TABLE 2.

Performance of bootstrapping estimates of standard errors for multiple robust estimators under 500 Monte Carlo data (all numbers listed in the table are multiplied by 100)

Setups	Method	β 0			β 1			β 2
		MCSE	BSE	CP	MCSE	BSE	CP	MCSE	BSE	CP
n = 400	MULTI_100	11.56	11.84	95.6	16.58	16.39	93.8	14.36	14.54	95.0
m = 0.3	MULTI_010	11.49	11.79	95.8	16.53	16.38	93.8	14.43	14.56	95.2
	MULTI_001	11.50	11.81	95.8	16.57	16.39	93.8	14.39	14.55	94.8
	MULTI_111	11.50	11.81	95.6	16.49	16.37	93.8	14.45	14.57	95.0
	MULTI_011	11.49	11.80	95.6	16.47	16.37	94.0	14.47	14.57	94.8
n = 700	MULTI_100	8.85	8.96	95.4	12.16	12.35	94.4	11.13	10.94	95.2
m = 0.3	MULTI_010	8.77	8.93	94.8	12.19	12.33	95.0	11.13	10.96	95.0
	MULTI_001	8.80	8.94	94.8	12.17	12.35	94.8	11.14	10.96	94.8
	MULTI_111	8.78	8.94	94.8	12.18	12.32	94.6	11.13	10.96	95.0
	MULTI_011	8.76	8.93	94.6	12.18	12.32	94.8	11.13	10.95	94.8
n = 400	MULTI_100	13.17	13.54	94.2	17.98	17.99	94.6	18.06	17.53	93.2
m = 0.5	MULTI_010	13.10	13.48	94.6	18.00	18.00	94.8	18.13	17.56	93.4
	MULTI_001	13.10	13.48	94.6	17.97	17.97	94.8	18.10	17.54	93.4
	MULTI_111	13.13	13.49	94.6	18.07	18.02	94.8	18.19	17.61	93.2
	MULTI_011	13.07	13.47	94.6	18.00	18.00	94.6	18.12	17.57	93.4
n = 700	MULTI_100	10.07	10.28	95.8	13.30	13.64	95.8	13.52	13.24	93.4
m = 0.5	MULTI_010	9.95	10.24	95.8	13.32	13.65	96.0	13.63	13.27	93.0
	MULTI_001	9.98	10.24	95.6	13.32	13.62	95.8	13.60	13.25	93.6
	MULTI_111	9.93	10.24	95.6	13.30	13.65	95.8	13.57	13.27	93.4
	MULTI_011	9.92	10.23	95.6	13.32	13.64	95.2	13.62	13.26	93.6