Beruflich Dokumente
Kultur Dokumente
and MI estimates ()
when z1 N(0, 1) &
Table A1(a). Empirical biases of the MLEs ()
z2 N(0, 1).
ML
MI
pm
n
12
22
12
22
.05
30 -.005 -.025 -.019
-.003 -.023 .010
50 .006 -.026 -.027
.006 -.026 -.014
100 -.003 -.003 -.005
-.003 -.002 .003
200 -.001 .001 .003
-.001 .000 .007
500 .000 .000 .002
.000 .000 .004
.15
30
50
100
200
500
.018
.002
.010
-.006
-.005
-.018
-.006
-.009
-.005
.000
-.007
.012
-.003
-.008
-.002
.017
.001
.008
-.005
-.005
-.019
-.008
-.011
-.004
.001
.089
.066
.020
.006
.004
.25
30
50
100
200
500
AAEB
-.018
-.018
-.016
.006
-.005
.008
-.013
-.011
-.017
.004
-.004
.009
.063
.014
-.019
.007
-.002
.013
-.021
-.015
-.016
.006
-.005
.008
-.015
-.008
-.017
.003
-.004
.009
.302
.145
.040
.035
.010
.050
Empirical SE
Table A1(b). Standard errors of the MLEs ():
asymptotic formulas when z1 N(0, 1) & z2
SEEP
SEOI
pm
n
12 22
2
12
22
.05 30 .189 .245 .298
.191 .229 .288
50 .153 .166 .223
.147 .175 .219
100 .104 .133 .163
.106 .129 .159
200 .076 .093 .122
.075 .092 .113
500 .048 .060 .075
.048 .058 .072
2
12
22
.191 .219 .270
.147 .169 .212
.106 .125 .155
.075 .091 .112
.048 .057 .071
.15
30
50
100
200
500
.264
.198
.137
.093
.061
.298
.240
.170
.119
.074
.386
.297
.207
.144
.092
.251
.194
.136
.096
.061
.297
.230
.163
.115
.073
.366
.284
.197
.139
.088
.251
.193
.136
.096
.061
.278
.221
.159
.114
.073
.341
.272
.191
.137
.088
.25
30
50
100
200
500
.437
.318
.216
.154
.095
.436
.327
.222
.152
.098
Ave
.189
.515
.402
.266
.176
.118
.392
.299
.207
.149
.094
.397
.308
.212
.152
.096
.364
.288
.206
.150
.095
.465
.342
.239
.178
.113
.232
.008 .008
.515
.381
.369
.292
.249
.205
.182
.148
.114
.093
AAD
.009
.009
.170
.015 .020
12 22
2
12
22
2
12
22
.05 30 .189 .248 .313
.196 .238 .309
.196 .233 .301
50 .152 .166 .227
.149 .178 .227
.149 .175 .223
100 .104 .134 .165
.107 .130 .163
.107 .128 .160
200 .076 .094 .122
.076 .092 .115
.076 .092 .114
500 .048 .060 .075
.048 .058 .072
.048 .058 .072
.15
30
50
100
200
500
.266
.200
.138
.094
.062
.301
.243
.174
.120
.074
.418
.311
.211
.145
.092
.268
.203
.139
.098
.061
.318
.241
.166
.117
.074
.437
.318
.207
.144
.090
.268
.203
.139
.098
.061
.311
.239
.165
.117
.074
.429
.314
.205
.143
.089
.25
30
50
100
200
500
.444
.318
.218
.159
.097
.438
.329
.223
.156
.099
Ave
.191
.580
.430
.276
.180
.119
.441
.322
.216
.152
.095
.448
.332
.222
.156
.097
.439
.328
.221
.155
.097
.713
.452
.274
.190
.117
.244
.003 .005
.724
.441
.457
.322
.277
.216
.191
.152
.117
.095
AAD
.016
.003
.171
.005 .015
and MI estimates ()
when z1 N(0, 1) &
Table A2(a). Empirical biases of the MLEs ()
z2 LNs (0, 1/2).
