Table 2.
Estimation results for θ with the link function g(x) = x.
| θ0 | n = 100 | n = 200 | |||||
|---|---|---|---|---|---|---|---|
|
| |||||||
| 0 | 0.2 | 0.5 | 0 | 0.2 | 0.5 | ||
| (γ0, ξ0) = (0, 0) | |||||||
| Bias | 0.008 | 0.005 | −0.006 | 0.009 | 0.004 | 0.009 | |
| SEE | 0.269 | 0.261 | 0.249 | 0.191 | 0.186 | 0.178 | |
| SSE | 0.287 | 0.277 | 0.246 | 0.201 | 0.187 | 0.185 | |
| CP | 0.932 | 0.928 | 0.948 | 0.939 | 0.953 | 0.940 | |
| (γ0, ξ0) = (0, 0.2) | |||||||
| Bias | 0.035 | 0.041 | 0.047 | 0.042 | 0.036 | 0.040 | |
| SEE | 0.259 | 0.254 | 0.245 | 0.186 | 0.181 | 0.174 | |
| SSE | 0.282 | 0.265 | 0.257 | 0.191 | 0.184 | 0.184 | |
| CP | 0.927 | 0.934 | 0.924 | 0.929 | 0.936 | 0.921 | |
| (γ0, ξ0) = (0.5, 0) | |||||||
| Bias | −0.007 | 0.015 | 0.010 | 0.001 | 0.011 | 0.010 | |
| SEE | 0.247 | 0.239 | 0.233 | 0.176 | 0.172 | 0.166 | |
| SSE | 0.256 | 0.259 | 0.249 | 0.180 | 0.179 | 0.177 | |
| CP | 0.939 | 0.930 | 0.927 | 0.939 | 0.933 | 0.936 | |
| (γ0, ξ0) = (0.5, 0.2) | |||||||
| Bias | 0.052 | 0.051 | 0.045 | 0.040 | 0.051 | 0.042 | |
| SEE | 0.244 | 0.239 | 0.231 | 0.174 | 0.171 | 0.166 | |
| SSE | 0.252 | 0.258 | 0.237 | 0.178 | 0.171 | 0.169 | |
| CP | 0.932 | 0.917 | 0.935 | 0.929 | 0.947 | 0.930 | |