Table 1.

Fixed effects estimates and marginal inclusion probabilities (MIP) for fixed effects for Case I when n=100.

βT	MIPSLM	βSLM	MIPNLM	βSLM	βL1	βEL	βLMR	βQR
3	1.00	2.88(2.34, 3.41)	1.00	2.83(1.86, 3.81)	3.08	3.08	3.15	2.92
2	0.99	1.89(1.34, 2.44)	0.98	1.95(0.96, 2.91)	2.06	2.06	2.11	1.84
−1	0.93	−0.91(−1.46, −0.36)	0.75	−0.78(−1.75,0.03)	−0.98	−0.98	−0.87	−0.78
0	0.45	−0.01(−0.44,0.44)	0.53	0.006(−0.82, 0.81)	0.01	0.009	−0.003	−0.02
1.5	0.98	1.43(0.89,1.98)	0.90	1.35(0.35, 2.35)	1.54	1.54	1.57	1.29
1	0.90	0.79(0.28, 1.35)	0.68	0.54(−0.26, 1.48)	0.74	0.74	0.66	0.42
0	0.43	−0.005(−0.44, 0.42)	0.53	−0.05(−0.85, 0.73)	−0.04	−0.04	−0.09	−0.06
−4	1.00	−3.89(−4.43, −3.33)	1.00	−3.75(−4.74, −2.74)	−4.05	−4.04	−4.14	−3.95
−1.5	0.99	−1.54(−2.08, −0.98)	0.92	−1.43(−2.41, −0.41)	−1.57	−1.57	−1.54	−1.30
0	0.42	0.008(−0.43, 0.43)	0.54	−0.12(−0.93, 0.64)	−0.12	−0.12	−0.06	−0.14

SLM: Semi-parametric linear model, NLM: Normal linear model, L1: Lasso, EL: Elastic Net, LMR: MM-type estimator, QR: Median regression with SSVS.