Table 3.
Sample Size | Para meter | Mean of naive est | model based Var. of naive est | MSE | Mean of MLE | model based Var. of MLE | MSE |
---|---|---|---|---|---|---|---|
49 | β0 | 0.223 | 0.145 (0.179) | 0.228 | −0.030 | 0.187 (0.239) | 0.239 |
βx | 0.339 | 0.010 (0.012) | 0.038 | 0.528 | 0.0270 (0.0323) | 0.033 | |
θ | 1.079 | 0.220 (0.268) | 0.274 | 0.966 | 0.191 (0.235) | 0.236 | |
|
0.408 | 0.0535 (0.0670) | 0.079 | 0.364 | 0.052 (0.063) | 0.067 | |
| |||||||
100 | β0 | 0.216 | 0.062 (0.073) | 0.108 | −0.021 | 0.071 (0.079) | 0.079 |
βx | 0.350 | 0.0057 (0.0058) | 0.028 | 0.509 | 0.012 (0.013) | 0.013 | |
θ | 1.037 | 0.114 (0.130) | 0.131 | 0.982 | 0.113 (0.134) | 0.134 | |
|
0.399 | 0.037 (0.042) | 0.038 | 0.314 | 0.036 (0.037) | 0.037 | |
| |||||||
400 | β0 | 0.168 | 0.009 (0.010) | 0.038 | −0.002 | 0.011 (0.011) | 0.011 |
βx | 0.374 | 0.0015 (0.0015) | 0.017 | 0.495 | 0.0026 (0.0026) | 0.0026 | |
θ | 1.037 | 0.040 (0.030) | 0.031 | 1.010 | 0.037 (0.045) | 0.045 | |
|
0.387 | 0.022 (0.014) | 0.021 | 0.298 | 0.020 (0.024) | 0.024 |