Table 2 Results of the simulation study
Normal | Uniform | Chi-square | ||
|---|---|---|---|---|
80th percentile ρ = 0.7 β1 = 1, β2 = 0 | \( {\widehat{\overset{\sim }{\beta}}}_1 \) | 1.65 (0.16) | 0.50 (0.05) | 3.35 (0.35) |
\( {\widehat{\overset{\sim }{\beta}}}_2 \) | 0.70 (0.18) | 0.24 (0.05) | 0.99 (0.35) | |
\( {\widehat{\overset{\sim }{\beta}}}_3 \) | −0.40 (0.26) | − 0.20 (0.08) | 0.29 (0.55) | |
80th percentile ρ = 0.7 βi = 2, i = 1, 2 | \( {\widehat{\overset{\sim }{\beta}}}_1 \) | 4.72 (0.17) | 1.48 (0.05) | 8.69 (0.36) |
\( {\widehat{\overset{\sim }{\beta}}}_2 \) | 4.72 (0.18) | 1.48 (0.05) | 8.68 (0.37) | |
\( {\widehat{\overset{\sim }{\beta}}}_3 \) | −1.63 (0.27) | − 0.79 (0.08) | 1.16 (0.61) | |