Table 3.

Key for model labels

OLS	Linear regression
LOGOLSHET	Transformed linear regression (logarithmically), heteroscedastic smearing factor
SQRTOLSHET	Transformed linear regression (square‐root), heteroscedastic smearing factor
GLMLOGP	GLM, log‐link, Poisson‐type family
GLMLOGG	GLM, log‐link, gamma‐type family
GLMSQRTP	GLM, square‐root link, Poisson‐type family
GLMSQRTG	GLM, square‐root link, gamma‐type family
LOGNORM	Log‐normal
GG	Generalized gamma
GB2LOG	Generalized beta of the second kind, log‐link
GB2SQRT	Generalized beta of the second kind, square‐root link
FMMLOGG	Two‐component finite mixture of gamma densities, log‐link
FMMSQRTG	Two‐component finite mixture of gamma densities, square‐root link
EEE	EEE method
CDEM	Conditional density approximation estimator (multinomial logit)
CDEO	Conditional density approximation estimator (ordered logit)