n = 200

β 11

β 12

β 13

β 21

β 22

β 23

β 31

β 32

β 33

True

0.534

0.267

0.801

0.801

0.534

0.267

0.534

0.801

0.267

β ^

0.537

0.316

0.782

0.798

0.538

0.271

0.461

0.833

0.305

Bias

0.003

0.049

−0.019

−0.003

0.003

0.004

−0.074

0.032

0.038