Estimated bias
| λ31=0.5 | λ31=0.7 | λ31=0.9 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ρ12;11=0.1 | ρ12;11=0.6 | ρ12;11=0.1 | ρ12;11=0.6 | ρ12;11=0.1 | ρ12;11=0.6 | ||||||||
| n | Parameter | M1 (−) | M2 (+) | M1 (−) | M2 (+) | M1 (−) | M2 (+) | M1 (−) | M2 (+) | M1 (−) | M2 (+) | M1 (−) | M2 (+) |
| 100 | γ1 | 0.00 | 0.01 | −0.06 | 0.01 | 0.00 | 0.01 | −0.04 | 0.00 | 0.00 | 0.01 | −0.01 | 0.01 |
| 100 | γ2 | 0.02 | 0.05 | −0.06 | 0.04 | 0.02 | 0.02 | −0.04 | 0.00 | 0.00 | 0.01 | −0.02 | 0.02 |
| 100 | β | 0.02 | 0.00 | 0.08 | 0.00 | 0.02 | 0.02 | 0.07 | 0.03 | 0.04 | 0.01 | 0.06 | 0.02 |
| 100 | λ21 | 0.01 | −0.01 | 0.08 | −0.02 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.01 |
| 100 | λ31 | 0.01 | 0.01 | 0.06 | 0.01 | 0.01 | 0.00 | 0.06 | 0.00 | −0.01 | −0.01 | 0.02 | −0.01 |
| Heywood cases (%) | 28.70 | 34.00 | 33.30 | 36.30 | 27.00 | 31.20 | 30.60 | 27.60 | 30.50 | 27.50 | 46.10 | 32.80 | |
| Outliers (%) | 1.96 | 3.64 | 3.75 | 5.81 | 4.11 | 2.47 | 2.59 | 1.93 | 2.45 | 3.45 | 2.97 | 2.53 | |
| 200 | γ1 | −0.01 | 0.01 | −0.06 | 0.01 | −0.01 | 0.00 | −0.04 | 0.01 | −0.01 | 0.00 | −0.03 | 0.00 |
| 200 | γ2 | −0.01 | 0.02 | −0.08 | 0.02 | −0.01 | 0.00 | −0.05 | 0.02 | −0.01 | 0.00 | −0.03 | 0.00 |
| 200 | β | 0.02 | 0.00 | 0.08 | −0.01 | 0.02 | 0.01 | 0.06 | −0.01 | 0.01 | 0.01 | 0.04 | 0.01 |
| 200 | λ21 | 0.02 | −0.01 | 0.09 | 0.00 | 0.01 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 |
| 200 | λ31 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | 0.00 | 0.00 | 0.03 | 0.00 |
| Heywood cases (%) | 9.00 | 13.70 | 14.20 | 13.20 | 10.40 | 8.30 | 10.10 | 10.70 | 12.50 | 8.00 | 25.90 | 10.80 | |
| Outliers (%) | 0.88 | 0.81 | 0.93 | 0.92 | 0.67 | 1.31 | 0.67 | 0.78 | 1.14 | 0.65 | 0.27 | 0.56 | |
| 1,000 | γ1 | −0.01 | 0.00 | −0.07 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 | −0.01 | 0.00 | −0.03 | 0.00 |
| 1,000 | γ2 | −0.02 | 0.00 | −0.08 | 0.00 | −0.01 | 0.00 | −0.06 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 |
| 1,000 | β | 0.02 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.01 | 0.01 | 0.00 | 0.04 | 0.00 |
| 1,000 | λ21 | 0.02 | 0.00 | 0.10 | 0.00 | 0.01 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 |
| 1,000 | λ31 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 |
| Heywood cases (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.50 | 0.10 | |
| Outliers (%) | 0.30 | 0.10 | 0.10 | 0.30 | 0.00 | 0.10 | 0.40 | 0.00 | 0.00 | 0.00 | 0.10 | 0.00 | |
| Pop. | γ1 | −0.01 | 0.00 | −0.07 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 | −0.01 | 0.00 | −0.03 | 0.00 |
| Pop. | γ2 | −0.02 | 0.00 | −0.08 | 0.00 | −0.01 | 0.00 | −0.06 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 |
| Pop. | β | 0.02 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 | 0.01 | 0.00 | 0.04 | 0.00 |
