| Method | n = 50 | n = 100 | ||||||||
Bias | SD | JackSD | MSE | CP | Bias | SD | JackSD | MSE | CP | ||
| 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 |
| 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 |
| 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 |