This file contains the results for the five-variable design.

Tables A10(a) to A13(a) contain

and MI estimates ()
for individual parameters at given
the empirical biases of the MLEs ()

sample sizes and missing data proportions; Tables A10(b) to A13(b) contain the SEs of
for individual parameters at given sample sizes and missing data proportions; Tables A10(c)
for individual parameters at given sample sizes and missing
to A13(c) contain the SEs of
data proportions. More details are described in

ML versus MI for Missing Data with Violation of Distribution Conditions

Table A10(a). Empirical biases of

pm
.06
.06
.06
.06
n
30
50
100
200

3
.003 -.001 .002 -.002
4
-.006 -.008 -.003 .005
5
-.000 -.003 .002
.000
31 -.005 -.009 .002 -.003
41 -.025 -.020 -.003 .007
51
.001 -.012 .003
.004
32 -.016 -.006 -.002 -.005
42 -.017 -.018 -.010 -.001
52
.002 -.012 .000 -.001
33 -.025 -.009 -.006 -.005
43 -.023 -.010 -.002 -.002
53 -.007 -.002 .000
.002
44 -.043 -.015 -.012 .006
54 -.019 -.012 -.005 .009
55 -.015 -.017 .002
.004

3
.003 -.000 .002 -.002
4
-.006 -.007 -.003 .005
5
-.000 -.002 .002 -.000
31 -.005 -.008 .002 -.003
41 -.025 -.019 -.004 .007
51
.001 -.012 .003
.004
32 -.015 -.004 -.002 -.005
42 -.018 -.017 -.010 -.001
52
.002 -.012 .000 -.002
33
.010
.012 .002 -.001
43 -.015 -.004 -.000 -.001
53
.000
.003 .003
.002
44 -.010 .005 -.003 .011
54 -.011 -.007 -.002 .010
55
.017
.002 .011
.008

and MI estimates ()
when z1 , z2 , z3 , z4 , z5 N (0, 1).
the MLEs ()
.06
.18
.18
.18
.18
.18
.30
.30
.30
.30
500
30
50
100
200
500
30
50
100
200

.30
500

-.000
-.005
-.003
-.006
-.006
-.002
-.004
-.006
-.001
-.004
-.004
-.004
-.003
-.004
-.002

-.001
.005
.001
-.009
.006
-.003
-.012
-.011
-.022
.006
.019
-.002
.025
.015
.007

-.004
.000
-.021
-.009
-.010
-.041
-.018
-.014
-.035
-.014
-.007
-.023
-.003
-.020
-.036

-.003
-.001
.002
-.007
-.016
-.012
-.004
-.008
-.004
.006
-.005
-.003
-.018
-.010
-.001

.001
.001
-.004
-.005
.001
-.012
-.001
.003
-.010
.005
.004
.001
.008
-.002
-.003

-.000
-.001
.002
-.003
-.004
-.004
-.001
-.000
-.004
-.002
-.001
-.004
-.008
-.005
-.003

-.024
-.021
-.024
-.048
-.037
-.039
-.058
-.032
-.039
.033
-.019
-.030
.068
-.019
.042

-.008
.011
.012
-.014
.008
.013
-.012
.018
.017
.029
.000
.016
.062
.028
.055

-.005
-.003
-.008
-.004
-.009
-.015
-.009
-.009
-.014
.002
-.004
-.007
.013
-.014
-.003

.004
-.005
.003
.001
-.006
-.000
.001
-.003
-.002
.008
.003
.007
.002
-.004
.008

.002
-.001
.001
-.004
-.004
-.004
-.005
-.002
-.001
-.005
.000
-.004
.003
-.003
.004

-.000
-.005
-.003
-.005
-.006
-.003
-.003
-.005
-.001
-.002
-.003
-.004
-.001
-.004
-.001

-.000
.005
.000
-.006
.006
-.003
-.012
-.013
-.024
.138
.052
.030
.152
.049
.135

-.005
.000
-.023
-.010
-.011
-.045
-.019
-.014
-.038
.054
.011
-.008
.065
-.004
.029

-.002
-.001
.003
-.007
-.017
-.010
-.003
-.009
-.002
.040
.003
.008
.012
-.001
.033

.001
.001
-.004
-.005
.001
-.012
-.001
.004
-.010
.021
.009
.006
.024
.002
.013

-.001
-.001
.002
-.004
-.004
-.003
-.001
-.000
-.004
.004
.000
-.003
-.003
-.003
.003

-.027
-.025
-.020
-.049
-.040
-.035
-.060
-.035
-.038
.399
.061
.059
.421
.062
.389

-.010
.009
.017
-.016
.005
.019
-.013
.016
.022
.212
.043
.065
.238
.076
.240

-.004
-.004
-.007
-.003
-.010
-.014
-.008
-.010
-.014
.081
.015
.013
.093
.005
.074

.005
-.004
.003
.002
-.005
.000
.001
-.002
-.001
.047
.013
.017
.040
.006
.046

.002
-.000
.001
-.004
-.003
-.005
-.005
-.002
-.001
.009
.004
-.001
.019
.001
.018

AAEB
.004
.005
.006
.009
.011
.011
.010
.010
.011
.011
.007
.008
.019
.011
.014
AAEB
.004
.005
.006
.009
.011
.011
.010
.010
.011
.069
.016
.015
.073
.016
.068

 Empirical SE versus average SE

Table A10(b). Standard errors of the MLEs ():
formulas when z1 , z2 , z3 , z4 , z5 N (0, 1).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
n
30
50 100 200 500
30
50 100 200 500
30
SEEP
3
.203 .144 .112 .076 .046 .239 .190 .135 .095 .058 .406
4
.190 .145 .108 .077 .046 .254 .198 .132 .096 .061 .423
5
.195 .149 .104 .074 .048 .252 .178 .127 .096 .060 .405
31
.224 .174 .124 .089 .056 .296 .229 .154 .109 .064 .378
41
.224 .173 .122 .086 .057 .286 .218 .157 .108 .064 .406
51
.235 .188 .122 .090 .056 .281 .217 .154 .104 .064 .391
32
.230 .184 .124 .090 .055 .273 .216 .152 .107 .066 .377
42
.212 .176 .123 .090 .054 .270 .212 .156 .107 .067 .379
52
.215 .181 .118 .091 .057 .281 .232 .148 .101 .066 .374
33
.299 .233 .169 .114 .069 .380 .284 .198 .152 .090 .555
43
.225 .175 .125 .086 .057 .318 .226 .159 .122 .073 .452
53
.223 .184 .127 .093 .057 .314 .228 .160 .112 .071 .445
44
.277 .216 .160 .111 .071 .378 .270 .200 .150 .090 .596
54
.217 .181 .125 .092 .057 .294 .227 .154 .114 .071 .467
55
.317 .234 .160 .119 .074 .397 .291 .195 .139 .087 .622
SEOI
3
.189 .148 .105 .074 .047 .243 .187 .134 .094 .059 .369
4
.188 .148 .105 .075 .047 .245 .188 .132 .094 .059 .371
5
.190 .148 .106 .075 .047 .242 .186 .133 .094 .059 .366
31
.221 .173 .124 .088 .055 .272 .212 .150 .106 .067 .346
41
.219 .173 .124 .088 .055 .275 .213 .148 .106 .067 .348
51
.222 .173 .125 .088 .055 .272 .210 .149 .106 .067 .345
32
.221 .174 .124 .087 .055 .269 .209 .151 .106 .067 .343
42
.219 .173 .124 .088 .055 .271 .210 .149 .106 .067 .346
52
.222 .173 .124 .088 .055 .269 .208 .150 .106 .067 .341
33
.288 .226 .161 .113 .072 .370 .280 .203 .143 .090 .498
43
.224 .177 .126 .090 .056 .296 .221 .157 .113 .070 .396
53
.228 .177 .127 .090 .056 .291 .217 .159 .112 .070 .394
44
.283 .224 .160 .115 .072 .379 .283 .198 .144 .089 .508
54
.225 .177 .126 .091 .057 .295 .218 .156 .112 .070 .396
55
.292 .224 .162 .115 .072 .369 .272 .201 .142 .090 .501
SESW
3
.189 .148 .105 .074 .047 .240 .187 .134 .094 .059 .351
4
.188 .148 .105 .075 .047 .242 .187 .132 .094 .059 .360
5
.190 .148 .105 .075 .047 .239 .185 .133 .094 .059 .355
31
.210 .167 .121 .087 .055 .254 .203 .147 .105 .067 .314
41
.209 .165 .122 .088 .055 .257 .204 .145 .105 .066 .323
51
.212 .165 .123 .087 .055 .258 .199 .146 .105 .067 .314
32
.208 .168 .122 .086 .055 .254 .202 .148 .105 .067 .312
42
.208 .167 .122 .087 .055 .254 .201 .146 .105 .066 .321
52
.209 .166 .123 .087 .055 .253 .197 .147 .105 .067 .315
33
.269 .218 .156 .112 .071 .338 .269 .197 .142 .089 .451
43
.211 .171 .124 .089 .056 .275 .213 .154 .112 .070 .364
53
.215 .171 .124 .089 .056 .273 .207 .155 .111 .070 .360
44
.268 .212 .157 .114 .071 .347 .268 .192 .142 .088 .459
54
.213 .170 .125 .090 .056 .277 .207 .152 .111 .070 .369
55
.276 .213 .160 .113 .072 .343 .256 .196 .140 .090 .451

