β ^

Method

n = 50

n = 100

Bias

SD

JackSD

MSE

CP

Bias

SD

JackSD

MSE

CP

β ^ 0

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

β ^ 1

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

β ^ 2

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