Table 2.

The empirical biases, MSE, $95\mathrm{\%}$ CP, and $95\mathrm{\%}$ CL for the QULL regression model with $\alpha =2$, ${\delta }_0=0.5$ and ${\delta }_1=-1$.

n	Bias- ${\delta }_0$	Bias- ${\delta }_1$	Bias-α	MSE- ${\delta }_0$	MSE- ${\delta }_1$	MSE-α	CL- ${\delta }_0$	CL- ${\delta }_1$	CL-α	CP- ${\delta }_0$	CP- ${\delta }_1$	CP-α
25	0.0013	0.0150	0.2835	0.0145	0.0378	0.2693	0.4581	0.6441	1.5490	0.9400	0.9200	0.9200
50	−0.0053	0.0105	0.0831	0.0081	0.0210	0.0588	0.3349	0.5207	0.9864	0.9400	0.9500	0.9500
100	−0.0004	−0.0023	0.0485	0.0069	0.0078	0.0311	0.2942	0.3393	0.6788	0.9200	0.9500	0.9800
200	0.0020	−0.0028	0.0179	0.0019	0.0039	0.0140	0.1773	0.2482	0.4710	0.9300	0.9400	0.9700
500	−0.0001	−0.0021	0.0122	0.0010	0.0016	0.0054	0.1197	0.1506	0.2955	0.9500	0.9400	0.9500
1000	−0.0008	−0.00004	−0.0010	0.0004	0.0007	0.0025	0.0850	0.1071	0.2073	0.9700	0.9700	0.9800