based on asymptotic
.30
50

.30
100

.30
200

.30
500

.296
.323
.306
.289
.301
.284
.285
.297
.290
.391
.325
.320
.440
.341
.408

.209
.192
.213
.195
.199
.208
.202
.185
.198
.281
.211
.214
.258
.211
.278

.143
.150
.146
.135
.139
.134
.140
.144
.137
.193
.153
.145
.197
.155
.184

.092
.086
.091
.084
.084
.094
.085
.085
.092
.116
.092
.097
.120
.096
.127

.291
.289
.291
.278
.277
.277
.277
.276
.277
.381
.307
.307
.398
.314
.395

.200
.203
.200
.191
.193
.191
.191
.193
.191
.263
.207
.205
.265
.206
.260

.142
.142
.143
.135
.135
.135
.135
.135
.135
.187
.146
.147
.186
.146
.187

.089
.090
.090
.085
.085
.085
.085
.085
.086
.117
.092
.092
.118
.092
.118

.283
.284
.287
.263
.263
.263
.261
.261
.259
.353
.288
.291
.372
.296
.371

.199
.201
.198
.185
.187
.184
.185
.187
.183
.254
.200
.198
.256
.196
.249

.141
.141
.143
.132
.133
.132
.133
.132
.133
.182
.143
.144
.183
.144
.183

.089
.090
.090
.085
.085
.085
.085
.085
.085
.116
.092
.091
.117
.092
.116

Ave
.163
.165
.163
.173
.175
.175
.172
.170
.172
.235
.187
.186
.236
.187
.242
AAD
.006
.010
.007
.007
.009
.009
.006
.006
.009
.010
.009
.009
.013
.010
.018
AAD
.008
.011
.009
.014
.015
.016
.013
.011
.014
.021
.016
.016
.020
.016
.028

 Empirical SE
Table A10(c). Standard errors of the MI estimates ():
when z1 , z2 , z3 , z4 , z5 N (0, 1).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
n
30
50 100 200 500
30
50 100 200
SEEP
3
.205 .144 .112 .076 .046 .241 .192 .136 .094
4
.191 .145 .108 .077 .046 .255 .200 .133 .096
5
.194 .149 .104 .073 .048 .252 .178 .128 .096
31
.228 .175 .126 .089 .056 .301 .233 .155 .109
41
.225 .175 .123 .086 .058 .287 .218 .158 .108
51
.236 .188 .123 .090 .056 .282 .219 .154 .105
32
.233 .185 .125 .091 .055 .278 .218 .153 .107
42
.212 .178 .122 .090 .054 .271 .213 .156 .108
52
.217 .183 .118 .092 .057 .279 .233 .150 .102
33
.314 .240 .172 .115 .070 .422 .297 .204 .153
43
.234 .179 .126 .086 .058 .342 .235 .162 .123
53
.230 .187 .130 .093 .057 .341 .237 .162 .113
44
.288 .221 .162 .112 .071 .413 .280 .204 .152
54
.225 .185 .126 .092 .057 .316 .234 .156 .115
55
.333 .238 .162 .119 .074 .429 .305 .199 .140
SEOI
3
.195 .151 .106 .075 .047 .269 .198 .138 .096
4
.193 .151 .106 .075 .047 .270 .199 .137 .096
5
.195 .150 .107 .075 .047 .269 .197 .138 .096
31
.230 .178 .126 .088 .055 .301 .225 .155 .108
41
.227 .178 .125 .089 .056 .304 .225 .153 .108
51
.230 .177 .126 .089 .056 .303 .223 .155 .108
32
.229 .178 .125 .088 .056 .298 .222 .156 .108
42
.227 .178 .125 .088 .056 .299 .223 .154 .108
52
.230 .177 .126 .088 .056 .299 .221 .156 .108
33
.314 .239 .164 .115 .072 .474 .320 .217 .149
43
.242 .186 .129 .091 .057 .363 .250 .167 .116
53
.245 .186 .130 .091 .057 .358 .243 .169 .116
44
.308 .237 .163 .116 .072 .475 .322 .210 .149
54
.243 .185 .130 .092 .057 .363 .244 .166 .116
55
.317 .236 .166 .116 .072 .469 .308 .217 .147
SESW
3
.195 .151 .106 .075 .047 .269 .198 .138 .096
4
.193 .151 .106 .075 .047 .270 .199 .137 .096
5
.195 .150 .107 .075 .047 .269 .197 .138 .096
31
.224 .174 .124 .088 .055 .295 .221 .154 .108
41
.223 .173 .124 .088 .056 .297 .223 .152 .107
51
.225 .172 .125 .088 .056 .297 .220 .154 .107
32
.223 .175 .124 .087 .056 .291 .220 .155 .108
42
.221 .174 .124 .088 .056 .293 .221 .153 .108
52
.222 .173 .126 .088 .056 .292 .218 .155 .108
33
.308 .237 .162 .114 .072 .466 .317 .216 .148
43
.237 .184 .128 .091 .057 .358 .249 .166 .116
53
.240 .183 .129 .091 .057 .353 .240 .168 .115
44
.304 .232 .163 .116 .072 .468 .319 .209 .148
54
.239 .182 .129 .091 .057 .358 .242 .165 .116
55
.312 .232 .166 .115 .072 .462 .304 .216 .146

versus average SE based on formulas

.18
500

.30
30

.30
50

.30
100

.30
200

.30
500

.059
.061
.061
.064
.064
.065
.066
.068
.067
.091
.073
.073
.091
.072
.088

.417
.429
.415
.383
.408
.391
.384
.382
.378
.719
.543
.512
.720
.511
.737

.302
.328
.308
.295
.310
.285
.290
.307
.293
.430
.354
.345
.481
.376
.463

.213
.195
.213
.199
.201
.209
.204
.187
.198
.297
.220
.221
.276
.220
.287

.147
.151
.149
.138
.139
.136
.143
.143
.138
.199
.157
.150
.200
.158
.192

.093
.088
.092
.084
.085
.095
.086
.087
.092
.117
.094
.098
.124
.098
.130

.060
.060
.060
.068
.067
.068
.068
.067
.068
.091
.071
.072
.091
.071
.092

.455
.453
.446
.422
.421
.416
.418
.418
.411
.832
.619
.613
.831
.605
.815

.327
.324
.325
.311
.308
.309
.310
.308
.309
.496
.385
.388
.508
.394
.514

.211
.216
.212
.201
.205
.201
.201
.205
.201
.295
.230
.228
.300
.230
.294

.146
.146
.146
.139
.139
.139
.139
.139
.139
.199
.154
.155
.198
.155
.197

.091
.092
.092
.086
.087
.087
.087
.087
.087
.120
.095
.094
.122
.095
.122

.060
.060
.060
.068
.067
.068
.068
.067
.068
.091
.071
.072
.091
.071
.092

.455
.453
.446
.414
.412
.408
.410
.409
.402
.822
.613
.606
.819
.598
.805

.327
.324
.325
.307
.304
.304
.307
.304
.305
.491
.382
.385
.501
.390
.508

.211
.216
.212
.200
.204
.200
.200
.203
.200
.294
.229
.226
.298
.229
.292

.146
.146
.146
.138
.138
.138
.138
.139
.138
.198
.153
.154
.197
.154
.196

.091
.092
.092
.086
.087
.087
.086
.087
.087
.120
.095
.094
.122
.095
.122

Ave
.165
.167
.164
.176
.176
.176
.175
.172
.173
.256
.199
.197
.253
.196
.260
AAD
.009
.006
.007
.005
.004
.008
.007
.008
.009
.019
.013
.014
.022
.015
.016
AAD
.009
.006
.007
.005
.003
.007
.006
.007
.007
.018
.011
.013
.019
.013
.015

pm
n

3
4
5
31
41
51
32
42
52
33
43
53
44
54
55

3
4
5
31
41
51
32
42
52
33
43
53
44
54
55

and MI estimates ()
when z1 , z2 N (0, 1) &
Table A11(a). Empirical biases of the MLEs ()
z3 , z4 , z5 LNs (0, 1/2).
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
.30
30
50
100
200
500
30
50
100
200
500
30
50
100

