Table 3.

Empirical biases of the MLEs ($\widehat{\mathbf{\theta }}$) and MI estimates (θ̃) when z₁ ~ N(0, 1) & z₂ ~ LN_s(0, 1/2); entries in boldface are statistically significant at .05 level.

		ML			MI
pm	n	μ̂2	σ̂12	σ̂22	μ̃2	σ̃12	σ̃22
.05	30	−.005	−.029	−.058	−.004	−.027	−.032
	50	.005	−.024	−.014	.005	−.025	−.002
	100	−.002	−.001	−.009	−.002	−.000	−.001
	200	.001	.003	−.002	.001	.003	.001
	500	.001	.002	.006	.001	.002	.007
.15	30	.019	−.015	.018	.018	−.017	.117
	50	.003	−.013	.008	.002	−.014	.063
	100	.006	−.011	−.009	.004	−.013	.014
	200	−.008	−.006	−.031	−.007	−.004	−.017
	500	−.006	−.001	−.014	−.006	−.000	−.008
.25	30	−.008	−.006	.095	−.011	−.008	.339
	50	−.015	−.006	−.011	−.014	−.004	.116
	100	−.018	−.013	−.024	−.018	−.012	.033
	200	.006	.005	.011	.006	.005	.039
	500	−.006	−.005	−.015	−.005	−.005	−.003
	ns	2	2	2	1	2	5