ML
MI
pm
n
12
22
12
22
.05
30 -.005 -.029 -.058
-.004 -.027 -.032
50 .005 -.024 -.014
.005 -.025 -.002
100 -.002 -.001 -.009
-.002 -.000 -.001
200 .001 .003 -.002
.001 .003 .001
500 .001 .002 .006
.001 .002 .007
.15
30
50
100
200
500
.019
.003
.006
-.008
-.006
-.015
-.013
-.011
-.006
-.001
.018
.008
-.009
-.031
-.014
.018
.002
.004
-.007
-.006
-.017
-.014
-.013
-.004
-.000
.117
.063
.014
-.017
-.008
.25
30
50
100
200
500
AAEB
-.008
-.015
-.018
.006
-.006
.007
-.006
-.006
-.013
.005
-.005
.009
.095
-.011
-.024
.011
-.015
.022
-.011
-.014
-.018
.006
-.005
.007
-.008
-.004
-.012
.005
-.005
.009
.339
.116
.033
.039
-.003
.053
2
12
22
2
12
22
12 22
.05 30 .185 .239 .558
.183 .219 .274
.181 .212 .372
50 .157 .168 .463
.146 .173 .221
.145 .168 .342
100 .104 .131 .363
.104 .127 .158
.104 .123 .270
200 .075 .092 .241
.075 .091 .113
.075 .090 .210
500 .047 .060 .161
.048 .058 .072
.048 .057 .146
.15
30
50
100
200
500
.273
.193
.133
.091
.062
.307
.234
.164
.116
.075
.768
.526
.376
.261
.173
.244
.189
.134
.094
.060
.290
.224
.160
.113
.072
.374
.281
.195
.135
.087
.239
.185
.131
.093
.060
.270
.217
.156
.111
.072
.480
.398
.302
.224
.159
.25
30
50
100
200
500
.446
.311
.208
.150
.095
.446 1.226
.326 .636
.217 .531
.152 .368
.099 .213
Ave
.188 .458
.369
.283
.200
.147
.092
.377
.294
.206
.151
.095
.538
.353
.363
.270
.247
.195
.182
.145
.112
.091
AAD
.234
.015
.347
.274
.199
.147
.093
.629
.459
.358
.291
.188
.169
.011 .012
.019 .136
2
12
22
2
12
22
12 22
.05 30 .185 .240 .572
.187 .227 .294
.187 .224 .364
50 .156 .169 .470
.147 .177 .229
.147 .174 .319
100 .105 .131 .368
.105 .129 .162
.105 .127 .247
200 .075 .092 .242
.075 .092 .114
.075 .091 .190
500 .047 .060 .162
.048 .058 .072
.048 .058 .130
.15
30
50
100
200
500
.276
.194
.134
.092
.062
.313
.236
.168
.118
.075
.860
.565
.388
.267
.176
.260
.198
.136
.096
.061
.310
.235
.163
.115
.073
.449
.316
.204
.140
.088
.260
.198
.136
.096
.061
.303
.234
.163
.115
.073
.479
.356
.247
.176
.121
.25
30
50
100
200
500
.451
.312
.211
.154
.097
.451 1.499
.329 .729
.218 .577
.156 .382
.100 .217
Ave
.190 .498
.414
.305
.209
.149
.093
.424
.317
.215
.154
.096
.744
.414
.446
.305
.275
.209
.191
.149
.115
.093
AAD
.242
.006
.416
.313
.214
.154
.096
.740
.451
.292
.211
.131
.170
.006 .006
.008 .201
and MI estimates ()
when z1 N(0, 1) &
Table A3(a). Empirical biases of the MLEs ()
z2 Us (0, 1).
