n = 250 | ||||||
|
| GLL-PH |
|
| GLL-MEPPH |
|
Parameters | Estimates | bias | MSE | Estimates | bias | MSE |
| 0.9388828 | −0.061 | 0.004 | 1.2436554 | 0.244 | 0.059 |
| 1.4455463 | −0.054 | 0.003 | 0.8250604 | −0.675 | 0.456 |
| 0.7417767 | −0.258 | 0.067 | 1.3359156 | 0.336 | 0.113 |
| 0.667347 | −0.033 | 0.001 | 0.4805924 | −0.058 | 0.048 |
| 1.2194389 | −0.181 | 0.033 | 1.1911160 | 0.209 | 0.044 |
| 0.9139290 | −0.086 | 0.007 | 1.4365950 | 0.437 | 0.191 |
| 1.4758773 | −0.024 | 0.001 | 1.8659980 | 0.366 | 0.134 |
| - | - | - | 1.6722802 | 1.172 | 1.374 |
n = 500 | ||||||
| 0.9458801 | −0.055 | 0.003 | 1.1631334 | 0.163 | 0.027 |
| 1.4543262 | −0.046 | 0.002 | 0.9494354 | −0.551 | 0.303 |
| 0.8882095 | −0.112 | 0.012 | 1.2551023 | 0.255 | 0.065 |
| 0.6760823 | −0.024 | 0.001 | 0.5371689 | −0.163 | 0.027 |
| 1.3201318 | −0.080 | 0.006 | 1.2347985 | −0.165 | 0.027 |
| 0.9911217 | −0.009 | 0.000 | 1.4036142 | 0.404 | 0.163 |
| 1.4843259 | −0.016 | 0.000 | 1.6327490 | 0.133 | 0.018 |
| - | - | - | 1.6380454 | 1.138 | 1.295 |
n = 1000 | ||||||
| 0.9890723 | −0.011 | 0.000 | 1.108792 | 0.109 | 0.012 |
| 1.4717767 | −0.027 | 0.001 | 1.2538528 | −0.246 | 0.061 |
| 0.9738625 | −0.026 | 0.001 | 1.2035814 | −0.204 | 0.041 |
| 0.7287477 | −0.029 | 0.001 | 0.6423152 | −0.219 | 0.003 |
| 1.4247266 | −0.025 | 0.001 | 1.3219786 | −0.078 | 0.006 |
| 1.0062952 | −0.006 | 0.000 | 1.0863058 | 0.086 | 0.007 |
| 1.5056442 | −0.006 | 0.000 | 1.6218084 | 0.122 | 0.015 |
| - | - | - | 1.5701139 | 1.070 | 1.145 |