Table B1.

Ratio of estimated to true ${\beta }_L$ with link function misspecification

	Value of the skewness parameter $a$
Choice of link function	0	1	2	3	4	5
Logistic	1.01	1.02	1.03	1.05	1.06	1.07
	[1.01, 1.02]	[1.01, 1.03]	[1.03, 1.04]	[1.04, 1.06]	[1.05, 1.07]	[1.06, 1.07]
Probit	1.01	1.02	1.03	1.05	1.06	1.07
	[1.00, 1.02]	[1.01, 1.03]	[1.02, 1.04]	[1.04, 1.06]	[1.05, 1.07]	[1.06, 1.08]
Semiparametric*	1.00	1.00	1.00	1.00	1.01	1.01
	[0.99, 1.00]	[0.99, 1.01]	[0.99, 1.01]	[1.00, 1.01]	[1.00, 1.01]	[1.00, 1.02]

*Klein and Spady estimator; mean over 1000 draws; N = 2500; $a=0$; 95% Monte Carlo confidence.