ML
MI
pm
n
12
22
12
22
.05
30 -.007 -.007 -.011
-.007 -.006 .013
50 .000 -.027 -.021
.001 -.027 -.006
100 -.003 -.010 -.013
-.003 -.010 -.005
200 -.003 .001 .001
-.003 .001 .004
500 .000 .001 -.002
.000 .001 -.000
.15
30
50
100
200
500
-.001
-.002
.004
.006
-.001
-.012
-.018
-.014
.009
-.000
.009
-.005
-.015
.011
-.001
-.001
-.003
.004
.005
-.001
-.012
-.018
-.014
.008
-.000
.101
.047
.009
.022
.004
.25
30
50
100
200
500
AAEB
-.036
-.035
-.005
-.006
-.006
.008
-.019
-.034
-.009
-.009
-.004
.012
.046
.009
-.004
.002
-.002
.010
-.038
-.036
-.005
-.007
-.006
.008
-.021
-.036
-.009
-.009
-.004
.012
.282
.138
.056
.030
.010
.049
12 22
2
12
22
2
12
22
.05 30 .200 .231 .255
.192 .230 .289
.192 .219 .232
50 .152 .182 .197
.149 .178 .222
.149 .173 .182
100 .108 .127 .128
.105 .128 .158
.105 .125 .131
200 .072 .103 .104
.075 .091 .113
.075 .090 .094
500 .048 .058 .061
.047 .058 .071
.047 .058 .060
.15
30
50
100
200
500
.271
.197
.135
.100
.061
.317
.234
.153
.120
.073
.345
.250
.161
.121
.077
.251
.192
.136
.097
.061
.294
.227
.162
.117
.073
.369
.279
.195
.142
.088
.250
.191
.135
.097
.061
.277
.218
.159
.116
.072
.306
.235
.168
.122
.076
.25
30
50
100
200
500
.436
.303
.206
.151
.094
.423
.301
.213
.162
.098
Ave
.186
.471
.323
.228
.173
.103
.383
.301
.209
.148
.094
.386
.304
.216
.151
.096
.355
.288
.212
.149
.095
.410
.307
.223
.158
.100
.200
.007 .008
.495
.371
.366
.293
.254
.207
.180
.147
.114
.093
AAD
.023
.008
.169
.013 .014
12 22
2
12
22
2
12
22
.05 30 .200 .232 .262
.196 .237 .307
.196 .231 .269
50 .152 .183 .201
.151 .182 .231
.151 .179 .202
100 .108 .127 .130
.106 .129 .161
.106 .128 .141
200 .072 .104 .105
.075 .092 .114
.075 .091 .099
500 .049 .059 .061
.048 .058 .072
.048 .058 .063
.15
30
50
100
200
500
.275
.198
.138
.101
.061
.320
.235
.156
.121
.075
.372
.257
.166
.122
.079
.268
.201
.139
.099
.061
.316
.239
.166
.119
.074
.440
.311
.207
.146
.090
.268
.201
.139
.099
.061
.310
.236
.165
.119
.073
.418
.294
.195
.137
.084
.25
30
50
100
200
500
.439
.309
.208
.153
.094
.429
.304
.216
.164
.098
Ave
.188
.523
.343
.234
.177
.104
.435
.324
.217
.151
.095
.437
.329
.224
.154
.098
.429
.326
.223
.154
.098
.680
.435
.275
.183
.114
.209
.004 .006
.698
.435
.446
.324
.282
.217
.188
.151
.117
.095
AAD
.045
.004
.170
.006 .031
and MI estimates ()
when
Table A4(a). Empirical biases of the MLEs ()
z1 LNs (0, 1/2) & z2 N(0, 1).
