Table 6.
τ | 0.10 | 0.20 | 0.30 | 0.40 | 0.50 | 0.60 | 0.70 | 0.80 | 0.90 |
---|---|---|---|---|---|---|---|---|---|
β̂(0)(τ) | 5.616 (0.297) | 6.146 (0.118) | 6.497 (0.095) | 6.842 (0.118) | 7.041 (0.099) | 7.275 (0.100) | 7.499 (0.067) | 7.740 (0.098) | 8.065 (0.162) |
β̂(1)(τ) | −0.274 (0.384) | 0.236 (0.160) | 0.230 (0.105) | 0.092 (0.135) | 0.122 (0.117) | 0.153 (0.105) | 0.123 (0.083) | 0.162 (0.112) | 0.089 (0.182) |
β̂(2)(τ) | 0.608 (0.4166) | 0.344 (0.155) | 0.285 (0.128) | 0.225 (0.141) | 0.239 (0.129) | 0.197 (0.118) | 0.209 (0.097) | 0.208 (0.128) | 0.193 (0.201) |
NOTE: Bold formatting indicates Type 1 error is 5%.