Table 1.

Summary Statistics for the Maximum Likelihood Estimators

Model	n	Parameter	True value	Estimate	SE	SEE	CP(%)
γ = 0	200	β1	1	1.047	0.436	0.427	94.7
		β2	−0.5	−0.538	0.249	0.245	94.9
	400	β1	1	1.029	0.302	0.294	94.1
		β2	−0.5	−0.522	0.168	0.169	94.9
γ = 0.25	200	β1	1	1.048	0.481	0.471	95.0
		β2	−0.5	−0.540	0.275	0.270	93.3
	400	β1	1	1.031	0.334	0.325	94.5
		β2	−0.5	−0.523	0.183	0.187	95.2
γ = 0.5	200	β1	1	1.044	0.525	0.511	94.4
		β2	−0.5	−0.54	0.298	0.293	94.3
	400	β1	1	1.026	0.367	0.353	94.0
		β2	−0.5	−0.524	0.199	0.203	95.7
γ = 0.75	200	β1	1	1.048	0.569	0.550	93.8
		β2	−0.5	−0.541	0.321	0.315	95.4
	400	β1	1	1.030	0.395	0.379	94.1
		β2	−0.5	−0.525	0.215	0.218	95.0
γ = 1	200	β1	1	1.054	0.602	0.587	94.2
		β2	−0.5	−0.547	0.344	0.336	95.1
	400	β1	1	1.032	0.417	0.404	94.4
		β2	−0.5	−0.529	0.234	0.232	94.3