ML
MI
pm
n
12
22
12
22
.05
30 -.004 -.008 .064
-.003 -.007 .171
50 .002 -.040 -.002
.002 -.039 .049
100 -.002 -.018 .006
-.001 -.017 .031
200 -.001 -.006 .008
-.002 -.008 .019
500 .001 -.002 .006
.001 -.002 .010
.15
30
50
100
200
500
.024
.009
.009
-.010
-.006
.014
.018
-.014
-.016
-.006
.312
.208
.081
.027
.010
.024
.008
.007
-.008
-.006
.011
.018
-.016
-.013
-.006
.725
.445
.190
.085
.032
.25
30
50
100
200
500
AAEB
-.010
-.042
-.032
.008
-.012
.011
-.015 1.264
-.062 .635
-.056 .251
.009 .150
-.019 .044
.020 .204
-.014
-.040
-.033
.008
-.010
.011
-.021
-.061
-.055
.009
-.016
.020
2.464
1.307
.581
.320
.113
.436
12
22
12
22
2
12
22
.05 30 .207 .634 .622
.212 .347 .430
.208 .411 .449
50 .162 .408 .424
.158 .247 .292
.156 .299 .308
100 .111 .268 .245
.113 .181 .209
.113 .225 .221
200 .082 .187 .178
.080 .131 .148
.080 .171 .159
500 .052 .134 .115
.051 .082 .094
.051 .114 .103
.15
30
50
100
200
500
.396
.295
.200
.135
.087
.854
.641
.399
.273
.177
1.114
.742
.414
.275
.168
.375
.283
.196
.138
.086
.628
.478
.326
.233
.147
.871
.599
.366
.245
.155
.365
.277
.193
.137
.086
.672
.529
.363
.261
.169
.874
.622
.376
.254
.161
.25
30
50
100
200
500
.855
.626
.413
.282
.179
1.452
1.017
.640
.452
.275
Ave
.521
2.917
1.519
.790
.492
.278
.756
.572
.391
.281
.177
1.095
.834
.569
.414
.259
1.154
.868
.598
.438
.273
2.274
1.331
.723
.479
.268
.686
.015
.123
2.262
.723
1.335
.552
.716
.388
.471
.280
.264
.176
AAD
.122
.020
.085
.113
.272
12
22
12
22
2
12
22
.05 30 .207 .625 .707
.223 .376 .518
.223 .468 .594
50 .161 .416 .474
.162 .257 .322
.162 .324 .365
100 .112 .269 .255
.115 .184 .219
.115 .235 .242
200 .082 .190 .184
.081 .132 .152
.081 .174 .167
500 .052 .134 .116
.051 .083 .094
.051 .115 .105
.15
30
50
100
200
500
.404
.296
.203
.137
.088
.855
.643
.410
.276
.178
1.339
.833
.456
.281
.170
.411
.302
.203
.141
.087
.681
.506
.337
.238
.149
1.217
.761
.416
.265
.159
.411
.302
.203
.141
.087
.781
.589
.388
.273
.172
1.351
.846
.454
.284
.168
.25
30
50
100
200
500
.869
.629
.417
.290
.183
1.481
1.030
.648
.462
.280
Ave
.526
3.289
1.746
.857
.523
.292
.798
.588
.398
.281
.175
1.127
.839
.574
.411
.256
1.303
.943
.633
.449
.275
3.521
1.962
.957
.567
.291
.768
.013
.116
3.126
.798
1.785
.588
.888
.398
.534
.281
.281
.175
AAD
.063
.013
.051
.059
.275
and MI estimates ()
when
Table A5(a). Empirical biases of the MLEs ()
z1 LNs (0, 1/2) & z2 LNs (0, 1/2).
ML
MI
pm
n
12
22
12
22
.05
30 -.005 -.016 .009
-.004 -.017 .102
50 .002 -.031 .023
.002 -.031 .075
100 -.001 -.018 -.001
-.001 -.016 .025
200 .002 -.001 .004
.001 -.003 .015
500 .002 -.000 .010
.002 -.001 .014
.15
.25
30
50
100
200
500
.025
.005
.002
-.011
-.007
30 .012
50 -.032
100 -.029
200 .010
500 -.014
AAEB .011
.020
-.003
-.022
-.017
-.007
.341
.186
.065
.002
-.003
.026
.004
.001
-.010
-.007
.017
-.005
-.023
-.013
-.007
.778
.422
.176
.059
.018
.030 1.413
-.038 .626
-.046 .235
.013 .154
-.019 .033
.019 .207
.009
-.032
-.031
.010
-.012
.010
.025
-.037
-.046
.014
-.017
.018
2.643
1.275
.555
.322
.102
.439
12
22
12
22
2
12
22
.05 30 .199 .594 .734
.201 .324 .395
.194 .386 .530
50 .169 .450 .688
.156 .245 .297
.153 .298 .448
100 .112 .265 .404
.111 .178 .206
.109 .219 .320
