Table 3.

The empirical biases, MSE, $95\mathrm{\%}$ CP, and $95\mathrm{\%}$ CL for the QULL regression model with $\alpha =1.5$, ${\delta }_0=-1$ and ${\delta }_1=-0.5$.

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	−0.0250	0.0507	0.1435	0.0539	0.1325	0.1002	0.9240	1.1860	1.1181	0.9000	0.8800	0.9000
50	−0.0155	0.0070	0.0541	0.0360	0.0538	0.0431	0.7053	0.8637	0.7352	0.9200	0.9300	0.9300
100	−0.0011	0.0127	0.0389	0.0172	0.0280	0.0188	0.5049	0.6055	0.5099	0.9500	0.9500	0.9400
200	0.0056	−0.0096	0.0218	0.0091	0.0119	0.0102	0.3520	0.4336	0.3551	0.9500	0.9300	0.9400
500	−0.0033	−0.0009	0.0096	0.0029	0.0051	0.0028	0.2220	0.2766	0.2219	0.9700	0.9500	0.9600
1000	−0.0059	0.0095	0.0043	0.0023	0.0027	0.0019	0.1614	0.1945	0.1558	0.9400	0.9400	0.9500