Table 2.

Results of the simulation study

		Normal	Uniform	Chi-square
80th percentile ρ = 0.7 β1 = 1,  β2 = 0	${\widehat{\tilde{\beta }}}_1$	1.65 (0.16)	0.50 (0.05)	3.35 (0.35)
	${\widehat{\tilde{\beta }}}_2$	0.70 (0.18)	0.24 (0.05)	0.99 (0.35)
	${\widehat{\tilde{\beta }}}_3$	−0.40 (0.26)	− 0.20 (0.08)	0.29 (0.55)
80th percentile ρ = 0.7 βi = 2, i = 1, 2	${\widehat{\tilde{\beta }}}_1$	4.72 (0.17)	1.48 (0.05)	8.69 (0.36)
	${\widehat{\tilde{\beta }}}_2$	4.72 (0.18)	1.48 (0.05)	8.68 (0.37)
	${\widehat{\tilde{\beta }}}_3$	−1.63 (0.27)	− 0.79 (0.08)	1.16 (0.61)

The table gives estimated regression coefficients with corresponding empirical standard errors in parentheses