| DGP | Q = 10 | Q = 16 | Q = 22 | Q = 24 |
y1 | Initial conditions | ||||
Illness before prof: life | 0.3 |
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Unemployment rate | −0.2 |
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Intercept | −0.2 |
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| 0.4 |
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| −0.5 |
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y2 | Initial conditions | ||||
Age | −0.08 |
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Illness before prof: life | −0.2 |
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Intercept | 2 |
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| 0.3 |
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| 0.5 |
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| Covariance matrix structure | ||||
| 2.1 |
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| 3.1 |
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| 0.7 |
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| 0.5 |
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| 0.4 |
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