n = 250

GLL-PH

GLL-MEPPH

Parameters

Estimates

bias

MSE

Estimates

bias

MSE

κ = 1.0

0.9388828

−0.061

0.004

1.3338239

0.334

0.111

β = 1.5

1.4455463

−0.054

0.003

0.8110796

−0.689

0.475

γ = 1.0

0.7417767

−0.258

0.067

1.4405894

0.441

0.194

x 1 = 0.7

0.667347

−0.033

0.001

0.4654687

−0.235

0.055

x 2 = 1.4

1.2194389

−0.181

0.033

1.0893326

−0.311

0.097

x 3 = 1.0

0.9139290

−0.086

0.007

1.5383368

0.538

0.290

x 4 = 1.5

1.4758773

−0.024

0.001

2.2671719

0.767

0.588

σ b = 0.2

-

-

-

1.7707029

1.571

2.468

n = 500

κ = 1.0

0.9458801

−0.055

0.003

0.7394426

−0.260

0.067

β = 1.5

1.4543262

−0.046

0.002

0.8784832

−0.622

0.386

γ = 1.0

0.8882095

−0.112

0.012

1.4314582

0.431

0.186

x 1 = 0.7

0.6760823

−0.024

0.001

0.5002254

−0.200

0.040

x 2 = 1.4

1.3201318

−0.080

0.006

1.1615147

−0.238

0.057

x 3 = 1.0

0.9911217

−0.009

0.000

1.4798134

0.480

0.230

x 4 = 1.5

1.4843259

−0.016

0.000

1.9943590

0.494

0.244

σ b = 0.2

-

-

-

1.5162015

1.316

1.732

n = 1000

κ = 1.0

0.9890723

−0.011

0.000

1.1605406

0.161

0.025

β = 1.5

1.4717767

−0.027

0.001

0.8884446

−0.611

0.374

γ = 1.0

0.9738625

−0.026

0.001

1.3586486

0.359

0.129

x 1 = 0.7

0.7287477

−0.029

0.001

0.5859447

−0.114

0.013

x 2 = 1.4

1.4247266

−0.025

0.001

1.2776303

−0.122

0.015

x 3 = 1.0

1.0062952

−0.006

0.000

1.2235864

0.224

0.050

x 4 = 1.5

1.5056442

−0.006

0.000

1.8257287

0.326

0.106

σ b = 0.2

-

-

-

1.4505254

1.251

1.565