034	0.890	0.945	0.992
Female Maoris (N = 108256)
$α_{1}$	0.720	0.001	0.017	0.892	0.944	0.990
$μ_{1}$	−4.576	0.000	0.039	0.900	0.950	0.985
$α_{2}$	0.214	0.001	0.022	0.906	0.956	0.990
γ	1.076	0.003	0.053	0.879	0.934	0.983
$μ_{2}$	−1.024	−0.007	0.073	0.904	0.945	0.990
Female Europeans (N = 885183)
$α_{1}$	1.011	0.001	0.008	0.887	0.948	0.986
$μ_{1}$	−6.114	−0.003	0.024	0.896	0.944	0.987
$α_{2}$	0.568	0.001	0.014	0.901	0.950	0.992
γ	1.082	0.001	0.021	0.904	0.948	0.992
$μ_{2}$	−2.556	−0.008	0.056	0.908	0.949	0.990

Actual coverage rates for confidence intervals with nominal rates 90%, 95%, 99%. The DGP parameters are based on the estimates in Table 3 and AFAR = 40, τ = 0.1, $θ^{*} = DGP$ ⁠, R = 1000. Each experiment has 1000 replications, except convergence failed in 2 cases for male Europeans and 2 cases for female Europeans.

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