n = 250

GLL-PH

GLL-MEPPH

Parameters

Estimates

bias

MSE

Estimates

bias

MSE

$\kappa =1.0$

0.9388828

−0.061

0.004

1.2407932

0.241

0.058

$\beta =1.5$

1.4455463

−0.054

0.003

0.9407652

−0.559

0.313

$\gamma =1.0$

0.7417767

−0.258

0.067

1.1784751

0.178

0.032

$x_1=0.7$

0.667347

−0.033

0.001

0.6067050

−0.093

0.009

$x_2=1.4$

1.2194389

−0.181

0.033

1.2239566

−0.176

0.031

$x_3=1.0$

0.9139290

−0.086

0.007

1.2619245

0.262

0.069

$x_4=1.5$

1.4758773

−0.024

0.001

1.7076817

0.208

0.043

${\sigma }_b=1.2$

-

-

-

1.6876299

0.488

0.238

n = 500

$\kappa =1.0$

0.9458801

−0.055

0.003

1.0726279

0.073

0.005

$\beta =1.5$

1.4543262

−0.046

0.002

1.2622511

−0.238

0.057

$\gamma =1.0$

0.8882095

−0.112

0.012

1.0870751

0.087

0.008

$x_1=0.7$

0.6760823

−0.024

0.001

0.6632815

−0.037

0.001

$x_2=1.4$

1.3201318

−0.080

0.006

1.3099049

−0.090

0.008

$x_3=1.0$

0.9911217

−0.009

0.000

1.1287101

0.129

0.017

$x_4=1.5$

1.4843259

−0.016

0.000

1.6037406

0.104

0.011

${\sigma }_b=1.2$

-

-

-

1.6348296

0.435

0.189

n = 1000

$\kappa =1.0$

0.9890723

−0.011

0.000

1.0679778

0.068

0.005

$\beta =1.5$

1.4717767

−0.027

0.001

1.3175313

−0.182

0.033

$\gamma =1.0$

0.9738625

−0.026

0.001

0.9937257

−0.006

0.000

$x_1=0.7$

0.7287477

−0.029

0.001

0.7084278

0.008

0.000

$x_2=1.4$

1.4247266

−0.025

0.001

1.3893326

−0.011

0.000

$x_3=1.0$

1.0062952

−0.006

0.000

1.0113317

0.011

0.000

$x_4=1.5$

1.5056442

−0.006

0.000

1.5439664

0.044

0.002

${\sigma }_b=1.2$

-

-

-

1.5880305

0.388

0.151