200 .081 .185 .276
.079 .130 .148
.079 .171 .246
500 .051 .134 .186
.051 .082 .094
.051 .114 .167
.15
30
50
100
200
500
.403
.287
.193
.130
.088
.880
.625
.388
.267
.175
1.503
.917
.533
.332
.222
.362
.275
.192
.134
.085
.610
.463
.321
.227
.145
.877
.576
.355
.237
.153
.341
.262
.184
.132
.084
.642
.507
.352
.255
.166
1.025
.715
.463
.321
.213
.25
30
50
100
200
500
.885
.615
.402
.277
.181
1.545
1.056
.622
.443
.285
Ave
.528
5.080
1.972
1.033
.597
.345
.709
.541
.377
.277
.174
1.038
.792
.547
.407
.256
1.090
.825
.572
.427
.269
2.790
1.519
.826
.570
.319
.988
.024
.143
2.514
.668
1.350
.511
.698
.367
.471
.273
.262
.171
AAD
.413
.033
.108
.290
.272
12
22
12
22
2
12
22
.05 30 .199 .581 .803
.211 .350 .475
.211 .439 .611
50 .169 .461 .754
.160 .254 .329
.160 .326 .454
100 .113 .266 .422
.113 .181 .217
.113 .232 .311
200 .082 .188 .282
.080 .131 .151
.080 .174 .230
500 .051 .134 .188
.051 .083 .095
.051 .115 .152
.15
30
50
100
200
500
.415
.289
.196
.133
.089
.888
.624
.399
.270
.176
1.965
1.056
.602
.356
.227
.397
.293
.199
.137
.086
.661
.490
.331
.233
.147
1.236
.742
.407
.259
.157
.397
.293
.199
.137
.086
.760
.571
.382
.268
.170
1.398
.852
.476
.304
.189
.25
30
50
100
200
500
.901
.612
.405
.283
.186
1.565
1.068
.629
.451
.292
Ave
.533
6.253
2.387
1.232
.658
.367
.745
.557
.384
.277
.173
1.060
.798
.552
.404
.253
1.238
.905
.610
.442
.272
3.734
1.971
.943
.577
.300
1.170
.020
.138
3.293
.745
1.782
.557
.865
.384
.533
.277
.279
.173
AAD
.449
.020
.073
.337
.275
and MI estimates ()
when
Table A6(a). Empirical biases of the MLEs ()
z1 LNs (0, 1/2) & z2 Us (0, 1).
ML
MI
pm
n
12
22
12
22
.05
30 -.008 -.041 .041
-.008 -.040 .126
50 -.002 -.022 .020
-.001 -.019 .077
100 -.003 -.011 .006
-.003 -.009 .033
200 -.002 -.005 .009
-.002 -.006 .021
500 .001 .000 .002
.001 .000 .007
.15
30
50
100
200
500
.004
-.007
-.000
.009
-.001
-.019
-.050
-.009
.017
-.004
.349
.135
.061
.061
.014
.004
-.007
-.001
.008
.000
-.016
-.049
-.010
.015
-.003
.762
.351
.172
.115
.036
.25
30
50
100
200
500
AAEB
-.047
-.066
-.022
-.010
-.009
.013
-.093 1.033
-.102 .550
-.029 .257
-.016 .155
-.007 .055
.028 .183
-.048
-.073
-.021
-.009
-.009
.013
-.094
-.116
-.020
-.013
-.008
.028
2.128
1.223
.613
.316
.121
.407
2
12
22
2
12
22
12
.05 30 .218 .477 .521
.210 .324 .402
.207 .370
50 .160 .415 .375
.161 .262 .306
.160 .318
100 .118 .309 .245
.113 .183 .210
.112 .236
200 .077 .203 .166
.080 .130 .148
.080 .172
500 .051 .123 .097
.051 .083 .093
.050 .116
.15
30
50
100
200
500
.415
.284
.189
.141
.086
.877
.551
.420
.294
.171
1.120
.616
.421
.283
.162
.371
.276
.195
.140
.087
.611
.444
.331
.237
.146
.864
.534
.366
.260
.156
.363
.269
.194
.139
.086
.25
30
50
100
200
500
.819 1.198
.580 1.026
.392 .671
.291 .470
.183 .287
Ave
.267 .499
2.320
1.659
.801
.567
.272
.720
.569
.399
.279
.177
.952
.795
.593
.402
.263
.642
.014 .116
1.924
.683
1.233
.550
.730
.396
.455
.278
.272
.176
AAD
.112
.019
.666
.479
.378
.271
.166
SE based on
22
.376
.294
.207
.147
.095
.839
.514
.367
.260
.155
.976 1.840
.828 1.206
.631 .725
.425 .452
.279 .269
.079
.125
12
22
12
22
2
12
22
.05 30 .218 .473 .557
.219 .344 .470
.219 .415 .502
50 .161 .420 .410
.167 .274 .339
.167 .345 .363
