|
|
N =100 |
N =300 |
Distribution |
Parameter |
Naive MLE |
MME |
Naive MLE |
MME |
Normal |
β0 = 0.00 |
0.11 (0.16) |
0.01 (0.09) |
0.10 (0.12) |
0.01 (0.06) |
|
βx= 2.00 |
-0.51 (0.51) |
-0.05 (0.07) |
-0.51 (0.51) |
-0.02 (0.05) |
|
θ = 0.25 |
0.00 (0.18) |
0.00 (0.25) |
0.00 (0.11) |
0.01 (0.17) |
|
ϕ =1 |
2.99 (3.00) |
0.09 (0.46) |
3.00 (3.01) |
0.06 (0.31) |
t(3) |
β0= 0.00 |
0.10 (0.15) |
0.00 (0.10) |
0.10 (0.12) |
0.01 (0.06) |
|
βx= 2.00 |
-0.50 (0.51) |
-0.04 (0.07) |
-0.50 (0.51) |
-0.02 (0.05) |
|
θ = 0.25 |
0.01 (0.38) |
-0.02 (0.29) |
-0.01 (0.20) |
-0.02 (0.17) |
|
ϕ=1 |
2.98 (2.99) |
0.05 (0.48) |
2.99 (3.00) |
0.05 (0.28) |
|