.30
200

.30
500

-.000
-.008
-.006
-.008
-.021
.000
-.017
-.016
.002
-.020
-.022
-.007
-.039
-.015
-.048

.001
-.004
-.001
-.012
-.018
-.009
-.009
-.019
-.013
.006
-.009
-.008
-.022
-.017
-.013

.001
-.003
.002
.002
-.003
-.001
.003
-.007
-.004
-.020
-.005
-.004
-.020
-.008
.001

-.003
.007
-.000
-.004
.006
.004
-.008
-.002
-.003
-.019
-.005
-.004
.018
.010
-.007

.001
-.003
-.002
-.005
-.007
-.002
-.003
-.006
-.001
.004
-.003
-.002
-.008
-.005
-.009

-.002
.007
.002
-.013
.003
-.008
-.016
-.011
-.027
.025
.017
-.003
.019
.010
.018

-.004
-.001
-.015
-.007
-.009
-.032
-.015
-.013
-.026
-.023
-.006
-.019
-.023
-.020
-.038

.001
-.002
.006
-.006
-.012
-.006
-.002
-.006
.000
.005
-.004
-.001
-.023
-.007
.009

.001
.003
-.002
-.009
.000
-.012
-.005
.002
-.010
.003
.002
-.001
.025
.001
-.010

-.001
-.004
.000
-.004
-.003
-.006
-.002
.000
-.005
-.001
.001
-.005
-.012
-.005
-.003

-.020
-.018
-.026
-.051
-.039
-.043
-.059
-.034
-.044
.078
-.002
-.023
.067
-.027
.046

-.007
.023
.023
-.020
.010
.019
-.018
.024
.024
.059
.014
.029
.100
.047
.090

-.006
.005
-.006
-.000
-.005
-.010
-.004
-.003
-.012
-.032
-.010
-.011
.037
-.009
.001

.004
-.006
.009
.001
-.008
.004
.001
-.005
.002
.013
.003
.011
-.011
-.007
.031

.001
-.004
-.000
-.004
-.008
-.008
-.004
-.005
-.003
-.010
-.005
-.007
-.000
-.007
-.007

.000
-.008
-.006
-.008
-.021
.000
-.016
-.016
.002
.016
-.013
.000
-.006
-.008
-.018

.001
-.003
-.001
-.011
-.017
-.009
-.007
-.018
-.013
.026
-.003
-.002
-.001
-.011
.006

.000
-.003
.002
.002
-.003
-.001
.003
-.008
-.004
-.012
-.003
-.002
-.012
-.006
.010

-.003
.007
-.001
-.005
.006
.003
-.008
-.002
-.004
-.015
-.004
-.003
.023
.010
-.004

.001
-.003
-.003
-.005
-.007
-.002
-.003
-.006
-.002
.006
-.002
-.002
-.005
-.004
-.008

-.001
.006
.001
-.011
.003
-.009
-.016
-.013
-.030
.162
.051
.030
.147
.043
.149

-.005
-.000
-.017
-.008
-.010
-.035
-.015
-.014
-.028
.043
.011
-.004
.043
-.005
.028

.002
-.003
.007
-.005
-.013
-.005
-.001
-.007
.001
.039
.005
.009
.007
.002
.044

.001
.003
-.002
-.008
.000
-.012
-.004
.002
-.010
.019
.006
.003
.041
.005
.006

-.002
-.004
.000
-.004
-.003
-.006
-.003
.000
-.005
.004
.002
-.004
-.006
-.003
.003

-.020
-.022
-.021
-.050
-.042
-.039
-.060
-.037
-.042
.481
.098
.085
.442
.071
.411

-.008
.020
.028
-.021
.007
.024
-.019
.021
.030
.251
.060
.080
.282
.095
.276

-.005
.003
-.004
.000
-.006
-.009
-.003
-.004
-.011
.041
.008
.007
.118
.009
.078

.005
-.005
.009
.002
-.007
.005
.002
-.004
.003
.051
.013
.021
.027
.003
.070

.001
-.003
-.000
-.004
-.007
-.008
-.004
-.005
-.003
.004
-.001
-.004
.016
-.003
.008

AAEB
.004
.006
.007
.010
.010
.011
.011
.010
.012
.021
.007
.009
.028
.013
.022
AAEB
.004
.006
.007
.010
.010
.011
.011
.010
.013
.078
.019
.017
.078
.019
.075

 Empirical SE versus average SE based on asymptotic

Table A11(b). Standard errors of the MLEs ():
formulas when z1 , z2 N (0, 1) & z3 , z4 , z5 LNs (0, 1/2).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
.30
.30
n
30
50 100 200 500
30
50 100 200 500
30
50 100 200
SEEP
3
.198 .145 .112 .073 .046 .242 .186 .133 .099 .059
.400 .291 .201 .146
4
.193 .140 .108 .076 .044 .253 .188 .130 .098 .058
.424 .333 .196 .150
5
.190 .144 .103 .073 .047 .252 .178 .128 .094 .059
.396 .320 .212 .149
31
.227 .175 .122 .089 .056 .295 .229 .153 .108 .064
.376 .296 .186 .136
41
.221 .171 .122 .086 .058 .281 .212 .156 .107 .065
.405 .296 .203 .133
51
.229 .190 .121 .089 .055 .278 .213 .152 .103 .064
.388 .315 .210 .138
32
.232 .180 .122 .092 .055 .276 .217 .151 .107 .066
.376 .278 .189 .138
42
.220 .174 .119 .090 .052 .274 .207 .155 .107 .066
.367 .290 .187 .141
52
.216 .183 .117 .090 .055 .286 .220 .151 .101 .068
.375 .297 .200 .140
33
.595 .500 .294 .219 .168 .696 .487 .374 .300 .186 1.007 .769 .419 .405
43
.255 .203 .136 .093 .066 .353 .256 .170 .134 .086
.471 .356 .222 .181
53
.257 .209 .140 .098 .068 .347 .244 .183 .130 .082
.454 .364 .236 .169
44
.532 .388 .298 .222 .132 .641 .416 .323 .363 .168 1.067 .789 .587 .310
54
.234 .193 .138 .099 .060 .311 .235 .160 .131 .077
.559 .370 .236 .157
55
.495 .491 .286 .205 .132 .637 .478 .357 .242 .163 1.028 .697 .484 .364
SEOI
3
.186 .147 .103 .074 .047 .236 .182 .132 .093 .059
.355 .283 .191 .140
4
.184 .146 .104 .075 .047 .236 .183 .130 .094 .059
.353 .283 .199 .139
5
.184 .145 .105 .074 .047 .237 .182 .132 .093 .059
.347 .284 .196 .142
31
.218 .172 .122 .087 .055 .266 .207 .148 .105 .067
.334 .272 .184 .133
41
.215 .171 .123 .089 .055 .266 .207 .146 .106 .066
.333 .273 .190 .133
51
.216 .171 .124 .088 .055 .267 .206 .149 .105 .067
.329 .273 .188 .135
32
.218 .172 .123 .086 .055 .263 .204 .149 .105 .067
.333 .269 .183 .133
42
.215 .171 .122 .088 .055 .262 .205 .147 .106 .067
.331 .272 .190 .132
52
.215 .171 .124 .087 .055 .264 .203 .150 .105 .067
.326 .272 .188 .135
33
.287 .228 .158 .112 .072 .372 .275 .202 .142 .090
.524 .385 .253 .186
43
.220 .174 .124 .089 .056 .287 .215 .155 .112 .070
.380 .303 .202 .144
53
.220 .175 .125 .088 .056 .285 .212 .157 .111 .070
.381 .305 .199 .146
44
.283 .222 .158 .116 .071 .374 .276 .196 .145 .089
.504 .410 .268 .182
54
.217 .173 .124 .090 .056 .287 .212 .155 .111 .070
.379 .314 .204 .145
55
.281 .224 .161 .113 .071 .373 .271 .203 .140 .090
.498 .406 .260 .190
SESW
3
.184 .146 .103 .073 .047 .229 .179 .130 .093 .059
.324 .268 .187 .139
4
.183 .144 .103 .075 .047 .231 .178 .129 .094 .058
.334 .277 .194 .137
5
.184 .145 .104 .074 .047 .229 .177 .131 .092 .059
.326 .276 .191 .141
31
.208 .167 .119 .085 .055 .247 .197 .145 .103 .067
.299 .257 .174 .131
41
.204 .165 .121 .087 .055 .249 .198 .142 .103 .066
.310 .257 .183 .129
51
.205 .163 .122 .087 .055 .252 .194 .145 .104 .067
.302 .259 .180 .132
32
.204 .168 .120 .086 .055 .250 .196 .146 .103 .066
.297 .252 .174 .131
42
.204 .165 .120 .087 .055 .248 .197 .144 .104 .066
.307 .253 .182 .129
52
.204 .164 .122 .086 .055 .248 .193 .146 .104 .067
.305 .253 .179 .132
33
.376 .340 .241 .187 .138 .457 .365 .297 .227 .155
.594 .483 .330 .272
43
.215 .182 .128 .095 .064 .280 .212 .160 .119 .077
.359 .295 .200 .149
53
.216 .179 .130 .094 .064 .277 .209 .162 .118 .077
.354 .297 .199 .156
44
.371 .310 .238 .193 .127 .441 .349 .276 .236 .146
.564 .503 .363 .256
54
.213 .174 .128 .095 .060 .276 .206 .155 .119 .075
.362 .306 .201 .147
55
.344 .312 .243 .177 .119 .442 .340 .286 .208 .141
.546 .488 .333 .273

