Table 1.

Simulation results when data are simulated from the BEOI (Setting III) regression models and are contaminated by 1% outliers.

	BEOI regression model				OABR regression model
	Bias	SD	SE	RMSE	Bias	SD	SE	RMSE
Setting III: Data simulated from the BEOI regression model with outliers
ω0 = −1.5	−0.001	0.071	0.068	0.071	−0.007	0.070	0.068	0.070
ω1 = −0.5	0.005	0.102	0.095	0.102	0.005	0.099	0.096	0.098
β0 = 1.5	−0.103	0.033	0.032	0.108	−0.063	0.034	0.032	0.072
β1 = −0.5	0.015	0.044	0.043	0.047	0.019	0.045	0.043	0.049
β2 = −0.1	0.007	0.006	0.005	0.009	0.004	0.006	0.005	0.007
β3 = 0.2	−0.010	0.008	0.007	0.012	−0.008	0.008	0.007	0.011
η0 = 2.5	−0.170	0.059	0.063	0.180	0.041	0.061	0.058	0.073
η1 = 0.2	0.090	0.084	0.088	0.123	0.035	0.082	0.080	0.089
η2 = 0.1	0.011	0.017	0.015	0.020	0.009	0.017	0.016	0.019
η3 = 0.1	−0.058	0.024	0.021	0.063	−0.014	0.023	0.022	0.028
σ1 = 1.2	0.000	0.057	0.055	0.057	0.003	0.055	0.055	0.055
σ2 = 0.6	−0.043	0.016	0.015	0.045	−0.029	0.015	0.014	0.032
σ3 = 0.4	0.420	0.017	0.027	0.420	−0.069	0.042	0.042	0.081
ρ12 = 0.4	−0.024	0.046	0.044	0.052	−0.006	0.042	0.042	0.042
ρ13 = 0.1	−0.133	0.065	0.060	0.148	−0.025	0.124	0.123	0.126
ρ23 = 0.4	−0.046	0.034	0.041	0.057	−0.058	0.079	0.078	0.098
α = 0					0.074	0.003	0.007	0.074