N | Estimator | Normal | Uniform | ||
EXACT | OVER | EXACT | OVER | ||
10 | OLS | 36 | 45 | 33 | 43 |
2SLS | 60 | 53 | 63 | 43 | |
3SLS | 107 | 70 | 107 | 68 | |
FIML | 117 | 72 | 117 | 86 | |
20 | OLS | 40 | 64 | 33 | 45 |
2SLS | 57 | 47 | 63 | 39 | |
3SLS | 96 | 56 | 98 | 60 | |
FIML | 127 | 73 | 126 | 96 | |
30 | OLS | 33 | 75 | 34 | 54 |
2SLS | 63 | 34 | 62 | 35 | |
3SLS | 104 | 61 | 97 | 62 | |
FIML | 120 | 70 | 127 | 89 | |
50 | OLS | 40 | 78 | 39 | 57 |
2SLS | 56 | 46 | 58 | 41 | |
3SLS | 98 | 43 | 100 | 68 | |
FIML | 126 | 73 | 123 | 74 | |
100 | OLS | 83 | 84 | 38 | 64 |
2SLS | 60 | 49 | 58 | 42 | |
3SLS | 74 | 56 | 101 | 60 | |
FIML | 103 | 51 | 123 | 74 | |
250 | OLS | 104 | 84 | 34 | 75 |
2SLS | 59 | 53.5 | 62 | 44 | |
3SLS | 64 | 56 | 104 | 61 | |
FIML | 93 | 46.5 | 120 | 60 | |
500 | OLS | 104 | 84 | 55 | 84 |
2SLS | 55 | 54.5 | 61 | 55 | |
3SLS | 68 | 66 | 100 | 46 | |
FIML | 93 | 35.5 | 104 | 55 |