.30
500
.093
.087
.089
.086
.083
.093
.086
.085
.091
.209
.100
.103
.218
.101
.219
.088
.089
.089
.084
.085
.085
.084
.085
.085
.116
.091
.090
.117
.091
.116
.088
.089
.088
.084
.085
.084
.083
.085
.084
.181
.097
.097
.182
.096
.168

Ave
.162
.165
.162
.173
.173
.176
.171
.169
.173
.442
.205
.206
.430
.204
.419
AAD
.008
.012
.010
.010
.010
.013
.008
.007
.011
.215
.031
.031
.203
.029
.192
AAD
.012
.015
.012
.018
.017
.020
.016
.013
.018
.132
.030
.030
.127
.030
.124

 Empirical SE versus average

Table A11(c). Standard errors of the MI estimates ():
when z1 , z2 N (0, 1) & z3 , z4 , z5 LNs (0, 1/2).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
n
30
50 100 200 500
30
50 100 200 500
30
SEEP
3
.200 .146 .112 .073 .047 .246 .189 .135 .099 .059
.410
4
.195 .140 .108 .076 .045 .257 .189 .130 .098 .058
.423
5
.190 .144 .103 .072 .047 .252 .179 .128 .094 .060
.402
31
.230 .174 .123 .088 .057 .299 .233 .154 .108 .064
.377
41
.223 .174 .123 .086 .058 .286 .213 .157 .107 .065
.405
51
.231 .191 .122 .090 .055 .280 .216 .152 .104 .065
.384
32
.236 .181 .123 .092 .055 .282 .221 .153 .108 .067
.385
42
.221 .176 .119 .091 .053 .279 .208 .155 .107 .066
.371
52
.218 .185 .118 .090 .055 .285 .222 .153 .101 .069
.377
33
.628 .513 .299 .219 .169 .833 .530 .394 .307 .189 1.572
43
.268 .211 .137 .093 .067 .390 .274 .176 .136 .087
.639
53
.267 .214 .142 .098 .068 .383 .261 .188 .132 .084
.587
44
.559 .399 .301 .222 .134 .766 .450 .333 .368 .169 1.795
54
.241 .199 .138 .099 .061 .344 .246 .162 .132 .078
.790
55
.516 .499 .290 .206 .133 .739 .533 .373 .247 .165 1.579
SEOI
3
.191 .149 .104 .074 .047 .262 .192 .136 .095 .060
.437
4
.189 .149 .104 .075 .047 .259 .193 .135 .096 .059
.431
5
.188 .148 .106 .074 .047 .264 .192 .137 .095 .060
.425
31
.226 .176 .124 .087 .056 .294 .218 .153 .107 .067
.406
41
.223 .176 .124 .089 .055 .293 .219 .151 .108 .067
.401
51
.223 .175 .126 .088 .055 .297 .218 .154 .107 .068
.397
32
.226 .177 .124 .087 .056 .290 .216 .154 .107 .068
.404
42
.223 .176 .124 .088 .056 .288 .217 .152 .108 .067
.399
52
.223 .175 .125 .088 .055 .293 .215 .156 .107 .068
.394
33
.314 .241 .161 .113 .073 .482 .313 .216 .148 .091
.885
43
.237 .183 .126 .090 .057 .351 .241 .164 .116 .071
.590
53
.236 .183 .128 .089 .057 .349 .236 .167 .114 .071
.591
44
.307 .235 .162 .117 .072 .468 .313 .209 .150 .091
.856
54
.233 .181 .128 .091 .057 .353 .237 .165 .115 .071
.581
55
.305 .236 .166 .115 .072 .474 .308 .219 .145 .091
.861
SESW
3
.191 .149 .104 .074 .047 .262 .192 .136 .095 .060
.437
4
.189 .149 .104 .075 .047 .259 .193 .135 .096 .059
.431
5
.188 .148 .106 .074 .047 .264 .192 .137 .095 .060
.425
31
.222 .173 .122 .087 .055 .288 .215 .152 .107 .067
.399
41
.218 .173 .123 .088 .056 .287 .217 .150 .107 .067
.393
51
.217 .170 .124 .088 .055 .291 .216 .153 .106 .068
.389
32
.219 .174 .123 .087 .056 .284 .213 .152 .107 .067
.397
42
.217 .173 .123 .088 .055 .282 .215 .151 .108 .067
.391
52
.215 .172 .125 .087 .055 .287 .213 .154 .107 .068
.387
33
.379 .324 .223 .170 .124 .503 .338 .249 .181 .120
.882
43
.237 .190 .128 .094 .062 .348 .239 .164 .117 .073
.583
53
.236 .186 .131 .093 .062 .344 .233 .167 .115 .073
.583
44
.373 .301 .221 .175 .115 .481 .336 .235 .188 .114
.848
54
.233 .182 .130 .094 .059 .348 .234 .163 .117 .072
.573
55
.348 .301 .227 .162 .108 .487 .327 .247 .170 .112
.852

SE based on formulas
.30
50

.30
100

.30
200

.30
500

.296
.338
.325
.300
.305
.316
.280
.299
.301
.955
.395
.404
.918
.410
.829

.203
.199
.211
.188
.205
.210
.190
.189
.200
.453
.233
.245
.645
.246
.531

.149
.152
.152
.138
.134
.141
.140
.141
.142
.425
.186
.176
.323
.162
.382

.093
.089
.090
.087
.084
.094
.086
.087
.092
.212
.103
.105
.223
.104
.225

.318
.317
.316
.305
.303
.302
.301
.301
.302
.511
.380
.383
.522
.391
.524

.201
.212
.207
.193
.202
.198
.192
.201
.198
.282
.223
.219
.305
.228
.293

.144
.144
.146
.137
.136
.138
.137
.137
.138
.198
.152
.154
.194
.153
.201

.090
.091
.091
.085
.087
.086
.086
.087
.086
.119
.094
.093
.121
.094
.120

.318
.317
.316
.301
.299
.298
.298
.297
.297
.518
.376
.378
.523
.385
.525

.201
.212
.207
.191
.201
.197
.191
.200
.197
.289
.220
.216
.318
.226
.300

.144
.144
.146
.136
.136
.138
.136
.136
.138
.212
.151
.153
.204
.152
.213

.090
.091
.091
.085
.087
.086
.086
.087
.086
.130
.093
.093
.133
.094
.129

Ave
.164
.166
.163
.175
.175
.177
.173
.171
.174
.513
.226
.224
.507
.227
.483
AAD
.007
.006
.006
.005
.003
.007
.006
.005
.005
.237
.021
.019
.232
.024
.208
AAD
.007
.006
.006
.005
.003
.007
.005
.005
.005
.204
.021
.019
.203
.024
.183

 and MI estimates ()

