Table 4.

Simulated SMSE when p = 7 and intercept = −1.

n	ρ	PMRT	PLE	PRRE	PMLE
50	0.8	0.3294	0.3804	0.3769	0.4637
	0.9	0.4089	0.5015	0.4940	0.6461
	0.95	0.5827	0.7687	0.7555	1.0860
	0.99	1.9069	2.7232	2.7199	4.6936
	0.999	18.3393	26.1740	26.1958	46.0358
75	0.8	0.1831	0.2080	0.2039	0.2360
	0.9	0.2379	0.2777	0.2733	0.3244
	0.95	0.3475	0.4231	0.4178	0.5243
	0.99	0.9523	1.3495	1.3345	2.1762
	0.999	8.2666	11.7522	11.7935	20.7648
100	0.8	0.0788	0.0789	0.0793	0.0807
	0.9	0.0933	0.0940	0.0946	0.0981
	0.95	0.1253	0.1353	0.1330	0.1449
	0.99	0.3494	0.4383	0.4287	0.5536
	0.999	2.0836	2.9960	2.9699	5.1593
200	0.8	0.0530	0.0535	0.0536	0.0548
	0.9	0.0643	0.0659	0.0658	0.0681
	0.95	0.0904	0.0985	0.0963	0.1040
	0.99	0.2983	0.3456	0.3442	0.4065
	0.999	1.5766	2.2399	2.2197	3.7609