Performance metrics	Separation	Scenario	N	Name of Model
Performance metrics	Separation	Scenario	N	ML	Cauchy 1	Cauchy 2	TrueCoef
Bias	Small (100%)	1	160	0.027	−0.026	0.051	−0.011
		2	160	0.021	0.001	0.008	−0.028
		3	160	0.003	0.023	0.014	−0.041
		4	160	−0.052	−0.008	−0.081	−0.120
	Small (0%)	1	160	0.057	0.005	0.078	0.014
		2	160	−0.008	−0.027	−0.016	−0.056
		3	160	0.010	0.034	0.020	−0.026
		4	160	−0.026	0.026	−0.050	−0.085
	Large	1	1000	0.067	0.007	0.004	0.003
		2	1000	0.002	0.012	0.010	0.008
		3	1000	0.004	−0.016	−0.013	−0.012
		4	1000	0.050	−0.012	−0.009	−0.008
MSE	Small (100%)	1	160	0.263	0.335	0.257	0.273
		2	160	0.210	0.277	0.212	0.229
		3	160	0.206	0.273	0.208	0.228
		4	160	0.242	0.295	0.235	0.254
	Small (0%)	1	160	0.244	0.311	0.244	0.252
		2	160	0.196	0.262	0.202	0.217
		3	160	0.191	0.259	0.196	0.210
		4	160	0.233	0.289	0.228	0.240
	Large	1	1000	0.038	0.050	0.046	0.048
		2	1000	0.027	0.037	0.036	0.036
		3	1000	0.026	0.035	0.034	0.034
		4	1000	0.033	0.049	0.046	0.048
95% Coverage	Small (100%)	1	160	0.95	0.94	0.95	0.95
		2	160	0.96	0.94	0.96	0.95
		3	160	0.95	0.94	0.95	0.95
		4	160	0.97	0.95	0.96	0.95
	Small (0%)	1	160	0.94	0.93	0.94	0.94
		2	160	0.95	0.93	0.95	0.94
		3	160	0.96	0.94	0.95	0.94
		4	160	0.96	0.95	0.95	0.95
	Large	1	1000	0.93	0.93	0.94	0.94
		2	1000	0.96	0.93	0.93	0.93
		3	1000	0.97	0.94	0.94	0.94
		4	1000	0.96	0.93	0.94	0.93