Table A12(a). Empirical biases of the MLEs ()

z3 , z4 , z5 N (0, 1).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
n
30
50
100
200
500
30
50
100
200

3
.003 -.003 .003 -.003 .000 -.011 .009 -.001 -.002
4
-.010 -.005 -.002 .004 -.005
.000 .000 -.010 .002
5
-.006 .003 .006 -.001 -.003
.010 -.035
.002 -.011
31
.001 -.028 .003
.002 -.006
.007 -.003 -.010 -.014
41 -.031 -.027 -.002 .012 -.010
.005 -.014 -.036 .002
51 -.012 -.015 .011
.013 -.005
.026 -.089 -.024 -.026
32 -.022 -.030 -.002 -.006 -.006 -.016 -.006 -.005 -.009
42 -.031 -.032 -.011 -.007 -.010 -.031 -.011 -.024 .008
52 -.003 -.020 .006 -.003 -.003 -.031 -.047 -.008 -.022
33
.041
.006 .010
.006 -.000
.287 .150
.072 .029
43 -.021 -.015 .000
.000 -.005
.084 .038 -.000 .011
53
.003
.002 .006
.008 -.004
.086 .013
.006 -.003
44
.020
.013 .004
.014 -.003
.269 .164
.029 .046
54 -.014 -.002 .000
.013 -.006
.070 .004 -.009 .001
55
.049
.026 .028
.018 -.000
.287 .105
.055 .018

3
.003 -.001 .003 -.003 .000 -.010 .012 -.002 -.000
4
-.009 -.005 -.002 .003 -.005
.001 .000 -.012 .004
5
-.007 .004 .006 -.001 -.003
.009 -.035
.002 -.010
31
.002 -.025 .003
.001 -.007
.007 .008 -.009 -.012
41 -.029 -.024 -.004 .011 -.010
.010 -.012 -.039 .005
51 -.014 -.013 .011
.011 -.006
.023 -.088 -.022 -.025
32 -.025 -.028 -.003 -.007 -.006 -.015 -.003 -.005 -.006
42 -.029 -.031 -.012 -.008 -.010 -.030 -.012 -.027 .010
52 -.005 -.020 .005 -.004 -.003 -.032 -.045 -.007 -.020
33
.152
.068 .036
.018 .004
.716 .394
.176 .082
43
.007
.004 .006
.002 -.004
.212 .103
.027 .026
53
.027
.018 .012
.009 -.003
.197 .080
.035 .013
44
.136
.073 .030
.026 .002
.725 .396
.128 .099
54
.009
.015 .006
.014 -.005
.186 .072
.015 .016
55
.155
.085 .055
.029 .004
.726 .340
.159 .069

when z1 , z2 LNs (0, 1/2) &

.18
500

.30
30

.30
50

.30
100

.30
200

.30
500

.001
-.004
.001
-.007
-.013
-.009
-.006
-.010
-.013
.010
-.000
-.003
-.003
-.007
.006

-.054
-.045
-.019
-.091
-.070
-.014
-.070
-.061
-.030
.910
.129
.126
.866
.177
1.106

-.041
.002
.024
-.047
.024
.021
-.043
.011
.046
.418
.046
.139
.521
.136
.520

-.002
-.021
-.017
.009
-.020
-.029
-.002
-.014
-.013
.221
.044
.047
.236
.018
.196

0.004
-0.006
0.003
0.003
-0.009
0.001
0.003
-0.001
-0.001
0.116
0.032
0.031
0.111
0.024
0.107

-.003
-.001
.004
-.012
-.005
-.005
-.009
-.002
.003
.031
.009
.007
.043
.010
.051

.002
-.004
.001
-.006
-.012
-.009
-.005
-.010
-.012
.031
.005
.003
.016
-.002
.025

-.049
-.041
-.017
-.083
-.059
-.017
-.069
-.056
-.028
2.182
.411
.452
2.153
.502
2.389

-.040
.006
.029
-.047
.026
.029
-.044
.016
.048
1.088
.211
.314
1.172
.314
1.218

-.002
-.018
-.012
.005
-.019
-.023
-.000
-.009
-.007
.514
.117
.131
.553
.097
.510

0.005
-0.006
0.002
0.005
-0.010
-0.000
0.002
0.000
-0.002
0.254
0.067
0.063
0.251
0.056
0.242

-.002
-.000
.003
-.010
-.005
-.006
-.009
-.002
.002
.088
.024
.020
.096
.022
.103

AAEB
.009
.008
.010
.016
.019
.020
.016
.018
.017
.154
.029
.032
.156
.033
.171
AAEB
.009
.008
.009
.015
.018
.020
.015
.017
.016
.387
.082
.092
.390
.089
.407

 Empirical SE versus average SE based on

Table A12(b). Standard errors with the MLEs ():
formulas when z1 , z2 LNs (0, 1/2) & z3 , z4 , z5 N (0, 1).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
n
30
50 100 200 500
30
50 100 200 500
30
50
SEEP
3
.217 .148 .116 .080 .048
.335 .252 .176 .118 .074
.699
.486
4
.205 .155 .110 .080 .048
.340 .277 .170 .118 .076
.692
.504
5
.212 .165 .107 .079 .050
.358 .267 .161 .124 .075
.744
.488
31
.577 .328 .265 .201 .121
.774 .515 .353 .238 .145 1.074
.788
41
.514 .344 .259 .196 .117
.696 .535 .363 .263 .151 1.038
.907
51
.562 .380 .290 .217 .121
.745 .495 .336 .250 .152 1.248
.771
32
.419 .290 .204 .169 .097
.602 .454 .290 .199 .122
.952
.643
42
.381 .291 .201 .152 .093
.561 .496 .289 .205 .126
.915
.671
52
.437 .305 .205 .161 .100
.591 .527 .266 .200 .126 1.018
.695
33
.629 .341 .246 .183 .101
.957 .609 .373 .259 .148 2.187 1.085
43
.401 .268 .197 .148 .088
.739 .488 .287 .217 .128 1.409
.882
53
.475 .288 .194 .159 .089
.753 .524 .270 .198 .124 1.999
.925
44
.530 .342 .232 .171 .101
.899 .735 .371 .270 .154 1.869 1.378
54
.416 .308 .191 .151 .088
.698 .510 .269 .211 .130 1.914
.951
55
.662 .389 .251 .194 .108 1.101 .703 .347 .253 .156 3.540 1.295
SEOI
3
.204 .157 .111 .078 .049
.328 .250 .172 .120 .075
.601
.476
4
.203 .157 .110 .078 .049
.331 .251 .170 .120 .075
.602
.472
5
.204 .157 .112 .078 .049
.329 .249 .172 .120 .075
.611
.475
31
.302 .228 .168 .118 .073
.487 .383 .259 .183 .114
.765
.628
41
.300 .230 .168 .119 .073
.495 .383 .256 .183 .114
.775
.619
51
.300 .230 .169 .119 .073
.490 .379 .258 .183 .114
.786
.623
32
.286 .212 .156 .107 .067
.445 .342 .239 .166 .104
.720
.571
42
.285 .212 .155 .107 .067
.451 .343 .236 .166 .104
.721
.563
52
.286 .213 .157 .107 .067
.447 .341 .238 .166 .104
.735
.567
33
.404 .290 .208 .145 .090
.746 .516 .335 .227 .142 1.587
.961
43
.314 .229 .164 .115 .071
.592 .409 .259 .182 .111 1.240
.803
53
.318 .232 .166 .115 .071
.589 .394 .263 .178 .112 1.310
.798
44
.389 .294 .206 .146 .090
.749 .516 .318 .233 .140 1.544 1.041
54
.310 .234 .165 .116 .071
.589 .397 .257 .179 .111 1.264
.825
55
.406 .297 .212 .147 .090
.739 .482 .328 .222 .141 1.712 1.017
SESW
3
.199 .155 .110 .077 .049
.314 .243 .170 .119 .075
.556
.457
4
.199 .155 .110 .078 .049
.317 .242 .167 .119 .075
.566
.457
5
.199 .156 .110 .078 .049
.314 .240 .170 .120 .075
.578
.459
31
.358 .277 .226 .167 .108
.540 .430 .303 .219 .140
.789
.664
41
.354 .279 .225 .169 .107
.541 .426 .297 .223 .138
.802
.663
51
.354 .282 .231 .171 .108
.551 .414 .298 .219 .139
.819
.658
32
.315 .242 .193 .137 .090
.485 .372 .269 .189 .120
.738
.588
42
.312 .243 .191 .137 .089
.479 .375 .264 .191 .119
.730
.581
52
.319 .246 .195 .137 .090
.474 .369 .267 .189 .120
.758
.585
33
.418 .305 .226 .161 .101
.763 .535 .350 .239 .149 1.569
.961
43
.325 .246 .184 .133 .083
.603 .424 .274 .195 .120 1.210
.805
53
.329 .249 .186 .134 .084
.611 .407 .277 .190 .120 1.280
.799
44
.410 .306 .225 .163 .100
.760 .534 .333 .247 .147 1.493 1.045
54
.323 .252 .186 .135 .083
.602 .408 .269 .194 .119 1.237
.817
55
.422 .314 .235 .164 .101
.765 .495 .342 .235 .149 1.694 1.030

