n = 250 | |||||||
|
| GLL-PH |
|
| GLL-MEPPH |
| |
Parameters | Estimates | bias | MSE | Estimates | bias | MSE | |
| 0.9388828 | −0.061 | 0.004 | 1.3338239 | 0.334 | 0.111 | |
| 1.4455463 | −0.054 | 0.003 | 0.8110796 | −0.689 | 0.475 | |
| 0.7417767 | −0.258 | 0.067 | 1.4405894 | 0.441 | 0.194 | |
| 0.667347 | −0.033 | 0.001 | 0.4654687 | −0.235 | 0.055 | |
| 1.2194389 | −0.181 | 0.033 | 1.0893326 | −0.311 | 0.097 | |
| 0.9139290 | −0.086 | 0.007 | 1.5383368 | 0.538 | 0.290 | |
| 1.4758773 | −0.024 | 0.001 | 2.2671719 | 0.767 | 0.588 | |
| - | - | - | 1.7707029 | 1.571 | 2.468 | |
n = 500 | |||||||
| 0.9458801 | −0.055 | 0.003 | 0.7394426 | −0.260 | 0.067 | |
| 1.4543262 | −0.046 | 0.002 | 0.8784832 | −0.622 | 0.386 | |
| 0.8882095 | −0.112 | 0.012 | 1.4314582 | 0.431 | 0.186 | |
| 0.6760823 | −0.024 | 0.001 | 0.5002254 | −0.200 | 0.040 | |
| 1.3201318 | −0.080 | 0.006 | 1.1615147 | −0.238 | 0.057 | |
| 0.9911217 | −0.009 | 0.000 | 1.4798134 | 0.480 | 0.230 | |
| 1.4843259 | −0.016 | 0.000 | 1.9943590 | 0.494 | 0.244 | |
| - | - | - | 1.5162015 | 1.316 | 1.732 | |
n = 1000 | |||||||
| 0.9890723 | −0.011 | 0.000 | 1.1605406 | 0.161 | 0.025 | |
| 1.4717767 | −0.027 | 0.001 | 0.8884446 | −0.611 | 0.374 | |
| 0.9738625 | −0.026 | 0.001 | 1.3586486 | 0.359 | 0.129 | |
| 0.7287477 | −0.029 | 0.001 | 0.5859447 | −0.114 | 0.013 | |
| 1.4247266 | −0.025 | 0.001 | 1.2776303 | −0.122 | 0.015 | |
| 1.0062952 | −0.006 | 0.000 | 1.2235864 | 0.224 | 0.050 | |
| 1.5056442 | −0.006 | 0.000 | 1.8257287 | 0.326 | 0.106 | |
| - | - | - | 1.4505254 | 1.251 | 1.565 | |