Table 1.

Simulation results for estimation of the regression parameters under Scenarios 1 to 4

		${\beta }_1=0.5$				${\beta }_2=-0.5$
$r$	$n$	Bias	SE	SEE	CP	Bias	SE	SEE	CP
	Scenario 1
0	200	0.003	0.350	0.340	0.950	−0.014	0.587	0.574	0.947
	500	0.007	0.212	0.212	0.952	−0.005	0.354	0.359	0.956
	800	−0.003	0.172	0.167	0.948	−0.001	0.279	0.285	0.951
0.5	200	−0.001	0.380	0.369	0.949	−0.014	0.639	0.630	0.950
	500	0.007	0.227	0.230	0.961	−0.002	0.388	0.395	0.957
	800	−0.004	0.185	0.181	0.951	−0.001	0.302	0.313	0.951
1	200	−0.002	0.402	0.402	0.956	−0.020	0.690	0.699	0.957
	500	0.008	0.246	0.252	0.957	0.002	0.415	0.437	0.968
	800	−0.005	0.198	0.198	0.946	−0.003	0.323	0.347	0.957
	Scenario 2
0	200	0.004	0.337	0.334	0.954	−0.002	0.574	0.563	0.942
	500	0.006	0.208	0.209	0.962	−0.004	0.348	0.353	0.960
	800	−0.002	0.169	0.164	0.945	−0.006	0.275	0.280	0.949
0.5	200	−0.002	0.363	0.362	0.951	−0.014	0.624	0.620	0.948
	500	0.008	0.223	0.227	0.954	−0.000	0.384	0.389	0.963
	800	−0.003	0.184	0.179	0.946	−0.003	0.300	0.308	0.948
1	200	−0.005	0.389	0.396	0.957	−0.019	0.672	0.690	0.958
	500	0.007	0.240	0.248	0.957	0.002	0.412	0.432	0.965
	800	−0.004	0.197	0.195	0.944	−0.005	0.325	0.342	0.961
	Scenario 3
0	200	0.005	0.288	0.287	0.958	−0.009	0.494	0.486	0.947
	500	0.002	0.180	0.180	0.949	−0.004	0.305	0.305	0.953
	800	−0.001	0.146	0.141	0.949	−0.009	0.245	0.241	0.950
0.5	200	0.001	0.319	0.321	0.954	−0.009	0.552	0.555	0.953
	500	0.001	0.198	0.202	0.956	−0.004	0.348	0.348	0.953
	800	−0.001	0.160	0.159	0.947	−0.009	0.276	0.276	0.942
1	200	0.010	0.343	0.365	0.964	−0.002	0.624	0.647	0.962
	500	−0.002	0.216	0.229	0.959	−0.002	0.380	0.403	0.963
	800	−0.006	0.175	0.180	0.963	−0.003	0.305	0.318	0.960
	Scenario 4
0	200	0.010	0.339	0.334	0.951	−0.011	0.572	0.562	0.938
	500	0.005	0.211	0.209	0.948	−0.003	0.348	0.353	0.958
	800	−0.000	0.169	0.164	0.948	−0.000	0.280	0.279	0.948
0.5	200	0.007	0.366	0.362	0.946	−0.014	0.615	0.619	0.947
	500	0.003	0.228	0.227	0.950	−0.005	0.378	0.389	0.968
	800	0.001	0.183	0.179	0.950	−0.001	0.308	0.307	0.949
1	200	0.002	0.389	0.396	0.951	−0.008	0.657	0.690	0.960
	500	0.002	0.244	0.248	0.957	0.002	0.412	0.433	0.967
	800	0.001	0.195	0.196	0.956	0.000	0.330	0.341	0.954

Note: Bias, bias of the parameter estimator; SE, empirical standard error of the parameter estimator; SEE, mean of the standard error estimator; CP, empirical coverage percentage of the 95% confidence interval.