1\begin{table}[p]2\centering\scriptsize3\begin{threeparttable}4\caption{Monte Carlo, exp design, $p = 1$, $N = 4,194,304$: scaled gap to $\widehat\theta_N$, scaled RMSE and 95\% coverage by local sample size $m$.}\label{tab:mc_exp_p1}5\begin{tabular}{@{}lrrrrrrrrrrrr@{}}6\toprule7Estimator & \multicolumn{3}{c}{$m = 16$, $K = 262,144$} & \multicolumn{3}{c}{$m = 64$, $K = 65,536$} & \multicolumn{3}{c}{$m = 256$, $K = 16,384$} & \multicolumn{3}{c}{$m = 1024$, $K = 4,096$} \\8 & gap & RMSE & cov & gap & RMSE & cov & gap & RMSE & cov & gap & RMSE & cov \\9\midrule10(1,0) plain average & 136.531 & 136.600 & 0.000 & 32.502 & 32.557 & 0.000 & 8.031 & 8.115 & 0.000 & 2.003 & 2.239 & 0.468 \\11(1,1) average + 1 Newton & 9.102 & 9.100 & 0.000 & 0.516 & 1.107 & 0.930 & 0.032 & 1.059 & 0.944 & 0.002 & 1.000 & 0.952 \\12(1,2) average + 2 Newton & 0.040 & 1.064 & 0.936 & 1.30e-4 & 1.000 & 0.948 & 4.85e-7 & 1.059 & 0.944 & 1.88e-9 & 1.000 & 0.952 \\13(2,0) half-block jackknife & 19.523 & 19.486 & 0.000 & 1.098 & 1.456 & 0.820 & 0.144 & 1.064 & 0.942 & 0.065 & 1.003 & 0.950 \\14(2,1) half-block + 1 Newton & 0.186 & 1.071 & 0.930 & 6.55e-4 & 1.000 & 0.948 & 1.79e-5 & 1.059 & 0.944 & 3.69e-6 & 1.000 & 0.952 \\15(2,2) half-block + 2 Newton & 1.71e-5 & 1.066 & -- & 2.93e-10 & 1.000 & -- & 6.25e-13 & 1.059 & -- & 2.90e-13 & 1.000 & -- \\16(3,0) quarter-block & 6.557 & 6.703 & -- & 0.380 & 1.061 & -- & 0.177 & 1.068 & -- & 0.092 & 1.006 & -- \\17(3,1) quarter-block + 1 Newton & 0.022 & 1.065 & 0.936 & 1.22e-4 & 1.000 & 0.948 & 2.64e-5 & 1.059 & 0.944 & 7.47e-6 & 1.000 & 0.952 \\18analytic Cox--Snell + 1 Newton & 1.31e-4 & 1.066 & 0.932 & 2.44e-5 & 1.000 & 0.948 & 7.50e-6 & 1.059 & 0.944 & 1.59e-6 & 1.000 & 0.952 \\19CSL, 1 round & 2.99e-13 & 1.066 & -- & 2.96e-13 & 1.000 & -- & 3.05e-13 & 1.059 & -- & 2.87e-13 & 1.000 & -- \\20CSL, 2 rounds & 2.88e-13 & 1.066 & -- & 2.99e-13 & 1.000 & -- & 3.22e-13 & 1.059 & -- & 2.86e-13 & 1.000 & -- \\21AEE (Lin--Xi) & 120.465 & 120.405 & -- & 31.499 & 31.476 & -- & 7.968 & 8.023 & -- & 1.999 & 2.234 & -- \\22(2,1) stale Hessian & 0.971 & 1.397 & -- & 0.016 & 1.000 & -- & 5.43e-4 & 1.059 & -- & 6.40e-5 & 1.000 & -- \\23centralized MLE & 0 & 1.066 & 0.932 & 0 & 1.000 & 0.948 & 0 & 1.059 & 0.944 & 0 & 1.000 & 0.952 \\24\bottomrule25\end{tabular}26\begin{tablenotes}\footnotesize27\item 500 paired replications per column. gap $=$ root mean square of $\sqrt N\,\lVert\tilde\theta - \widehat\theta_N\rVert$; RMSE $=$ root mean square of $\sqrt N\,\lVert\tilde\theta - \theta_0\rVert$; cov $=$ empirical coverage of nominal 95\% Wald intervals (observed information at the estimate; `--' when not computed). Monte Carlo standard errors of the gaps and RMSEs are in \texttt{results/processed/summary.csv}; coverage standard error $\approx 0.010$.28\item Fraction of workers with all local fits valid (orders 2 / 3): $m=16$: 1.000 / 1.000; $m=32$: 1.000 / 1.000; $m=64$: 1.000 / 1.000; $m=128$: 1.000 / 1.000; $m=256$: 1.000 / 1.000; $m=512$: 1.000 / 1.000; $m=1024$: 1.000 / 1.000.29\end{tablenotes}30\end{threeparttable}31\end{table}32