| Method | n = 50 | n = 100 | ||||||||
Bias | SD | JackSD | MSE | CP | Bias | SD | JackSD | MSE | CP | ||
| CM | 0.0022 | 0.3220 | 0.3403 | 0.1037 | 0.958 | −0.0049 | 0.2336 | 0.2342 | 0.0546 | 0.958 |
| CRM | 0.0022 | 0.3220 | 0.3403 | 0.1037 | 0.958 | −0.0049 | 0.2336 | 0.2342 | 0.0546 | 0.958 |
| SCM | 0.0014 | 0.3907 | 0.4086 | 0.1526 | 0.958 | −0.0024 | 0.2686 | 0.2790 | 0.0722 | 0.958 |
| M1 | 0.0110 | 0.3735 | 0.4028 | 0.1396 | 0.960 | −0.0088 | 0.2768 | 0.2763 | 0.0767 | 0.944 |
| M2 (1) | 0.0024 | 0.3219 | 0.3402 | 0.1036 | 0.958 | −0.0048 | 0.2335 | 0.2341 | 0.0546 | 0.958 |
| M2 (2) | 0.0026 | 0.3221 | 0.3404 | 0.1038 | 0.958 | −0.0048 | 0.2335 | 0.2342 | 0.0546 | 0.958 |
| M2 (3) | 0.0025 | 0.3123 | 0.3278 | 0.0975 | 0.964 | −0.0034 | 0.2348 | 0.2243 | 0.0551 | 0.950 |
| M2 (4) | 0.0022 | 0.3103 | 0.3317 | 0.0963 | 0.968 | −0.0032 | 0.2329 | 0.2266 | 0.0543 | 0.952 |
| M2 (5) | 0.0020 | 0.3097 | 0.3306 | 0.0959 | 0.970 | −0.0032 | 0.2322 | 0.2261 | 0.0539 | 0.950 |
| CM | −0.3965 | 0.3453 | 0.3375 | 0.2765 | 0.762 | −0.4048 | 0.2310 | 0.2318 | 0.2172 | 0.560 |
| CRM | −0.3965 | 0.3453 | 0.3375 | 0.2765 | 0.762 | −0.4048 | 0.2310 | 0.2318 | 0.2172 | 0.560 |
| SCM | −1.4872 | 0.3941 | 0.4075 | 2.3672 | 0.038 | −1.4679 | 0.2776 | 0.2777 | 2.2317 | 0.000 |
| M1 | −0.7594 | 0.3384 | 0.3391 | 0.6912 | 0.376 | −0.7755 | 0.2281 | 0.2317 | 0.6534 | 0.094 |
| M2 (1) | −0.3962 | 0.3450 | 0.3375 | 0.2760 | 0.760 | −0.4046 | 0.2311 | 0.2318 | 0.2171 | 0.560 |
| M2 (2) | −0.3962 | 0.3449 | 0.3377 | 0.2759 | 0.758 | −0.4048 | 0.2313 | 0.2319 | 0.2173 | 0.558 |
| M2 (3) | −0.3405 | 0.3463 | 0.3258 | 0.2359 | 0.782 | −0.3448 | 0.2180 | 0.2235 | 0.1664 | 0.638 |
| M2 (4) | −0.3450 | 0.3435 | 0.3299 | 0.2371 | 0.784 | −0.3483 | 0.2174 | 0.2261 | 0.1686 | 0.646 |
| M2 (5) | −0.3472 | 0.3424 | 0.3288 | 0.2378 | 0.788 | −0.3500 | 0.2173 | 0.2255 | 0.1697 | 0.634 |
| CM | −0.1956 | 0.3263 | 0.3392 | 0.1447 | 0.918 | −0.2005 | 0.2171 | 0.2334 | 0.0873 | 0.866 |
| CRM | −0.1956 | 0.3263 | 0.3392 | 0.1447 | 0.918 | −0.2005 | 0.2171 | 0.2334 | 0.0873 | 0.866 |
| SCM | −1.2065 | 0.4099 | 0.4052 | 1.6236 | 0.150 | −1.2011 | 0.2662 | 0.2746 | 1.5135 | 0.002 |
| M1 | −0.3728 | 0.3251 | 0.3386 | 0.2447 | 0.800 | −0.3865 | 0.2173 | 0.2321 | 0.1966 | 0.6180 |
| M2 (1) | −0.1952 | 0.3264 | 0.3393 | 0.1446 | 0.918 | −0.2002 | 0.2172 | 0.2333 | 0.0873 | 0.866 |
| M2 (2) | −0.1950 | 0.3268 | 0.3395 | 0.1448 | 0.916 | −0.2001 | 0.2174 | 0.2334 | 0.0873 | 0.868 |
| M2 (3) | −0.1684 | 0.3224 | 0.3284 | 0.1323 | 0.916 | −0.1666 | 0.2172 | 0.2246 | 0.0749 | 0.876 |
| M2 (4) | −0.1701 | 0.3203 | 0.3332 | 0.1315 | 0.920 | −0.1695 | 0.2152 | 0.2274 | 0.0750 | 0.882 |
| M2 (5) | −0.1709 | 0.3195 | 0.3320 | 0.1313 | 0.918 | −0.1709 | 0.2144 | 0.2267 | 0.0752 | 0.882 |