100 .119 .318 .265
.115 .188 .221
.115 .248 .235
200 .077 .204 .171
.081 .131 .152
.081 .176 .158
500 .051 .123 .098
.051 .084 .095
.051 .117 .100
.15
30
50
100
200
500
.425
.286
.193
.143
.087
.914
.547
.428
.296
.173
1.430
.672
.457
.293
.166
.407
.296
.203
.143
.088
.668
.475
.344
.243
.148
1.226
.691
.423
.280
.161
.407
.296
.203
.143
.088
.770
.542
.405
.282
.170
1.359
.753
.463
.296
.166
.25
30
50
100
200
500
.823
.594
.400
.294
.184
1.207
1.030
.705
.475
.291
Ave
.507
2.587
1.739
.925
.581
.279
.783
.593
.403
.276
.176
1.021
.815
.593
.395
.260
1.140
.914
.661
.430
.281
3.130
1.841
.999
.539
.300
.709
.008
.108
2.857
.783
1.673
.593
.922
.403
.511
.276
.290
.176
AAD
.061
.008
.047
.073
.270
and MI estimates ()
when z1 Us (0, 1) &
Table A7(a). Empirical biases of the MLEs ()
z2 N(0, 1).
ML
MI
pm
n
12
22
12
22
.05
30 -.020 -.019 -.026
-.020 -.019 -.007
50 .006 -.020 -.036
.006 -.020 -.025
100 .000 .002 -.004
.000 .002 .001
200 .001 -.000 .008
.001 .000 .011
500 -.001 -.004 -.006
-.001 -.004 -.005
.15
.25
30
50
100
200
500
-.014
-.008
-.000
.003
-.000
-.031
-.014
-.013
-.001
.000
-.029
-.002
-.010
.007
.001
-.012
-.010
-.001
.002
-.001
-.030
-.015
-.014
-.002
.000
.066
.047
.015
.019
.006
30 .007
50 .009
100 .016
200 -.015
500 -.002
AAEB .007
-.002
.005
.013
-.020
-.002
.010
.127
.108
.051
-.005
.006
.028
.007
.009
.015
-.014
-.002
.007
-.000
.005
.011
-.019
-.002
.010
.445
.285
.127
.034
.021
.074
12 22
2
12
22
2
12
22
.05 30 .194 .191 .282
.189 .219 .277
.188 .191 .255
50 .149 .160 .210
.146 .170 .212
.147 .149 .201
100 .108 .110 .154
.105 .123 .155
.105 .110 .150
200 .071 .080 .106
.075 .087 .111
.075 .078 .107
500 .048 .051 .069
.047 .055 .069
.047 .049 .068
.15
30
50
100
200
500
.271
.198
.138
.097
.064
.292
.231
.153
.113
.072
.374
.287
.199
.137
.088
.247
.195
.138
.098
.062
.289
.228
.162
.116
.073
.350
.280
.196
.141
.089
.242
.194
.137
.098
.062
.260
.210
.151
.109
.069
.317
.264
.189
.138
.087
.25
30
50
100
200
500
.512
.408
.265
.170
.112
.469
.407
.255
.173
.110
Ave
.191
.583
.541
.324
.200
.130
.460
.359
.250
.176
.111
.455
.361
.254
.179
.114
.414
.339
.242
.174
.111
.539
.422
.293
.198
.128
.246
.011 .010
.596
.437
.452
.351
.303
.245
.201
.176
.129
.111
AAD
.012
.014
.187
.014 .022
12 22
2
12
22
2
12
22
.05 30 .195 .193 .289
.193 .224 .291
.193 .199 .276
50 .149 .162 .214
.148 .172 .219
.148 .153 .210
100 .108 .110 .155
.106 .124 .157
.106 .111 .153
200 .071 .080 .106
.075 .088 .112
.075 .079 .109
500 .048 .051 .070
.047 .055 .069
.047 .050 .068
.15
30
50
100
200
500
.274
.197
.139
.097
.064
.298
.231
.156
.114
.072
.407
.297
.204
.139
.089
.265
.203
.141
.100
.062
.312
.238
.166
.118
.074
.427
.309
.206
.144
.090
.265
.203
.141
.100
.062
.290
.222
.156
.111
.070
.412
.300
.201
.142
.088
.25
30
50
100
200
500
.526
.415
.266
.173
.114
.479
.415
.256
.176
.113
Ave
.194
.705
.584
.335
.208
.133
.521
.391
.263
.179
.113
.516
.393
.267
.182
.116
.489
.376
.258
.177
.113
.851
.567
.333
.212
.132
.262
.005 .012
.881
.521
.581
.391
.339
.263
.214
.179
.133
.113
AAD
.016
.005
.189
.006 .014
and MI estimates ()
when z1 Us (0, 1) &
Table A8(a). Empirical biases of the MLEs ()
z2 LNs (0, 1/2).
