Method
Bias
MSE
Bias (5%)
MSE (5%)
ML
b
0
0.04283
0.08152
0.00312
0.07526
b
1
0.01071
0.25287
0.19770
0.23694
b
2
0.10448
0.38209
0.36612
0.75513
BY
b
0
0.0485
0.0856
0.0232
0.0788
b
1
0.0128
0.2650
0.1711
0.2456
b
2
0.1143
0.4028
0.0909
0.5125
New Robust
b
0
0.0410
0.0786
0.0270
0.0755
b
1
0.0255
0.2799
0.1045
0.2676
b
2
0.1034
0.4037
0.0553
0.5032
Table 5:
Simulation Results for Logistic Regression (b
0
=1, b
1
=0.5, b
2
=2, N=100, m=1000).