Table 5.

Mean, variance and MSE of regression coefficient estimate from 100 simulated datasets.

			β1 = 5			β2 = 1.58			β11 = 1.58
Set-up	p	Methods	Mean	Var	MSE	Mean	Var	MSE	Mean	Var	MSE
1	33	aGrace	5.28	6.92	7.00	1.36	1.08	1.13	1.48	0.74	0.75
		1-step	4.08	0.44	1.28	1.52	0.37	0.37	1.53	0.38	0.38
		2-step	5.01	0.23	0.23	1.51	0.18	0.18	1.63	0.14	0.14
1	110	aGrace	4.94	0.90	0.90	1.55	0.52	0.52	1.45	0.50	0.52
		1-step	3.36	0.69	3.38	1.59	1.06	1.06	1.66	1.17	1.17
		2-step	5.02	0.32	0.32	1.50	0.36	0.37	1.56	0.20	0.20
1	1100	aGrace	5.77	7.51	8.10	0.98	1.90	2.26	0.99	1.25	1.60
		1-step	3.26	0.88	3.91	1.28	0.79	0.88	1.29	0.48	0.56
		2-step	4.46	1.00	1.29	1.41	0.10	0.13	1.41	0.10	0.13
			β1 = 5			β2 = −1.58			β11 = 1.58
Set-up	p	Methods	Mean	Var	MSE	Mean	Var	MSE	Mean	Var	MSE
2	33	aGrace	3.40	3.65	6.21	−0.51	0.77	1.94	1.30	0.67	0.75
		1-step	2.14	1.19	9.37	−0.28	0.71	2.40	1.44	1.12	1.14
		2-step	4.06	1.90	2.61	−0.65	1.82	2.69	1.36	0.41	0.46
2	110	aGrace	3.19	1.10	4.38	0.13	0.67	3.59	1.02	0.53	0.85
		1-step	1.25	0.76	14.82	0.32	0.61	4.22	1.37	1.74	1.79
		2-step	3.01	1.93	5.89	0.31	1.08	4.65	1.11	0.61	0.83
2	1100	aGrace	2.55	2.53	8.53	0.10	0.31	3.13	0.71	0.61	1.37
		1-step	1.04	0.55	16.23	0.33	0.14	3.79	0.70	0.58	1.35
		2-step	2.02	1.06	9.94	0.51	0.32	4.69	0.68	0.17	0.98