ML
MI
pm
n
12
22
12
22
.05
30 -.017 -.020 -.044
-.017 -.021 -.025
50 .004 -.013 -.034
.004 -.013 -.023
100 .000 .005 -.005
.000 .005 .001
200 .004 .000 -.001
.004 .000 .002
500 -.002 -.003 -.015
-.001 -.003 -.013
.15
.25
30
50
100
200
500
-.021
-.004
.001
.007
-.001
-.036
-.010
-.011
.003
-.000
-.058
-.013
.004
.022
-.005
-.020
-.005
.001
.006
-.001
-.035
-.012
-.012
.002
-.000
.032
.036
.031
.034
-.001
30 -.007
50 .008
100 .008
200 -.007
500 -.002
AAEB .006
-.017
.000
.004
-.011
-.002
.009
.050
.064
.041
-.003
.012
.025
-.005
.006
.007
-.006
-.002
.006
-.014
-.001
.002
-.010
-.002
.009
.343
.232
.116
.035
.027
.063
12 22
2
12
22
2
12
22
.05 30 .192 .193 .604
.182 .212 .271
.180 .182 .378
50 .147 .164 .482
.143 .168 .212
.144 .145 .330
100 .108 .108 .386
.104 .122 .155
.104 .107 .269
200 .072 .076 .242
.074 .087 .110
.074 .077 .203
500 .045 .049 .152
.047 .055 .068
.047 .049 .135
.15
30
50
100
200
500
.255
.196
.145
.098
.062
.286
.224
.161
.114
.069
.713
.534
.431
.333
.169
.233
.189
.136
.098
.062
.274
.222
.160
.116
.073
.336
.276
.198
.142
.088
.218
.184
.134
.097
.061
.242
.200
.150
.108
.069
.420
.388
.316
.248
.163
.25
30
50
100
200
500
.506
.377
.272
.180
.113
.474
.364
.260
.179
.112
Ave
.189
.840
.694
.545
.371
.248
.419
.342
.243
.173
.111
.415
.344
.247
.175
.113
.380
.318
.232
.170
.110
.604
.527
.413
.290
.207
.450
.015 .011
.555
.395
.432
.326
.298
.234
.201
.171
.130
.110
AAD
.218
.020
.185
.020 .124
2
12
22
2
12
22
12 22
.05 30 .193 .195 .618
.185 .217 .285
.185 .191 .363
50 .147 .165 .489
.145 .170 .219
.145 .149 .305
100 .108 .108 .389
.105 .123 .157
.105 .109 .244
200 .071 .077 .242
.074 .087 .111
.074 .078 .183
500 .046 .049 .153
.047 .055 .069
.047 .049 .121
.15
30
50
100
200
500
.259
.195
.147
.099
.063
.291
.224
.165
.114
.070
.786
.571
.448
.336
.171
.250
.196
.139
.099
.062
.296
.231
.165
.118
.073
.409
.307
.208
.146
.089
.250
.196
.139
.099
.062
.273
.214
.154
.111
.069
.427
.336
.251
.190
.122
.25
30
50
100
200
500
.522
.380
.273
.182
.115
.485 1.165
.370 .801
.261 .585
.182 .387
.114 .255
Ave
.191 .493
.473
.372
.255
.176
.113
.470
.374
.259
.179
.115
.816
.473
.552
.372
.334
.255
.215
.176
.133
.113
AAD
.223
.008
.443
.358
.250
.174
.112
.787
.549
.346
.225
.148
.187
.008 .007
.009 .186
and MI estimates ()
when z1 Us (0, 1) &
Table A9(a). Empirical biases of the MLEs ()
z2 Us (0, 1).
