Table 6.

Simulated SMSE when p = 7 and intercept = 1.

n	ρ	PMRT	PLE	PRRE	PMLE
50	0.8	0.0524	0.0529	0.0529	0.0536
	0.9	0.0769	0.0787	0.0787	0.0807
	0.95	0.1272	0.1330	0.1329	0.1395
	0.99	0.4119	0.4963	0.4935	0.6117
	0.999	2.3644	3.3598	3.3722	5.8804
75	0.8	0.0311	0.0313	0.0313	0.0315
	0.9	0.0415	0.0420	0.0420	0.0426
	0.95	0.0670	0.0687	0.0687	0.0704
	0.99	0.2380	0.2641	0.2635	0.2947
	0.999	1.1712	1.6782	1.6561	2.7591
100	0.8	0.010908	0.010911	0.010911	0.010922
	0.9	0.013103	0.013129	0.013129	0.013160
	0.95	0.019258	0.019343	0.019343	0.019435
	0.99	0.072319	0.074162	0.074152	0.076084
	0.999	0.464532	0.571076	0.565579	0.715018
200	0.8	0.007382	0.007386	0.007386	0.007393
	0.9	0.009120	0.009136	0.009137	0.009154
	0.95	0.013730	0.013785	0.013785	0.013842
	0.99	0.053231	0.054346	0.054341	0.055501
	0.999	0.358218	0.423967	0.421192	0.510032