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This file contains the results for the two-variable design.

Tables A1(a) to A9(a) contain


and MI estimates ()
for individual parameters at given
the empirical biases of the MLEs ()
for
sample sizes and missing data proportions; Tables A1(b) to A9(b) contain the SEs of
individual parameters at given sample sizes and missing data proportions; Tables A1(c) to
for individual parameters at given sample sizes and missing data
A9(c) contain the SEs of
proportions. More details are described in

ML versus MI for Missing Data with Violation of Distribution Conditions

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

versus average SE based on


N(0, 1).
SESW

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

Empirical SE versus average SE


Table A1(c). Standard errors of the MI estimates ():
based on formulas when z1 N(0, 1) & z2 N(0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE based on


Table A2(b). Standard errors of the MLEs ():
asymptotic formulas when z1 N(0, 1) & z2 LNs (0, 1/2).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A2(c). Standard errors of the MI estimates ():
based on formulas when z1 N(0, 1) & z2 LNs (0, 1/2).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE based on


Table A3(b). Standard errors of the MLEs ():
asymptotic formulas when z1 N(0, 1) & z2 Us (0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A3(c). Standard errors of the MI estimates ():
based on formulas when z1 N(0, 1) & z2 Us (0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE based on


Table A4(b). Standard errors of the MLEs ():
asymptotic formulas when z1 LNs (0, 1/2) & z2 N(0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A4(c). Standard errors of the MI estimates ():
based on formulas when z1 LNs (0, 1/2) & z2 N(0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE based on


Table A5(b). Standard errors of the MLEs ():
asymptotic formulas when z1 LNs (0, 1/2) & z2 LNs (0, 1/2).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A5(c). Standard errors of the MI estimates ():
based on formulas when z1 LNs (0, 1/2) & z2 LNs (0, 1/2).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average


Table A6(b). Standard errors of the MLEs ():
asymptotic formulas when z1 LNs (0, 1/2) & z2 Us (0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A6(c). Standard errors of the MI estimates ():
based on formulas when z1 LNs (0, 1/2) & z2 Us (0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE based on


Table A7(b). Standard errors of the MLEs ():
asymptotic formulas when z1 Us (0, 1) & z2 N(0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A7(c). Standard errors of the MI estimates ():
based on formulas when z1 Us (0, 1) & z2 N(0, 1).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE based on


Table A8(b). Standard errors of the MLEs ():
asymptotic formulas when z1 Us (0, 1) & z2 LNs (0, 1/2).
SEEP
SEOI
SESW
pm
n

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

Empirical SE versus average SE


Table A8(c). Standard errors of the MI estimates ():
based on formulas when z1 Us (0, 1) & z2 LNs (0, 1/2).
SEEP
SEOI
SESW
pm
n

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

versus average SE based on


Us (0, 1).
SESW

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

Empirical SE versus average SE


Table A9(c). Standard errors of the MI estimates ():
based on formulas when z1 Us (0, 1) & z2 Us (0, 1).
SEEP
SEOI
SESW
pm
n

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

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