FCRPLM Estimator

Pretest Estimator (with)

0.0

2.058

1.995

2.108

2.108

1.779

1.720

1.805

1.799

(0.026)

(0.026)

(0.028)

(0.028)

(0.019)

(0.019)

(0.020)

(0.020)

0.2

2.169

2.097

2.216

2.219

1.842

1.785

1.872

1.864

(0.027)

(0.026)

(0.028)

(0.028)

(0.019)

(0.019)

(0.020)

(0.021)

0.4

2.297

2.219

2.347

2.356

1.885

1.828

1.915

1.907

(0.031)

(0.030)

(0.032)

(0.033)

(0.021)

(0.021)

(0.022)

(0.022)

0.6

2.408

2.324

2.463

2.486

1.873

1.819

1.904

1.896

(0.031)

(0.030)

(0.032)

(0.033)

(0.021)

(0.021)

(0.022)

(0.022)

0.8

2.568

2.475

2.629

2.673

1.879

1.828

1.914

1.911

(0.031)

(0.030)

(0.032)

(0.033)

(0.026)

(0.025)

(0.027)

(0.028)

Shrinkage Estimator (with)

Shrinkage Estimator (with)

0.0

1.882

1.823

1.918

1.915

1.801

1.742

1.829

1.824

(0.022)

(0.021)

(0.023)

(0.023)

(0.019)

(0.019)

(0.021)

(0.021)

0.2

1.956

1.894

1.992

1.989

1.866

1.807

1.896

1.890

(0.021)

(0.021)

(0.023)

(0.023)

(0.020)

(0.019)

(0.021)

(0.021)

0.4

2.032

1.969

2.070

2.068

1.914

1.856

1.946

1.939

(0.025)

(0.024)

(0.026)

(0.026)

(0.021)

(0.021)

(0.022)

(0.022)

0.6

2.082

2.018

2.122

2.127

1.922

1.866

1.956

1.950

(0.025)

(0.025)

(0.027)

(0.027)

(0.021)

(0.021)

(0.022)

(0.022)

0.8

2.206

2.137

2.254

2.273

1.961

1.906

1.999

2.001

(0.027)

(0.026)

(0.028)

(0.029)

(0.024)

(0.023)

(0.025)

(0.025)