Table 3.

Means of estimates of the parameters and MSEs (in parentheses) for many estimation methods when n = 100.

n	α	β	${\hat{\alpha }}_{\mathrm{ML}}$	${\hat{\beta }}_{\mathrm{ML}}$	${\hat{\alpha }}_{\mathrm{B}}$	${\hat{\beta }}_{\mathrm{B}}$	${\hat{\alpha }}_{\mathrm{LS}}$	${\hat{\beta }}_{\mathrm{LS}}$	${\hat{\alpha }}_{\mathrm{WLS}}$	${\hat{\beta }}_{\mathrm{WLS}}$	${\hat{\alpha }}_{\mathrm{MPS}}$	${\hat{\beta }}_{\mathrm{MPS}}$	${\hat{\alpha }}_{\mathrm{P}}$	${\hat{\beta }}_{\mathrm{P}}$	${\hat{\alpha }}_{\mathrm{AD}}$	${\hat{\beta }}_{\mathrm{AD}}$	${\hat{\alpha }}_{\mathrm{RAD}}$	${\hat{\beta }}_{\mathrm{RAD}}$
100	0.75	0.75	0.7905	0.7879	0.7879	0.7795	0.7551	0.7564	0.7661	0.7711	0.7583	0.7369	0.7538	0.7499	0.7645	0.7692	0.7724	0.7955
			(0.0084)	(0.0155)	(0.0080)	(0.0142)	(0.0092)	(0.0203)	(0.0076)	(0.0170)	(0.0060)	(0.0126)	(0.0132)	(0.0228)	(0.0079)	(0.0161)	(0.0085)	(0.0301)
		1.5	0.7987	1.5852	0.7999	1.5907	0.7566	1.5168	0.7723	1.5564	0.7669	1.4838	0.753	1.4901	0.7681	1.546	0.7784	1.6105
			(0.0090)	(0.0639)	(0.0090)	(0.0613)	(0.0092)	(0.0816)	(0.0074)	(0.0700)	(0.0061)	(0.0508)	(0.0142)	(0.0661)	(0.0079)	(0.0653)	(0.0087)	(0.1264)
		2.5	0.8043	2.6443	0.7996	2.5979	0.7569	2.528	0.7776	2.6104	0.7728	2.4764	0.7455	2.4468	0.7702	2.5801	0.7832	2.7096
			(0.0095)	(0.1725)	(0.0087)	(0.1414)	(0.0091)	(0.2218)	(0.0074)	(0.1949)	(0.0062)	(0.1360)	(0.0154)	(0.1638)	(0.0080)	(0.1780)	(0.0090)	(0.3627)
	1.5	0.75	1.5333	0.7633	1.513	0.7541	1.505	0.7484	1.5138	0.7537	1.4519	0.7236	1.4986	0.746	1.515	0.7545	1.5222	0.7613
			(0.0368)	(0.0080)	(0.0331)	(0.0074)	(0.0474)	(0.0105)	(0.0406)	(0.0089)	(0.0333)	(0.0079)	(0.0484)	(0.0142)	(0.0394)	(0.0086)	(0.0432)	(0.0127)
		1.5	1.5375	1.5289	1.5258	1.5252	1.5073	1.4979	1.5165	1.509	1.4559	1.4494	1.5002	1.4894	1.5179	1.5108	1.5244	1.5234
			(0.0366)	(0.0323)	(0.0333)	(0.0302)	(0.0469)	(0.0421)	(0.0402)	(0.0359)	(0.0324)	(0.0314)	(0.0454)	(0.0377)	(0.0388)	(0.0346)	(0.0420)	(0.0496)
		2.5	1.5395	2.5536	1.5159	2.5139	1.5074	2.4993	1.5168	2.5184	1.4581	2.4214	1.4934	2.4698	1.5181	2.5209	1.5255	2.5446
			(0.0366)	(0.0897)	(0.0320)	(0.0784)	(0.0476)	(0.1176)	(0.0405)	(0.0989)	(0.0321)	(0.0859)	(0.0493)	(0.0952)	(0.0393)	(0.0958)	(0.0430)	(0.1430)
	2.5	0.75	2.5698	0.762	2.5745	0.7598	2.5163	0.7483	2.5346	0.7535	2.4107	0.7271	2.4819	0.7417	2.5364	0.7541	2.5475	0.7581
			(0.1280)	(0.0061)	(0.1183)	(0.0057)	(0.1686)	(0.0078)	(0.1411)	(0.0067)	(0.1121)	(0.0060)	(0.1507)	(0.0113)	(0.1350)	(0.0064)	(0.1449)	(0.0083)
		1.5	2.573	1.5252	2.5928	1.5315	2.5185	1.4979	2.5371	1.5084	2.4136	1.4552	2.492	1.4893	2.5384	1.5093	2.551	1.5179
			(0.1286)	(0.0248)	(0.1223)	(0.0238)	(0.1674)	(0.0315)	(0.1410)	(0.0270)	(0.1116)	(0.0244)	(0.1283)	(0.0278)	(0.1345)	(0.0260)	(0.1461)	(0.0341)
		2.5	2.5633	2.5348	2.5622	2.5211	2.513	2.4925	2.5292	2.5082	2.4046	2.4185	2.4778	2.4683	2.5312	2.5101	2.5452	2.5257
			(0.1279)	(0.0668)	(0.1148)	(0.0603)	(0.1702)	(0.0868)	(0.1425)	(0.0737)	(0.1136)	(0.0674)	(0.1337)	(0.0689)	(0.1368)	(0.0713)	(0.1497)	(0.0946)