Table 2.

Means and standard errors based on model averaging for the parameters of the model with asymmetric Laplace shape function.

Parameter	Data set 1			Data set 3
	True	Mean	S.E.	True	Mean	S.E.
R 21	0.7933	0.7615	0.01930	0.8703	0.8419	0.01850
R 31	0.3567	0.4357	0.01472	0.4223	0.5305	0.01507
R 41	0.1166	0.1536	0.009825	0.1478	0.1973	0.01213
R 51	0.0306	0.0324	0.002528	0.0413	0.0431	0.003362
M 1*	1456.66	1456.668	0.0012	1584.76	1584.762	0.0007
R 22	0.7933	0.7717	0.008791	0.8703	0.8571	0.008971
R 32	0.3567	0.3362	0.006908	0.4223	0.4057	0.007161
R 42	0.1166	0.1104	0.005162	0.1478	0.1417	0.005569
R 52	0.0306	0.0315	0.002299	0.0413	0.0419	0.002860
M 2*	1460.67	1460.676	0.0009	1588.77	1588.771	0.0005
σ	—	232.6181	6.6199	—	217.1335	6.5086
σ s	—	0.0734	0.0007	—	0.0770	0.0007
κ	—	0.8637	0.01402	—	0.8095	0.007834
S	—	1.0018	0.0006	—	1.0029	0.0004
H 2/H 1	2.4	2.2519	0.03791	2.4	2.2181	0.03462