n = 250

GLL-PH

GLL-MEPPH

Parameters

Estimates

bias

MSE

Estimates

bias

MSE

κ = 1.0

0.9388828

−0.061

0.004

1.2436554

0.244

0.059

β = 1.5

1.4455463

−0.054

0.003

0.8250604

−0.675

0.456

γ = 1.0

0.7417767

−0.258

0.067

1.3359156

0.336

0.113

x 1 = 0.7

0.667347

−0.033

0.001

0.4805924

−0.058

0.048

x 2 = 1.4

1.2194389

−0.181

0.033

1.1911160

0.209

0.044

x 3 = 1.0

0.9139290

−0.086

0.007

1.4365950

0.437

0.191

x 4 = 1.5

1.4758773

−0.024

0.001

1.8659980

0.366

0.134

σ b = 0.2

-

-

-

1.6722802

1.172

1.374

n = 500

κ = 1.0

0.9458801

−0.055

0.003

1.1631334

0.163

0.027

β = 1.5

1.4543262

−0.046

0.002

0.9494354

−0.551

0.303

γ = 1.0

0.8882095

−0.112

0.012

1.2551023

0.255

0.065

x 1 = 0.7

0.6760823

−0.024

0.001

0.5371689

−0.163

0.027

x 2 = 1.4

1.3201318

−0.080

0.006

1.2347985

−0.165

0.027

x 3 = 1.0

0.9911217

−0.009

0.000

1.4036142

0.404

0.163

x 4 = 1.5

1.4843259

−0.016

0.000

1.6327490

0.133

0.018

x b = 0.5

-

-

-

1.6380454

1.138

1.295

n = 1000

κ = 1.0

0.9890723

−0.011

0.000

1.108792

0.109

0.012

β = 1.5

1.4717767

−0.027

0.001

1.2538528

−0.246

0.061

γ = 1.0

0.9738625

−0.026

0.001

1.2035814

−0.204

0.041

x 1 = 0.7

0.7287477

−0.029

0.001

0.6423152

−0.219

0.003

x 2 = 1.4

1.4247266

−0.025

0.001

1.3219786

−0.078

0.006

x 3 = 1.0

1.0062952

−0.006

0.000

1.0863058

0.086

0.007

x 4 = 1.5

1.5056442

−0.006

0.000

1.6218084

0.122

0.015

σ b = 0.5

-

-

-

1.5701139

1.070

1.145