Table 10.

Effect of departure from constant family-specific effects model (μ₁ = 5, μ₂ = 20)

Ordinary least square estimates
	Var(αi)=0		Var(αi)=15			Var(αi)=25
True β	Adjusted Mean β̂	Empirical S.E.	Adjusted Mean β̂	Empirical S.E.	Increase of S.E.	Adjusted Mean β̂	Empirical S.E.	Increase of S.E.
10	9.98	1.90	9.87	2.13	12%	9.95	2.22	17%
20	19.93	1.88	19.83	2.03	8%	19.98	2.15	14%
50	49.99	1.89	49.90	2.10	11%	50.00	2.18	15%
100	100.00	1.89	99.97	2.11	12%	99.95	2.20	16%
Weighted least square estimates
10	10.02	1.49	9.93	1.51	1%	10.05	1.49	0%
20	19.95	1.48	19.87	1.51	2%	19.99	1.50	1%
50	50.02	1.48	49.93	1.50	1%	50.02	1.49	1%
100	100.05	1.47	99.99	1.48	1%	99.95	1.52	3%