Table 1.
Bias(SD) | ||||
---|---|---|---|---|
h | Method | β̂1 | β̂2 | β̂3 |
0.085 | LSE | −0.012 (0.128) | 0.008 (0.121) | −0.009 (0.171) |
CQR9 | −0.009 (0.131) | 0.009 (0.125) | −0.007 (0.172) | |
QR0.25 | −0.017 (0.163) | 0.009 (0.161) | −0.151 (0.237) | |
QR0.50 | −0.012 (0.155) | 0.011 (0.151) | −0.007 (0.198) | |
QR0.75 | −0.007 (0.165) | 0.005 (0.158) | 0.122 (0.216) | |
0.128 | LSE | −0.009 (0.121) | 0.005 (0.117) | −0.008 (0.164) |
CQR9 | −0.010 (0.127) | 0.008 (0.121) | −0.005 (0.163) | |
QR0.25 | −0.010 (0.159) | 0.003 (0.152) | −0.082 (0.227) | |
QR0.50 | −0.008 (0.154) | 0.011 (0.147) | −0.004 (0.193) | |
QR0.75 | −0.012 (0.163) | 0.003 (0.161) | 0.071 (0.207) | |
0.192 | LSE | −0.007 (0.128) | 0.001 (0.123) | −0.008 (0.169) |
CQR9 | −0.009 (0.131) | 0.005 (0.127) | −0.005 (0.169) | |
QR0.25 | −0.006 (0.169) | −0.004 (0.169) | −0.061 (0.230) | |
QR0.50 | −0.005 (0.153) | 0.006 (0.152) | −0.007 (0.191) | |
QR0.75 | −0.012 (0.170) | 0.007 (0.171) | 0.049 (0.225) |