asymptotic
.30
100

.30
200

.30
500

.334
.334
.331
.540
.610
.514
.463
.454
.445
.707
.562
.524
.778
.553
.626

.228
.250
.229
.343
.340
.342
.315
.346
.315
.422
.343
.324
.444
.354
.399

.150
.144
.145
.221
.210
.223
.187
.186
.191
.255
.201
.207
.249
.202
.262

.324
.327
.324
.425
.429
.425
.394
.398
.394
.593
.475
.466
.599
.467
.579

.226
.226
.226
.295
.295
.294
.269
.270
.268
.384
.304
.306
.379
.304
.385

.143
.143
.143
.185
.186
.186
.168
.169
.169
.228
.183
.183
.232
.185
.233

.316
.320
.316
.457
.465
.455
.417
.418
.412
.603
.484
.475
.611
.468
.585

.224
.225
.223
.320
.319
.316
.286
.290
.285
.391
.311
.313
.390
.312
.390

.143
.143
.143
.205
.205
.205
.180
.180
.180
.235
.190
.190
.238
.191
.239

Ave
.231
.234
.236
.432
.436
.443
.360
.358
.372
.567
.424
.470
.568
.463
.686
AAD
.012
.013
.016
.125
.128
.134
.077
.075
.088
.110
.060
.104
.110
.098
.220
AAD
.018
.019
.022
.086
.089
.095
.052
.051
.064
.100
.051
.095
.101
.090
.208

 Empirical SE versus average SE based on formulas

Table A12(c). Standard errors of the MI estimates ():
when z1 , z2 LNs (0, 1/2) & z3 , z4 , z5 N (0, 1).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
.30
.30
n
30
50 100 200 500
30
50 100 200 500
30
50 100 200
SEEP
3
.216 .150 .116 .080 .048
.338 .257 .178 .121 .076
.709
.494 .340 .229
4
.209 .155 .110 .080 .048
.340 .282 .174 .118 .076
.707
.514 .347 .253
5
.211 .165 .107 .079 .050
.363 .270 .163 .127 .075
.747
.501 .337 .233
31
.580 .336 .267 .201 .121
.773 .531 .353 .246 .148 1.097
.800 .536 .346
41
.529 .350 .263 .194 .117
.703 .544 .370 .268 .151 1.042
.908 .624 .345
51
.544 .381 .292 .216 .121
.744 .507 .343 .255 .152 1.247
.816 .527 .349
32
.416 .292 .204 .171 .098
.604 .459 .291 .204 .124
.955
.650 .464 .318
42
.390 .295 .202 .152 .094
.563 .505 .291 .208 .127
.930
.673 .465 .343
52
.428 .305 .205 .163 .101
.597 .537 .269 .202 .126 1.010
.700 .449 .315
33
.702 .372 .256 .189 .102 1.151 .702 .394 .277 .153 2.662 1.306 .768 .453
43
.430 .278 .200 .148 .089
.831 .523 .301 .226 .130 1.663
.998 .592 .355
53
.465 .300 .200 .160 .090
.854 .554 .284 .206 .127 2.043 1.010 .544 .334
44
.596 .375 .245 .172 .103 1.161 .814 .395 .284 .157 2.459 1.577 .878 .465
54
.423 .321 .197 .151 .089
.754 .555 .281 .220 .132 1.974 1.102 .596 .365
55
.681 .417 .264 .196 .109 1.278 .787 .373 .263 .159 3.984 1.524 .717 .429
SEOI
3
.218 .163 .113 .079 .049
.380 .273 .181 .124 .077
.721
.523 .339 .233
4
.217 .164 .113 .079 .049
.386 .271 .179 .124 .076
.724
.518 .346 .234
5
.217 .163 .113 .079 .049
.382 .271 .179 .123 .076
.734
.530 .346 .231
31
.333 .242 .174 .121 .074
.565 .422 .274 .189 .117
.900
.680 .444 .303
41
.328 .242 .174 .121 .074
.583 .413 .269 .189 .115
.918
.671 .449 .305
51
.327 .243 .174 .121 .074
.571 .412 .271 .187 .116
.926
.683 .452 .302
32
.313 .225 .160 .109 .068
.520 .373 .253 .172 .106
.862
.624 .412 .278
42
.311 .224 .160 .109 .068
.526 .373 .248 .171 .105
.860
.614 .424 .278
52
.310 .224 .160 .109 .068
.522 .374 .249 .171 .105
.878
.628 .421 .275
33
.494 .328 .220 .149 .091 1.121 .668 .380 .243 .148 2.650 1.392 .723 .434
43
.380 .257 .172 .117 .072
.854 .507 .291 .195 .115 1.972 1.073 .562 .336
53
.381 .260 .174 .118 .072
.862 .494 .292 .188 .115 1.999 1.094 .562 .337
44
.480 .330 .218 .151 .091 1.139 .653 .361 .250 .144 2.691 1.423 .749 .426
54
.368 .259 .173 .119 .072
.843 .494 .288 .191 .114 2.027 1.124 .576 .334
55
.490 .334 .224 .151 .091 1.142 .623 .370 .237 .145 2.888 1.480 .735 .429
SESW
3
.218 .163 .113 .079 .049
.380 .273 .181 .124 .077
.721
.523 .339 .233
4
.217 .164 .113 .079 .049
.386 .271 .179 .124 .076
.724
.518 .346 .234
5
.217 .163 .113 .079 .049
.382 .271 .179 .123 .076
.734
.530 .346 .231
31
.416 .305 .238 .171 .109
.669 .499 .329 .229 .143 1.014
.770 .501 .338
41
.408 .304 .235 .173 .109
.678 .488 .321 .233 .141 1.031
.769 .509 .337
51
.407 .306 .242 .174 .109
.674 .478 .324 .228 .142 1.052
.775 .507 .335
32
.370 .268 .202 .140 .091
.596 .427 .293 .199 .123
.966
.689 .455 .304
42
.368 .269 .201 .140 .090
.596 .431 .286 .201 .122
.956
.683 .467 .305
52
.371 .270 .204 .141 .091
.592 .430 .289 .198 .122
.984
.698 .464 .300
33
.571 .371 .251 .170 .103 1.274 .748 .420 .264 .158 2.942 1.534 .783 .460
43
.431 .290 .199 .138 .085
.953 .561 .319 .214 .124 2.135 1.162 .604 .353
53
.433 .295 .202 .139 .085
.962 .545 .322 .206 .125 2.176 1.182 .601 .355
44
.559 .372 .246 .171 .102 1.287 .738 .397 .274 .154 2.964 1.575 .815 .451
54
.421 .294 .200 .140 .085
.934 .547 .316 .211 .124 2.199 1.213 .616 .353
55
.568 .380 .258 .172 .104 1.298 .698 .408 .258 .155 3.214 1.630 .796 .455

.30
500
.154
.145
.148
.227
.212
.228
.190
.188
.194
.266
.207
.216
.256
.207
.273
.144
.144
.145
.187
.187
.188
.170
.170
.171
.240
.189
.192
.239
.191
.244
.144
.144
.145
.209
.208
.209
.184
.184
.185
.251
.198
.201
.249
.200
.254

