β ^

Method

n = 50

n = 100

Bias

SD

JackSD

MSE

CP

Bias

SD

JackSD

MSE

CP

β ^ 0

CM

0.0008

0.0148

0.0147

0.0002

0.944

0.0002

0.0103

0.0102

0.0001

0.954

CRM

0.0008

0.0148

0.0147

0.0002

0.944

0.0002

0.0103

0.0102

0.0001

0.954

SCM

0.0359

0.3585

0.3813

0.1298

0.976

0.0058

0.2479

0.2592

0.0615

0.970

M1

0.0012

0.0161

0.0164

0.0003

0.942

0.0002

0.0117

0.0114

0.0001

0.942

M2 (1)

0.0008

0.0148

0.0147

0.0002

0.942

0.0002

0.0103

0.0102

0.0001

0.950

M2 (2)

0.0008

0.0148

0.0147

0.0002

0.942

0.0002

0.0103

0.0102

0.0001

0.950

M2 (3)

0.0002

0.0180

0.0184

0.0003

0.932

0.0004

0.0126

0.0127

0.0002

0.940

M2 (4)

0.0003

0.0170

0.0174

0.0003

0.938

0.0003

0.0120

0.0120

0.0001

0.938

M2 (5)

0.0004

0.0167

0.0170

0.0003

0.940

0.0003

0.0118

0.0117

0.0001

0.940

β ^ 1

CM

−0.0007

0.0217

0.0212

0.0005

0.938

0.0004

0.0142

0.0145

0.0002

0.960

CRM

−0.0007

0.0217

0.0212

0.0005

0.938

0.0004

0.0142

0.0145

0.0002

0.960

SCM

3.5157

0.9454

0.8777

13.2539

0.000

3.4392

0.6212

0.6107

12.2137

0.000

M1

−0.0005

0.0159

0.0154

0.0003

0.940

0.0004

0.0104

0.0106

0.0001

0.960

M2 (1)

−0.0007

0.0217

0.0212

0.0005

0.936

0.0004

0.0142

0.0145

0.0002

0.962

M2 (2)

−0.0007

0.0217

0.0212

0.0005

0.936

0.0004

0.0142

0.0145

0.0002

0.962

M2 (3)

−0.0008

0.0271

0.0262

0.0007

0.910

−0.0002

0.0180

0.0178

0.0003

0.938

M2 (4)

−0.0008

0.0257

0.0249

0.0007

0.914

−0.0001

0.0170

0.0169

0.0003

0.938

M2 (5)

−0.0008

0.0252

0.0245

0.0006

0.918

−0.0001

0.0167

0.0166

0.0003

0.938

β ^ 2

CM

0.0012

0.0217

0.0213

0.0005

0.932

−0.0005

0.0150

0.0145

0.0002

0.918

CRM

0.0012

0.0217

0.0213

0.0005

0.932

−0.0005

0.0150

0.0145

0.0002

0.918

SCM

0.9000

0.4932

0.4847

1.0532

0.516

0.8954

0.3160

0.3233

0.9017

0.190

M1

0.0008

0.0158

0.0156

0.0002

0.932

−0.0003

0.0110

0.0106

0.0001

0.928

M2 (1)

0.0012

0.0217

0.0213

0.0005

0.932

−0.0005

0.0150

0.0145

0.0002

0.920

M2 (2)

0.0012

0.0217

0.0213

0.0005

0.930

−0.0005

0.0150

0.0145

0.0002

0.922

M2 (3)

0.0009

0.0265

0.0265

0.0007

0.942

−0.0007

0.0172

0.0180

0.0003

0.948

M2 (4)

0.0010

0.0250

0.0251

0.0006

0.948

−0.0007

0.0165

0.0170

0.0003

0.946

M2 (5)

0.0010

0.0245

0.0247

0.0006

0.948

−0.0006

0.0162

0.0166

0.0003

0.948