Table 2.

Simulation results - estimates of linear predictors and measures of error for varying sample size (valid simulations)

	n	τ0	τ1	θ0	θ1	θ2	θ3	β
Asymptotic value	Sample size	−1.500	2.000	2.197	0.847	−0.847	−2.197	2.000
Sample Mean	50	−3.313	3.920	2.631	0.529	−1.123	−2.532	2.301
	100	−2.600	3.276	2.554	0.640	−1.015	−2.382	2.153
	200	−2.012	2.608	2.535	0.701	−0.948	−2.299	2.101
	500	−1.761	2.307	2.502	0.744	−0.916	−2.259	2.059
Sample Std. Dev.	50	4.834	6.108	2.514	0.818	0.721	0.863	1.465
	100	3.028	3.390	2.141	0.645	0.507	0.591	1.017
	200	1.077	1.277	1.885	0.528	0.358	0.395	0.652
	500	0.582	0.706	1.629	0.397	0.245	0.260	0.424
Info Std. Dev	50	2.959	3.509	7.161	1.001	0.758	0.853	1.396
	100	1.729	2.056	5.031	0.755	0.527	0.582	0.961
	200	0.997	1.226	3.791	0.596	0.383	0.412	0.665
	500	0.600	0.741	2.643	0.434	0.258	0.267	0.416

Legend: definition of statistics included in the Appendix