Ave
.234
.237
.238
.437
.441
.448
.363
.362
.373
.650
.465
.492
.662
.491
.764
AAD
.009
.009
.007
.102
.106
.112
.053
.052
.062
.043
.046
.033
.071
.036
.127
AAD
.009
.009
.007
.041
.045
.051
.016
.018
.022
.061
.059
.041
.057
.044
.089

Table
pm
n

3
4
5
31
41
51
32
42
52
33
43
53
44
54
55

3
4
5
31
41
51
32
42
52
33
43
53
44
54
55

and MI estimates ()
when z1 , z2 , z3 , z4 , z5 LNs (0, 1/2).
A13(a). Empirical biases of the MLEs ()
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
.30
.30
30
50
100
200
500
30
50
100
200
500
30
50
100
200

.30
500

-.002
-.009
-.013
-.014
-.021
-.015
-.025
-.022
-.005
.021
-.021
-.011
.030
-.008
-.002

-.002
-.003
.004
-.034
-.030
-.012
-.035
-.040
-.023
.016
-.017
-.006
-.002
-.010
.031

.003
.000
.006
.004
.005
.004
.005
-.005
.000
-.002
.001
.001
.005
-.001
.026

-.004
.005
-.001
-.000
.010
.013
-.010
-.007
-.005
-.010
-.005
.001
.024
.013
.007

.001
-.004
-.002
-.006
-.011
-.005
-.005
-.011
-.004
.009
-.004
-.002
-.009
-.007
-.009

-.014
-.002
-.002
-.001
.001
.001
-.021
-.032
-.050
.283
.089
.062
.245
.057
.280

-.000
-.000
-.030
-.013
-.012
-.075
-.009
-.005
-.039
.132
.043
.010
.144
.012
.091

-.001
-.011
.001
-.014
-.032
-.023
-.011
-.022
-.012
.064
-.000
.002
.019
-.012
.052

-.003
.003
-.007
-.017
.001
-.025
-.012
.003
-.021
.027
.010
-.003
.061
.004
.013

.001
-.006
-.001
-.006
-.010
-.013
-.006
-.008
-.013
.013
.003
-.003
-.001
-.005
.006

-.064
-.046
-.014
-.115
-.075
-.026
-.094
-.068
-.038
.855
.094
.094
.730
.057
1.068

-.039
.016
.053
-.069
.014
.066
-.049
.020
.088
.446
.049
.162
.483
.182
.665

-.002
-.011
-.017
.007
-.020
-.022
.010
-.005
-.011
.165
.034
.038
.240
.012
.183

.010
-.005
.006
.012
-.010
.006
.014
-.001
.003
.140
.046
.043
.104
.025
.127

-.000
-.003
.005
-.007
-.012
-.007
-.005
-.005
.002
.034
.006
.006
.043
.007
.046

-.002
-.009
-.014
-.013
-.019
-.019
-.028
-.020
-.008
.130
.008
.011
.145
.015
.093

-.001
-.002
.004
-.031
-.027
-.010
-.032
-.038
-.022
.079
.001
.011
.057
.008
.090

.003
-.000
.006
.004
.004
.004
.005
-.006
-.000
.025
.007
.008
.031
.005
.053

-.004
.005
-.001
-.001
.009
.011
-.012
-.008
-.006
.002
-.003
.002
.037
.015
.017

.001
-.004
-.002
-.007
-.011
-.006
-.005
-.011
-.004
.013
-.003
-.001
-.004
-.006
-.005

-.013
-.001
-.004
-.002
.006
-.004
-.019
-.031
-.053
.704
.205
.176
.698
.171
.743

.004
.000
-.028
-.002
-.009
-.072
-.005
-.005
-.036
.372
.108
.077
.368
.076
.330

-.001
-.013
.001
-.014
-.036
-.021
-.012
-.025
-.011
.169
.026
.030
.115
.012
.157

-.002
.005
-.006
-.016
.003
-.024
-.009
.006
-.019
.081
.024
.012
.115
.019
.064

.001
-.006
-.000
-.006
-.010
-.013
-.005
-.008
-.012
.034
.009
.003
.018
-.000
.025

-.057
-.037
-.015
-.106
-.066
-.028
-.095
-.061
-.039
2.196
.426
.450
2.000
.396
2.360

-.038
.022
.057
-.068
.019
.071
-.049
.027
.087
1.151
.228
.345
1.160
.360
1.388

-.001
-.009
-.012
.004
-.020
-.016
.013
-.000
-.005
.448
.099
.118
.550
.086
.500

.011
-.005
.005
.013
-.011
.005
.013
.000
.001
.275
.081
.075
.242
.057
.266

.000
-.003
.003
-.006
-.012
-.009
-.004
-.006
.000
.089
.020
.019
.097
.018
.098

AAEB
.010
.008
.011
.021
.018
.021
.021
.017
.021
.148
.028
.029
.143
.027
.174
AAEB
.009
.008
.011
.019
.017
.021
.020
.017
.020
.384
.083
.089
.376
.083
.413

 Empirical SE versus average SE based on

Table A13(b). Standard errors of the MLEs ():
formulas when z1 , z2 , z3 , z4 , z5 LNs (0, 1/2).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
n
30
50 100 200 500
30
50 100 200 500
30
50
SEEP
3
.213 .148 .117 .077 .048
.327 .250 .173 .124 .077
.674
.472
4
.205 .150 .113 .078 .047
.336 .261 .168 .121 .076
.648
.489
5
.207 .160 .107 .078 .049
.352 .253 .165 .123 .075
.743
.526
31
.557 .329 .267 .194 .123
.736 .505 .337 .244 .145 1.003
.776
41
.506 .337 .284 .195 .118
.668 .530 .352 .263 .155
.925
.826
51
.517 .378 .275 .220 .118
.692 .499 .331 .252 .147 1.181
.931
32
.405 .282 .206 .166 .097
.617 .464 .280 .202 .124
.936
.622
42
.382 .279 .205 .151 .092
.557 .521 .286 .201 .128
.847
.625
52
.419 .302 .203 .159 .096
.589 .489 .272 .198 .127
.921
.745
33
.759 .582 .356 .262 .185 1.145 .781 .495 .371 .227 2.768 1.441
43
.433 .281 .207 .148 .094
.738 .538 .293 .223 .140 1.142
.895
53
.443 .306 .198 .158 .096
.769 .491 .289 .211 .132 1.367 1.015
44
.736 .457 .361 .254 .151 1.074 .970 .471 .451 .225 2.008 1.396
54
.425 .310 .201 .156 .089
.676 .566 .288 .222 .136 1.668
.992
55
.728 .616 .337 .273 .151 1.182 .766 .461 .327 .205 3.715 2.267
SEOI
3
.199 .155 .109 .077 .049
.315 .241 .169 .119 .075
.569
.460
4
.199 .154 .109 .078 .049
.316 .241 .166 .120 .075
.564
.459
5
.196 .155 .111 .077 .049
.321 .242 .169 .119 .075
.577
.465
31
.295 .224 .165 .117 .073
.464 .369 .255 .181 .114
.720
.613
41
.294 .225 .166 .119 .073
.473 .368 .252 .183 .113
.721
.602
51
.288 .225 .167 .118 .072
.477 .369 .254 .180 .114
.739
.617
32
.279 .208 .154 .106 .068
.425 .331 .236 .164 .104
.682
.548
42
.277 .208 .153 .107 .067
.429 .332 .232 .166 .103
.677
.544
52
.273 .210 .156 .106 .067
.434 .331 .236 .164 .104
.683
.557
33
.390 .288 .205 .142 .090
.726 .496 .327 .224 .142 1.531
.953
43
.307 .224 .162 .114 .071
.563 .391 .252 .180 .111 1.090
.761
53
.301 .228 .163 .113 .071
.562 .380 .258 .176 .111 1.166
.785
44
.392 .285 .206 .147 .089
.723 .498 .315 .234 .140 1.419 1.018
54
.298 .228 .163 .116 .070
.561 .386 .253 .178 .111 1.106
.822
55
.385 .296 .210 .146 .089
.727 .478 .324 .220 .140 1.697 1.148
SESW
3
.190 .151 .108 .076 .049
.294 .227 .164 .116 .075
.499
.428
4
.192 .149 .108 .078 .048
.298 .226 .162 .119 .074
.516
.433
5
.189 .152 .109 .077 .049
.298 .224 .163 .116 .075
.536
.442
31
.344 .272 .221 .165 .108
.508 .407 .296 .215 .140
.709
.630
41
.345 .272 .226 .168 .107
.509 .406 .290 .220 .137
.724
.625
51
.338 .277 .227 .170 .107
.526 .398 .291 .214 .138
.762
.651
32
.303 .236 .190 .135 .090
.469 .358 .263 .186 .120
.675
.554
42
.304 .235 .189 .136 .089
.457 .364 .257 .189 .119
.663
.542
52
.305 .240 .192 .136 .089
.457 .356 .261 .185 .120
.703
.570
33
.495 .421 .301 .223 .158
.889 .627 .436 .309 .201 1.683 1.119
43
.318 .251 .187 .136 .089
.591 .408 .273 .199 .125 1.026
.757
53
.315 .255 .188 .136 .089
.584 .395 .277 .193 .125 1.116
.784
44
.525 .388 .303 .231 .146
.851 .623 .406 .327 .195 1.521 1.127
54
.318 .252 .189 .139 .085
.576 .399 .266 .199 .123 1.083
.810
55
.476 .414 .307 .219 .139
.879 .580 .413 .289 .187 1.872 1.359

