Table 4:
True values | Estimates | ||||||
---|---|---|---|---|---|---|---|
κ | S | β0 | Coverage (β0) | Identification | |||
0.01 | 5 | 2.5 | −3 | 2.68 (0.48) | −2.92 (0.35) | 0.96 | 0.76 |
10 | 2.69 (0.55) | −2.99 (0.49) | 0.95 | 0.92 | |||
25 | 2.65 (0.45) | −3.11 (0.79) | 0.97 | 0.93 | |||
50 | 2.65 (0.40) | −3.42 (1.21) | 0.95 | 0.94 | |||
100 | 2.67 (0.44) | −3.31 (l.86) | 0.95 | 0.98 | |||
200 | 2.64 (0.38) | −4.02 (3.24) | 0.97 | 0.98 |