Parameter TV AE RB PB CR log(ORX1,X2) 1.40617 1.41273 0.00656 0.47 94.9 0.28 0.27989 -0.00011 -0.04 95.5 0.31 0.30839 -0.00161 -0.52 96.8 0.32 0.32569 0.00569 1.78 95.9 0.28 0.27748 -0.00252 -0.90 95.5 0.32 0.32420 0.00420 1.31 96.4 -0.14 -0.13793 0.00207 -1.48 95.5 -0.41 -0.41520 -0.00520 1.27 94.2 0.39 0.40287 0.01287 3.30 92.5 -0.18 -0.17933 0.00067 -0.37 94.3 0.69 0.68936 -0.00064 -0.09 96.1 -0.12 -0.11858 0.00142 -1.18 95.8 0.67 0.66967 -0.00033 -0.05 94.9 -0.37 -0.36874 0.00126 -0.34 94.7 0.74 0.73989 -0.00011 -0.02 95.7 -0.16 -0.15885 0.00115 -0.72 94.1

Table 2: Results for one odds ratio and 15 correlation parameters in a multivariate setting with n=1000 rows and N=1000 replications, where X1 and X2 are binary variables with p1=0.4 and p2=0.7; Y1, Y2, Y3 and Y4 follow Laplace (1,1), Normal mixture (1,3,1,1,0.5), Beta (4,2) and χ2 (32) distributions, respectively. T V, AE, RB, P B and C R stand for true value, average estimate, raw bias, percentage bias and coverage rate, respectively.