| Method | n = 50 | n = 100 | ||||||||
Bias | SD | JackSD | MSE | CP | Bias | SD | JackSD | MSE | CP | ||
| CM | −0.0064 | 0.1896 | 0.1816 | 0.0360 | 0.934 | −0.0072 | 0.1271 | 0.1261 | 0.0162 | 0.934 |
| CRM | −0.0064 | 0.1896 | 0.1816 | 0.0360 | 0.934 | −0.0072 | 0.1271 | 0.1261 | 0.0162 | 0.934 |
| SCM | −0.0110 | 0.2009 | 0.1940 | 0.0405 | 0.934 | −0.0058 | 0.1332 | 0.1340 | 0.0178 | 0.950 |
| M1 | −0.0102 | 0.1996 | 0.1919 | 0.0399 | 0.938 | −0.0073 | 0.1313 | 0.1330 | 0.0173 | 0.948 |
| M2 (1) | −0.0064 | 0.1894 | 0.1816 | 0.0359 | 0.934 | −0.0071 | 0.1271 | 0.1261 | 0.0162 | 0.934 |
| M2 (2) | −0.0064 | 0.1894 | 0.1817 | 0.0359 | 0.934 | −0.0070 | 0.1272 | 0.1261 | 0.0162 | 0.932 |
| M2 (3) | −0.0056 | 0.1874 | 0.1758 | 0.0352 | 0.928 | −0.0044 | 0.1250 | 0.1222 | 0.0156 | 0.936 |
| M2 (4) | −0.0055 | 0.1864 | 0.1783 | 0.0348 | 0.936 | −0.0050 | 0.1242 | 0.1239 | 0.0154 | 0.950 |
| M2 (5) | −0.0054 | 0.1860 | 0.1778 | 0.0346 | 0.934 | −0.0052 | 0.1239 | 0.1235 | 0.0154 | 0.952 |
| CM | −0.1036 | 0.1823 | 0.1822 | 0.0440 | 0.882 | −0.1033 | 0.1257 | 0.1271 | 0.0265 | 0.846 |
| CRM | −0.1036 | 0.1823 | 0.1822 | 0.0440 | 0.882 | −0.1033 | 0.1257 | 0.1271 | 0.0265 | 0.846 |
| SCM | −0.4285 | 0.1946 | 0.1983 | 0.2214 | 0.412 | −0.4211 | 0.1336 | 0.1362 | 0.1951 | 0.110 |
| M1 | −0.2033 | 0.1814 | 0.1825 | 0.0742 | 0.770 | −0.2045 | 0.1258 | 0.1268 | 0.0577 | 0.646 |
| M2 (1) | −0.1035 | 0.1821 | 0.1822 | 0.0439 | 0.882 | −0.1033 | 0.1257 | 0.1271 | 0.0265 | 0.846 |
| M2 (2) | −0.1035 | 0.1820 | 0.1823 | 0.0438 | 0.884 | −0.1033 | 0.1258 | 0.1271 | 0.0265 | 0.846 |
| M2 (3) | −0.0908 | 0.1820 | 0.1774 | 0.0414 | 0.900 | −0.0888 | 0.1258 | 0.1232 | 0.0237 | 0.860 |
| M2 (4) | −0.0913 | 0.1804 | 0.1803 | 0.0409 | 0.904 | −0.0898 | 0.1248 | 0.1249 | 0.0236 | 0.858 |
| M2 (5) | −0.0915 | 0.1798 | 0.1797 | 0.0407 | 0.902 | −0.0902 | 0.1245 | 0.1245 | 0.0236 | 0.860 |
| CM | −0.0481 | 0.1774 | 0.1836 | 0.0338 | 0.924 | −0.0459 | 0.1236 | 0.1273 | 0.0174 | 0.944 |
| CRM | −0.0481 | 0.1774 | 0.1836 | 0.0338 | 0.924 | −0.0459 | 0.1236 | 0.1273 | 0.0174 | 0.944 |
| SCM | −0.3586 | 0.1912 | 0.1991 | 0.1651 | 0.562 | −0.3495 | 0.1337 | 0.1364 | 0.1400 | 0.270 |
| M1 | −0.0974 | 0.1768 | 0.1837 | 0.0408 | 0.908 | −0.0976 | 0.1246 | 0.1271 | 0.0250 | 0.902 |
| M2 (1) | −0.0481 | 0.1774 | 0.1836 | 0.0338 | 0.924 | −0.0458 | 0.1237 | 0.1273 | 0.0174 | 0.944 |
| M2 (2) | −0.0481 | 0.1774 | 0.1837 | 0.0338 | 0.926 | −0.0457 | 0.1238 | 0.1274 | 0.0174 | 0.942 |
| M2 (3) | −0.0421 | 0.1752 | 0.1786 | 0.0325 | 0.924 | −0.0390 | 0.1246 | 0.1233 | 0.0170 | 0.942 |
| M2 (4) | −0.0424 | 0.1737 | 0.1816 | 0.0320 | 0.928 | −0.0394 | 0.1236 | 0.1251 | 0.0168 | 0.952 |
| M2 (5) | −0.0425 | 0.1731 | 0.1810 | 0.0318 | 0.932 | −0.0396 | 0.1232 | 0.1247 | 0.0167 | 0.950 |