ML
MI
pm
n
12
22
12
22
.05
30 -.006 -.020 -.029
-.005 -.018 -.008
50 -.001 -.015 -.031
-.000 -.014 -.020
100 .010 -.006 -.010
.010 -.006 -.004
200 .002 -.000 -.003
.002 -.001 -.001
500 -.002 -.001 -.002
-.002 -.002 -.002
.15
.25
30
50
100
200
500
-.025
-.004
-.002
.001
-.002
-.004
-.004
-.011
-.002
-.006
.005
.004
-.012
.000
-.007
-.029
-.004
-.002
.001
-.002
-.009
-.004
-.012
-.003
-.006
.096
.057
.013
.012
-.001
30 -.021
50 .018
100 .018
200 -.008
500 .004
AAEB .008
-.033
.014
.008
-.006
.005
.009
.136
.092
.046
.011
.011
.027
-.026
.021
.019
-.008
.004
.009
-.038
.018
.009
-.006
.004
.010
.462
.264
.126
.049
.025
.076
Empirical SE
Table A9(b). Standard errors of the MLEs ():
asymptotic formulas when z1 Us (0, 1) & z2
SEEP
SEOI
pm
n
12 22
2
12
22
.05 30 .202 .204 .232
.189 .218 .275
50 .151 .160 .177
.147 .172 .213
100 .105 .116 .122
.105 .122 .154
200 .078 .079 .094
.075 .087 .109
500 .049 .051 .057
.047 .055 .069
2
12
22
.189 .190 .219
.147 .152 .171
.105 .109 .124
.075 .078 .089
.047 .050 .056
.15
30
50
100
200
500
.248
.207
.130
.089
.062
.290
.223
.152
.104
.066
.327
.243
.169
.117
.073
.254
.197
.137
.098
.062
.296
.230
.162
.116
.073
.368
.283
.195
.140
.088
.254
.196
.137
.098
.062
.267
.213
.151
.108
.069
.307
.238
.166
.119
.075
.25
30
50
100
200
500
.563
.376
.271
.169
.107
.503
.362
.256
.171
.111
Ave
.190
.654
.435
.298
.184
.117
.481
.356
.252
.177
.112
.471
.358
.255
.180
.114
.430
.335
.245
.175
.111
.517
.385
.270
.185
.119
.220
.013 .009
.612
.457
.444
.348
.302
.250
.205
.176
.131
.112
AAD
.025
.015
.187
.012 .018
12 22
2
12
22
2
12
22
.05 30 .202 .205 .239
.192 .223 .291
.192 .198 .250
50 .151 .160 .177
.149 .174 .219
.149 .156 .186
100 .105 .116 .124
.106 .123 .156
.106 .111 .133
200 .079 .080 .095
.075 .087 .110
.075 .078 .093
500 .049 .052 .057
.047 .055 .069
.047 .050 .059
.15
30
50
100
200
500
.250
.208
.130
.090
.063
.293
.226
.152
.106
.067
.342
.255
.172
.119
.074
.274
.205
.140
.099
.062
.321
.241
.165
.117
.074
.439
.312
.205
.143
.089
.274
.205
.140
.099
.062
.296
.225
.155
.110
.069
.409
.291
.190
.133
.083
.25
30
50
100
200
500
.568
.380
.279
.173
.109
.507
.366
.261
.175
.114
Ave
.192
.725
.469
.308
.190
.120
.546
.384
.261
.181
.112
.535
.387
.265
.184
.115
.509
.371
.256
.179
.112
.866
.541
.328
.212
.130
.231
.008 .013
.901
.546
.560
.384
.338
.261
.218
.181
.133
.112
AAD
.048
.008
.189
.003 .029