n Parameter G1 (x) = G2 (x) = x G1 (x) = G2 (x) = log(1+x)   Bias SE SEE CP Bias SE SEE CP 100 β11 -0.013 0.405 0.390 0.941 -0013 0.517 0.499 0.950 β12 0.022 0.677 .0633 0.959 0.030 0.850 0.849 0.960 β21 0.024 0.667 .0664 0.960 0.029 0.848 0.850 0.957 β22 -0.011 0.415 0.400 0.933 -0012 0.527 0.488 0.949 -0.089 0.500 0.482 .0965 -0.125 0.604 0.717 0.965 Λ1 (τ / 4) 0.029 0.155 0.144 0.944 0.043 0.210 0.188 0.952 Λ1 (3τ / 4) 0.072 0.477 0.430 0.952 0.116 0.655 0.571 0.944 200 β11 0.001 0.288 0.276 0.950 0.003 0.400 0.349 0.945 β12 0.006 0.466 0.459 0.951 0.013 0.599 0.597 0.960 β21 0.007 0.475 0.470 0.948 0.015 0.600 0.596 0.954 β22 0.002 0.299 0.267 0.948 0.002 0.411 0.348 0.944 -0.036 0.355 0.344 0.961 -0.055 0.468 0.510 0.956 Λ1 (τ / 4) 0.013 0.013 0.100 0.944 0.018 0.129 0.122 0.952 Λ1 (3τ / 4) 0.033 0.304 0.290 0.948 0.045 0.393 0.375 0.951 400 β11 -0.000 0.207 0.196 0.943 -0.002 0.258 0.247 0.940 β12 0.008 0.328 0.331 0.951 0.014 0.415 0.420 0.950 β21 0.009 0.326 0.323 0.949 0.013 0.411 0.419 0.949 β22 -0.000 0.206 0.199 0.943 -0.002 0.258 0.247 0.940 -0.011 0.251 0.244 0.966 -0.022 0.333 0.366 0.960 Λ1 (τ / 4) 0.005 0.070 0.070 0.948 0.007 0.099 0.087 0.954 Λ1 (3τ / 4) 0.013 0.211 0.220 0.947 0.020 0.267 0.260 0.949

Table 1: Simulation results.