| Method | n = 50 | n = 100 | ||||||||
Bias | SD | JackSD | MSE | CP | Bias | SD | JackSD | MSE | CP | ||
| CM | 0.0004 | 0.0097 | 0.0105 | 0.0001 | 0.966 | −0.0001 | 0.0071 | 0.0072 | 0.0001 | 0.952 |
| CRM | 0.0004 | 0.0097 | 0.0105 | 0.0001 | 0.966 | −0.0001 | 0.0071 | 0.0072 | 0.0001 | 0.952 |
| SCM | 0.0004 | 0.0097 | 0.0103 | 0.0001 | 0.962 | 0.0000 | 0.0071 | 0.0071 | 0.0001 | 0.944 |
| M1 | 0.0006 | 0.0137 | 0.0148 | 0.0002 | 0.956 | 0.0002 | 0.0103 | 0.0101 | 0.0001 | 0.950 |
| M2 (1) | 0.0004 | 0.0097 | 0.0105 | 0.0001 | 0.962 | −0.0001 | 0.0071 | 0.0072 | 0.0001 | 0.952 |
| M2 (2) | 0.0004 | 0.0097 | 0.0105 | 0.0001 | 0.962 | −0.0001 | 0.0071 | 0.0072 | 0.0001 | 0.956 |
| M2 (3) | 0.0005 | 0.0118 | 0.0128 | 0.0001 | 0.950 | −0.0001 | 0.0088 | 0.0088 | 0.0001 | 0.942 |
| M2 (4) | 0.0005 | 0.0113 | 0.0122 | 0.0001 | 0.968 | −0.0001 | 0.0084 | 0.0084 | 0.0001 | 0.940 |
| M2 (5) | 0.0004 | 0.0110 | 0.0120 | 0.0001 | 0.972 | −0.0001 | 0.0083 | 0.0083 | 0.0001 | 0.944 |
| CM | 0.0005 | 0.0149 | 0.0151 | 0.0002 | 0.950 | −0.0004 | 0.0103 | 0.0103 | 0.0001 | 0.940 |
| CRM | 0.0005 | 0.0149 | 0.0151 | 0.0002 | 0.950 | −0.0004 | 0.0103 | 0.0103 | 0.0001 | 0.940 |
| SCM | 0.0004 | 0.0123 | 0.0119 | 0.0002 | 0.940 | −0.0003 | 0.0084 | 0.0083 | 0.0001 | 0.936 |
| M1 | 0.0002 | 0.0131 | 0.0130 | 0.0002 | 0.938 | −0.0003 | 0.0087 | 0.0089 | 0.0001 | 0.948 |
| M2 (1) | 0.0005 | 0.0149 | 0.0151 | 0.0002 | 0.948 | −0.0004 | 0.0103 | 0.0103 | 0.0001 | 0.938 |
| M2 (2) | 0.0005 | 0.0149 | 0.0151 | 0.0002 | 0.948 | −0.0004 | 0.0104 | 0.0103 | 0.0001 | 0.938 |
| M2 (3) | 0.0001 | 0.0171 | 0.0183 | 0.0003 | 0.938 | −0.0007 | 0.0118 | 0.0124 | 0.0001 | 0.964 |
| M2 (4) | 0.0001 | 0.0165 | 0.0175 | 0.0003 | 0.938 | −0.0007 | 0.0114 | 0.0119 | 0.0001 | 0.956 |
| M2 (5) | 0.0001 | 0.0162 | 0.0172 | 0.0003 | 0.932 | −0.0006 | 0.0112 | 0.0117 | 0.0001 | 0.956 |
| CM | −0.0005 | 0.0155 | 0.0153 | 0.0002 | 0.934 | −0.0005 | 0.0102 | 0.0103 | 0.0001 | 0.942 |
| CRM | −0.0005 | 0.0155 | 0.0153 | 0.0002 | 0.934 | −0.0005 | 0.0102 | 0.0103 | 0.0001 | 0.942 |
| SCM | −0.0005 | 0.0126 | 0.0120 | 0.0002 | 0.938 | −0.0002 | 0.0084 | 0.0082 | 0.0001 | 0.934 |
| M1 | −0.0004 | 0.0130 | 0.0131 | 0.0002 | 0.954 | −0.0001 | 0.0090 | 0.0088 | 0.0001 | 0.938 |
| M2 (1) | −0.0005 | 0.0155 | 0.0153 | 0.0002 | 0.934 | −0.0005 | 0.0102 | 0.0103 | 0.0001 | 0.940 |
| M2 (2) | −0.0005 | 0.0155 | 0.0153 | 0.0002 | 0.936 | −0.0005 | 0.0102 | 0.0103 | 0.0001 | 0.938 |
| M2 (3) | −0.0001 | 0.0180 | 0.0185 | 0.0003 | 0.936 | −0.0001 | 0.0120 | 0.0125 | 0.0001 | 0.952 |
| M2 (4) | −0.0002 | 0.0174 | 0.0178 | 0.0003 | 0.936 | −0.0001 | 0.0115 | 0.0119 | 0.0001 | 0.948 |
| M2 (5) | −0.0002 | 0.0172 | 0.0175 | 0.0003 | 0.934 | −0.0001 | 0.0114 | 0.0117 | 0.0001 | 0.948 |