| Method | n = 50 | n = 100 | ||||||||
Bias | SD | JackSD | MSE | CP | Bias | SD | JackSD | MSE | CP | ||
| CM | −0.0002 | 0.0106 | 0.0104 | 0.0001 | 0.942 | −0.0004 | 0.0069 | 0.0072 | 0.0000 | 0.952 |
| CRM | −0.0002 | 0.0106 | 0.0104 | 0.0001 | 0.942 | −0.0004 | 0.0069 | 0.0072 | 0.0000 | 0.952 |
| SCM | 0.0191 | 0.3548 | 0.3789 | 0.1262 | 0.982 | −0.0132 | 0.2404 | 0.2588 | 0.0579 | 0.972 |
| M1 | −0.0006 | 0.0151 | 0.0147 | 0.0002 | 0.936 | −0.0003 | 0.0093 | 0.0101 | 0.0001 | 0.960 |
| M2 (1) | −0.0002 | 0.0106 | 0.0104 | 0.0001 | 0.940 | −0.0004 | 0.0069 | 0.0072 | 0.0000 | 0.952 |
| M2 (2) | −0.0002 | 0.0106 | 0.0104 | 0.0001 | 0.940 | −0.0004 | 0.0069 | 0.0072 | 0.0000 | 0.952 |
| M2 (3) | 0.0000 | 0.0121 | 0.0130 | 0.0001 | 0.950 | −0.0004 | 0.0089 | 0.0090 | 0.0001 | 0.964 |
| M2 (4) | 0.0000 | 0.0116 | 0.0123 | 0.0001 | 0.946 | −0.0003 | 0.0084 | 0.0084 | 0.0001 | 0.962 |
| M2 (5) | 0.0000 | 0.0114 | 0.0120 | 0.0001 | 0.946 | −0.0003 | 0.0082 | 0.0083 | 0.0001 | 0.960 |
| CM | 0.0002 | 0.0152 | 0.0152 | 0.0002 | 0.932 | −0.0007 | 0.0093 | 0.0103 | 0.0001 | 0.962 |
| CRM | 0.0002 | 0.0152 | 0.0152 | 0.0002 | 0.932 | −0.0007 | 0.0093 | 0.0103 | 0.0001 | 0.962 |
| SCM | 3.4912 | 0.8982 | 0.8697 | 12.9956 | 0.000 | 3.4429 | 0.6252 | 0.6125 | 12.2446 | 0.000 |
| M1 | 0.0000 | 0.0129 | 0.0132 | 0.0002 | 0.940 | −0.0009 | 0.0080 | 0.0088 | 0.0001 | 0.972 |
| M2 (1) | 0.0002 | 0.0153 | 0.0152 | 0.0002 | 0.932 | −0.0007 | 0.0093 | 0.0103 | 0.0001 | 0.966 |
| M2 (2) | 0.0002 | 0.0153 | 0.0152 | 0.0002 | 0.930 | −0.0007 | 0.0092 | 0.0103 | 0.0001 | 0.966 |
| M2 (3) | 0.0000 | 0.0183 | 0.0188 | 0.0003 | 0.948 | −0.0008 | 0.0120 | 0.0128 | 0.0001 | 0.956 |
| M2 (4) | 0.0001 | 0.0174 | 0.0179 | 0.0003 | 0.946 | −0.0008 | 0.0112 | 0.0121 | 0.0001 | 0.956 |
| M2 (5) | 0.0001 | 0.0171 | 0.0175 | 0.0003 | 0.944 | −0.0008 | 0.0110 | 0.0118 | 0.0001 | 0.958 |
| CM | 0.0010 | 0.0151 | 0.0154 | 0.0002 | 0.956 | −0.0003 | 0.0098 | 0.0103 | 0.0001 | 0.954 |
| CRM | 0.0010 | 0.0151 | 0.0154 | 0.0002 | 0.956 | −0.0003 | 0.0098 | 0.0103 | 0.0001 | 0.954 |
| SCM | 0.9018 | 0.4700 | 0.4722 | 1.0342 | 0.502 | 0.8680 | 0.3307 | 0.3245 | 0.8627 | 0.228 |
| M1 | 0.0006 | 0.0130 | 0.0133 | 0.0002 | 0.942 | −0.0003 | 0.0085 | 0.0089 | 0.0001 | 0.954 |
| M2 (1) | 0.0010 | 0.0151 | 0.0154 | 0.0002 | 0.958 | −0.0003 | 0.0098 | 0.0103 | 0.0001 | 0.956 |
| M2 (2) | 0.0010 | 0.0151 | 0.0154 | 0.0002 | 0.958 | −0.0003 | 0.0098 | 0.0103 | 0.0001 | 0.956 |
| M2 (3) | 0.0004 | 0.0179 | 0.0184 | 0.0003 | 0.944 | −0.0005 | 0.0120 | 0.0127 | 0.0001 | 0.968 |
| M2 (4) | 0.0005 | 0.0171 | 0.0176 | 0.0003 | 0.948 | −0.0005 | 0.0114 | 0.0120 | 0.0001 | 0.960 |
| M2 (5) | 0.0006 | 0.0168 | 0.0173 | 0.0003 | 0.948 | −0.0005 | 0.0112 | 0.0118 | 0.0001 | 0.956 |