$n=50$

$n=100$

$n=200$

${\beta }_0=1$

OLS

0.9953 (0.1707)

1.0188 (0.1392)

1.0002 (0.0819)

M

0.9973 (0.0878)

1.0032 (0.0585)

1.0028 (0.0387)

QR

1.0034 (0.0894)

1.0011 (0.0589)

1.0040 (0.0390)

ESL

1.0004 (0.0869)

1.0007 (0.0513)

1.0032 (0.0379)

${\beta }_1=2$

OLS

1.9982 (0.1207)

2.0007 (0.1092)

1.9910 (0.0844)

M

2.0041 (0.0718)

2.0018 (0.0568)

1.9958 (0.0385)

QR

2.0048 (0.0743)

1.9997 (0.0567)

1.9985 (0.0387)

ESL

2.0031 (0.0782)

1.9994 (0.0551)

1.9980 (0.0367)

${\gamma }_0=0.5$

OLS

0.4821 (0.0868)

0.4680 (0.1295)

0.5081 (0.0871)

M

0.4956 (0.0508)

0.4924 (0.0465)

0.5029 (0.0367)

QR

0.4976 (0.0491)

0.4928 (0.0445)

0.5029 (0.0345)

ESL

0.4994 (0.0546)

0.4976 (0.0452)

0.5030 (0.0321)

${\gamma }_1=0.2$

OLS

0.2248 (0.2766)

0.2697 (0.3493)

0.1720 (0.2637)

M

0.2076 (0.1511)

0.2201 (0.1394)

0.1928 (0.1104)

QR

0.2027 (0.1486)

0.2202 (0.1364)

0.1930 (0.1036)

ESL

0.2010 (0.1652)

0.2028 (0.1325)

0.1929 (0.1002)