β ^

Method

n = 50

n = 100

Bias

SD

JackSD

MSE

CP

Bias

SD

JackSD

MSE

CP

β ^ 0

CM

−0.0014

0.0139

0.0146

0.0002

0.966

0.0008

0.0100

0.0102

0.0001

0.952

CRM

−0.0014

0.0139

0.0146

0.0002

0.966

0.0008

0.0100

0.0102

0.0001

0.952

SCM

−0.0014

0.0138

0.0144

0.0002

0.964

0.0008

0.0099

0.0101

0.0001

0.954

M1

−0.0011

0.0160

0.0163

0.0003

0.944

0.0008

0.0113

0.0114

0.0001

0.944

M2 (1)

−0.0014

0.0139

0.0146

0.0002

0.966

0.0008

0.0100

0.0102

0.0001

0.954

M2 (2)

−0.0014

0.0139

0.0146

0.0002

0.966

0.0008

0.0100

0.0102

0.0001

0.954

M2 (3)

−0.0007

0.0173

0.0182

0.0003

0.946

0.0006

0.0119

0.0126

0.0001

0.968

M2 (4)

−0.0007

0.0165

0.0173

0.0003

0.942

0.0007

0.0114

0.0120

0.0001

0.964

M2 (5)

−0.0007

0.0162

0.0170

0.0003

0.944

0.0007

0.0112

0.0118

0.0001

0.964

β ^ 1

CM

−0.0011

0.0215

0.0214

0.0005

0.934

0.0005

0.0149

0.0146

0.0002

0.950

CRM

−0.0011

0.0215

0.0214

0.0005

0.934

0.0005

0.0149

0.0146

0.0002

0.950

SCM

−0.0009

0.0162

0.0162

0.0003

0.938

0.0003

0.0115

0.0112

0.0001

0.950

M1

−0.0007

0.0156

0.0156

0.0002

0.934

0.0003

0.0109

0.0107

0.0001

0.952

M2 (1)

−0.0011

0.0215

0.0214

0.0005

0.934

0.0005

0.0149

0.0146

0.0002

0.948

M2 (2)

−0.0011

0.0215

0.0214

0.0005

0.934

0.0005

0.0150

0.0146

0.0002

0.948

M2 (3)

−0.0018

0.0255

0.0269

0.0007

0.944

0.0001

0.0183

0.0179

0.0003

0.930

M2 (4)

−0.0017

0.0244

0.0256

0.0006

0.944

0.0002

0.0174

0.0171

0.0003

0.930

M2 (5)

−0.0017

0.0241

0.0252

0.0006

0.940

0.0002

0.0171

0.0168

0.0003

0.938

β ^ 2

CM

0.0011

0.0206

0.0212

0.0004

0.946

0.0006

0.0151

0.0145

0.0002

0.936

CRM

0.0011

0.0206

0.0212

0.0004

0.946

0.0006

0.0151

0.0145

0.0002

0.936

SCM

0.0010

0.0157

0.0161

0.0002

0.952

0.0004

0.0116

0.0112

0.0001

0.932

M1

0.0008

0.0151

0.0154

0.0002

0.950

0.0004

0.0110

0.0106

0.0001

0.932

M2 (1)

0.0011

0.0206

0.0212

0.0004

0.948

0.0006

0.0152

0.0145

0.0002

0.938

M2 (2)

0.0011

0.0207

0.0212

0.0004

0.950

0.0007

0.0152

0.0145

0.0002

0.942

M2 (3)

0.0003

0.0254

0.0262

0.0006

0.946

0.0004

0.0189

0.0178

0.0004

0.922

M2 (4)

0.0005

0.0243

0.0251

0.0006

0.946

0.0004

0.0181

0.0170

0.0003

0.920

M2 (5)

0.0005

0.0238

0.0246

0.0006

0.946

0.0004

0.0178

0.0167

0.0003

0.928