Table 3.

Biases and MSEs of MLEs, widths and coverage probabilities of confidence intervals for regression parameters with the dimension q = 2 and 3.

n		${\alpha }_{10}$	${\alpha }_{11}$	${\alpha }_{12}$	${\mathrm{\text{β}}}_{10}$	${\mathrm{\text{β}}}_{11}$	${\mathrm{\text{β}}}_{12}$	${\mathrm{\text{β}}}_{20}$	${\mathrm{\text{β}}}_{21}$	${\mathrm{\text{β}}}_{22}$	${\mathrm{\text{β}}}_{30}$	${\mathrm{\text{β}}}_{31}$	${\mathrm{\text{β}}}_{32}$
q = 2
100	Bias	−0.2948	0.1716	−0.1231	−0.0021	0.0106	−0.0130	−0.0174	0.0224	−0.0089
	CP	0.9600	0.9560	0.9740	0.9360	0.9360	0.9280	0.9130	0.9190	0.9501
	Width	7.5060	4.7936	3.0683	1.7440	1.1360	0.6528	1.8381	1.2030	0.6989
	MSE	1.9148	1.2229	0.7828	0.4449	0.2898	0.1665	0.4689	0.3067	0.1783
300	Bias	−0.1571	0.1396	−0.1526	−0.0006	0.0105	−0.0126	−0.0071	0.0128	−0.0092
	CP	0.9380	0.9420	0.9480	0.9400	0.9370	0.9280	0.9480	0.9410	0.9440
	Width	4.1000	2.6239	1.6894	0.9939	0.6475	0.3727	1.0482	0.6866	0.3986
	MSE	1.0459	0.6694	0.4310	0.2536	0.1652	0.0951	0.2674	0.1752	0.1017
500	Bias	−0.0760	0.0972	−0.1253	−0.0020	0.0090	−0.0082	−0.0147	0.0190	−0.0120
	CP	0.9510	0.9530	0.9440	0.9350	0.9400	0.9290	0.9320	0.9320	0.9290
	Width	3.1301	2.0067	1.2769	0.7697	0.5017	0.2883	0.8105	0.5310	0.3081
	MSE	0.7985	0.5119	0.3257	0.1963	0.1280	0.0735	0.2068	0.1355	0.0786
q = 3
100	Bias	−0.0921	0.0093	−0.0801	−0.0090	−0.0002	0.0094	0.0170	−0.0075	0.0048	0.0132	−0.0015	−0.0033
	CP	0.9660	0.9710	0.9690	0.9170	0.9340	0.9390	0.9440	0.9390	0.9310	0.9410	0.9350	0.9490
	Width	4.9825	2.2885	2.8878	1.2186	0.5883	0.6738	1.2612	0.6180	0.7050	1.2949	0.6150	0.7246
	MSE	1.2711	0.5838	0.7367	0.3109	0.1501	0.1719	0.3217	0.1577	0.1798	0.3303	0.1569	0.1848
300	Bias	−0.1095	0.0497	−0.0442	0.0043	−0.0022	0.0035	0.0085	−0.0026	−0.0023	0.0142	−0.0045	−0.0047
	CP	0.9540	0.9530	0.9560	0.9330	0.9300	0.9260	0.9240	0.9300	0.9400	0.9310	0.9340	0.9350
	Width	2.7472	1.2556	1.5657	0.6942	0.3353	0.3853	0.7190	0.3521	0.4035	0.7353	0.3493	0.4147
	MSE	0.3509	0.1605	0.1993	0.0887	0.0428	0.0492	0.0919	0.0450	0.0515	0.0939	0.0446	0.0530
500	Bias	−0.0439	0.0244	−0.0327	0.0028	0.0003	−0.0017	−0.0037	0.0021	0.0029	−0.0063	0.0042	−0.0012
	CP	0.9580	0.9560	0.9520	0.9430	0.9520	0.9470	0.9400	0.9370	0.9250	0.9340	0.9350	0.9260
	Width	2.0987	0.9619	1.1957	0.5362	0.2590	0.2976	0.5560	0.2724	0.3121	0.5679	0.2698	0.3202
	MSE	0.5354	0.2454	0.3050	0.1368	0.0661	0.0759	0.1418	0.0695	0.0796	0.1449	0.0688	0.0817