| Pop. | λ21 | 0.02 | 0.00 | 0.10 | 0.00 | 0.01 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 |
| Pop. | λ31 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 |
| Parameter | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 100 | 0.00 | 0.01 | −0.06 | 0.01 | 0.00 | 0.01 | −0.04 | 0.00 | 0.00 | 0.01 | −0.01 | 0.01 | |
| 100 | 0.02 | 0.05 | −0.06 | 0.04 | 0.02 | 0.02 | −0.04 | 0.00 | 0.00 | 0.01 | −0.02 | 0.02 | |
| 100 | 0.02 | 0.00 | 0.08 | 0.00 | 0.02 | 0.02 | 0.07 | 0.03 | 0.04 | 0.01 | 0.06 | 0.02 | |
| 100 | 0.01 | −0.01 | 0.08 | −0.02 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.01 | |
| 100 | 0.01 | 0.01 | 0.06 | 0.01 | 0.01 | 0.00 | 0.06 | 0.00 | −0.01 | −0.01 | 0.02 | −0.01 | |
| Heywood cases (%) | 28.70 | 34.00 | 33.30 | 36.30 | 27.00 | 31.20 | 30.60 | 27.60 | 30.50 | 27.50 | 46.10 | 32.80 | |
| Outliers (%) | 1.96 | 3.64 | 3.75 | 5.81 | 4.11 | 2.47 | 2.59 | 1.93 | 2.45 | 3.45 | 2.97 | 2.53 | |
| 200 | −0.01 | 0.01 | −0.06 | 0.01 | −0.01 | 0.00 | −0.04 | 0.01 | −0.01 | 0.00 | −0.03 | 0.00 | |
| 200 | −0.01 | 0.02 | −0.08 | 0.02 | −0.01 | 0.00 | −0.05 | 0.02 | −0.01 | 0.00 | −0.03 | 0.00 | |
| 200 | 0.02 | 0.00 | 0.08 | −0.01 | 0.02 | 0.01 | 0.06 | −0.01 | 0.01 | 0.01 | 0.04 | 0.01 | |
| 200 | 0.02 | −0.01 | 0.09 | 0.00 | 0.01 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | |
| 200 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | 0.00 | 0.00 | 0.03 | 0.00 | |
| Heywood cases (%) | 9.00 | 13.70 | 14.20 | 13.20 | 10.40 | 8.30 | 10.10 | 10.70 | 12.50 | 8.00 | 25.90 | 10.80 | |
| Outliers (%) | 0.88 | 0.81 | 0.93 | 0.92 | 0.67 | 1.31 | 0.67 | 0.78 | 1.14 | 0.65 | 0.27 | 0.56 | |
| 1,000 | −0.01 | 0.00 | −0.07 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 | −0.01 | 0.00 | −0.03 | 0.00 | |
| 1,000 | −0.02 | 0.00 | −0.08 | 0.00 | −0.01 | 0.00 | −0.06 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 | |
| 1,000 | 0.02 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.01 | 0.01 | 0.00 | 0.04 | 0.00 | |
| 1,000 | 0.02 | 0.00 | 0.10 | 0.00 | 0.01 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 | |
| 1,000 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 | |
| Heywood cases (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.50 | 0.10 | |
| Outliers (%) | 0.30 | 0.10 | 0.10 | 0.30 | 0.00 | 0.10 | 0.40 | 0.00 | 0.00 | 0.00 | 0.10 | 0.00 | |
| Pop. | −0.01 | 0.00 | −0.07 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 | −0.01 | 0.00 | −0.03 | 0.00 | |
| Pop. | −0.02 | 0.00 | −0.08 | 0.00 | −0.01 | 0.00 | −0.06 | 0.00 | −0.01 | 0.00 | −0.05 | 0.00 | |
| Pop. | 0.02 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 | 0.01 | 0.00 | 0.04 | 0.00 | |
| Pop. | 0.02 | 0.00 | 0.10 | 0.00 | 0.01 | 0.00 | 0.07 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 | |
| Pop. | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.06 | 0.00 | 0.01 | 0.00 | 0.05 | 0.00 | |