Table 2.
Simulated quantities from the OLLMON regression.
| n = 40 | n = 70 | n = 200 | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Parameter | AE | Bias | MSE | AE | Bias | MSE | AE | Bias | MSE |
| 0.930 | 0.030 | 0.034 | 0.920 | 0.020 | 0.016 | 0.911 | 0.011 | 0.005 | |
| 0.519 | 0.019 | 0.029 | 0.518 | 0.018 | 0.014 | 0.510 | 0.010 | 0.004 | |
| 0.465 | 0.065 | 0.059 | 0.449 | 0.049 | 0.031 | 0.429 | 0.029 | 0.010 | |
| 0.482 | 0.254 | 0.074 | |||||||
| 0.310 | 0.010 | 0.056 | 0.304 | 0.004 | 0.023 | 0.302 | 0.002 | 0.007 | |
| 0.712 | 0.012 | 0.060 | 0.694 | 0.028 | 0.683 | 0.009 | |||
| ν | 0.588 | 0.063 | 0.617 | 0.052 | 0.655 | 0.030 | |||
| τ | 0.379 | 0.100 | 0.444 | 0.069 | 0.537 | 0.030 | |||