asymptotic
.30
100

.30
200

.30
500

.313
.319
.326
.502
.571
.506
.429
.449
.443
.778
.509
.526
.912
.523
.759

.234
.247
.226
.357
.336
.352
.329
.364
.329
.711
.414
.361
.542
.364
.546

.147
.142
.146
.222
.206
.220
.188
.182
.192
.318
.201
.207
.331
.203
.322

.308
.318
.316
.406
.417
.415
.375
.387
.384
.558
.451
.448
.587
.458
.568

.223
.222
.224
.289
.289
.293
.264
.265
.267
.390
.304
.305
.376
.302
.389

.141
.143
.142
.183
.185
.184
.166
.168
.167
.228
.182
.182
.230
.183
.230

Ave
.226
.227
.236
.420
.418
.441
.356
.351
.366
.745
.417
.438
.689
.455
.844
AAD
.013
.013
.021
.122
.119
.140
.083
.077
.090
.299
.073
.088
.245
.106
.374

.294
.303
.301
.427
.448
.443
.388
.404
.395
.651
.454
.454
.714
.463
.660

.220
.218
.218
.315
.310
.313
.285
.285
.283
.493
.322
.328
.458
.315
.465

.141
.141
.141
.203
.203
.203
.178
.179
.179
.285
.193
.193
.285
.193
.278

.025
.022
.030
.089
.085
.104
.061
.057
.067
.192
.062
.076
.149
.094
.275

 Empirical SE versus average SE based on formulas

Table A13(c). Standard errors of the MI estimates ():
when z1 , z2 , z3 , z4 , z5 LNs (0, 1/2).
pm
.06
.06
.06
.06
.06
.18
.18
.18
.18
.18
.30
.30
.30
.30
n
30
50 100 200 500
30
50 100 200 500
30
50
100 200
SEEP
3
.211 .150 .117 .077 .049
.328
.256 .174 .127 .078
.683
.490
.320 .232
4
.208 .151 .114 .078 .047
.333
.265 .171 .121 .076
.662
.502
.331 .248
5
.205 .160 .108 .078 .049
.355
.261 .167 .126 .075
.747
.536
.333 .231
31
.559 .339 .268 .194 .123
.731
.520 .338 .251 .148 1.015
.797
.504 .356
41
.527 .341 .290 .193 .119
.669
.537 .356 .267 .154
.909
.820
.583 .340
51
.496 .380 .278 .219 .118
.691
.521 .339 .257 .147 1.195
.969
.521 .361
32
.402 .285 .205 .168 .098
.616
.469 .280 .207 .126
.940
.632
.433 .327
42
.394 .282 .206 .151 .094
.551
.527 .285 .205 .129
.863
.626
.460 .354
52
.411 .301 .203 .161 .097
.596
.499 .275 .201 .128
.928
.746
.448 .329
33
.867 .633 .371 .271 .187 1.498
.951 .542 .397 .233 4.501 2.099
.945 .745
43
.480 .296 .211 .149 .096
.830
.590 .309 .233 .143 1.715 1.064
.536 .415
53
.430 .319 .205 .160 .097
.916
.542 .303 .220 .135 1.677 1.192
.568 .368
44
.841 .495 .379 .258 .154 1.667 1.113 .513 .474 .230 3.652 1.912 1.099 .577
54
.424 .324 .206 .156 .090
.762
.624 .302 .233 .138 1.941 1.172
.580 .368
55
.774 .665 .352 .277 .152 1.620
.944 .514 .345 .211 4.967 3.066
.959 .615
SEOI
3
.211 .161 .111 .078 .049
.365
.263 .178 .123 .077
.680
.507
.323 .230
4
.212 .160 .111 .079 .049
.367
.260 .175 .124 .076
.676
.504
.335 .230
5
.207 .161 .113 .078 .049
.374
.263 .177 .122 .076
.694
.517
.337 .229
31
.324 .237 .171 .119 .074
.538
.406 .270 .187 .117
.845
.664
.425 .299
41
.321 .236 .172 .121 .073
.556
.397 .264 .189 .115
.855
.654
.434 .299
51
.312 .238 .172 .119 .074
.558
.400 .267 .185 .116
.871
.670
.440 .300
32
.304 .220 .158 .107 .068
.494
.361 .249 .169 .106
.813
.600
.392 .274
42
.301 .220 .158 .109 .068
.498
.361 .243 .171 .105
.806
.595
.409 .273
52
.294 .221 .159 .108 .068
.508
.362 .246 .168 .105
.817
.614
.410 .273
33
.482 .328 .218 .147 .092 1.092
.645 .374 .241 .148 2.625 1.415
.687 .441
43
.368 .249 .170 .116 .072
.797
.484 .283 .193 .115 1.738 1.031
.530 .334
53
.358 .254 .171 .116 .072
.822
.475 .287 .186 .115 1.780 1.073
.538 .335
44
.484 .320 .218 .151 .090 1.114
.637 .357 .251 .144 2.540 1.440
.736 .423
54
.349 .252 .171 .118 .071
.805
.477 .283 .189 .114 1.794 1.093
.556 .331
55
.459 .333 .222 .149 .091 1.170
.620 .366 .235 .144 2.892 1.592
.729 .437
SESW
3
.211 .161 .111 .078 .049
.365
.263 .178 .123 .077
.680
.507
.323 .230
4
.212 .160 .111 .079 .049
.367
.260 .175 .124 .076
.676
.504
.335 .230
5
.207 .161 .113 .078 .049
.374
.263 .177 .122 .076
.694
.517
.337 .229
31
.403 .300 .236 .170 .109
.639
.482 .324 .227 .143
.950
.750
.482 .334
41
.402 .299 .236 .173 .108
.652
.471 .316 .233 .141
.956
.747
.494 .332
51
.390 .304 .238 .173 .109
.656
.469 .320 .225 .141
.990
.771
.498 .335
32
.359 .263 .201 .138 .091
.571
.415 .287 .198 .123
.909
.661
.435 .302
42
.358 .263 .199 .140 .090
.569
.420 .280 .200 .122
.893
.659
.454 .301
52
.352 .267 .202 .140 .091
.577
.418 .286 .196 .122
.913
.688
.453 .301
33
.606 .440 .300 .214 .145 1.261
.744 .439 .288 .178 2.890 1.565
.752 .478
43
.421 .289 .201 .140 .089
.894
.540 .312 .213 .126 1.868 1.116
.569 .354
53
.410 .294 .203 .140 .089
.918
.527 .316 .205 .126 1.926 1.162
.576 .356
44
.623 .418 .299 .219 .136 1.275
.745 .413 .303 .173 2.793 1.583
.810 .458
54
.405 .290 .201 .142 .086
.894
.533 .310 .210 .124 1.938 1.185
.596 .350
55
.570 .438 .306 .208 .130 1.336
.712 .425 .275 .169 3.182 1.778
.797 .473

.30
500
.150
.144
.148
.226
.209
.224
.191
.185
.194
.331
.208
.214
.347
.209
.335
.143
.144
.143
.186
.187
.186
.169
.170
.169
.241
.188
.190
.238
.190
.241
.143
.144
.143
.208
.208
.207
.183
.183
.183
.260
.197
.200
.257
.199
.258

Ave
.229
.230
.239
.425
.421
.448
.359
.354
.368
.971
.485
.490
.914
.502
1.053
AAD
.007
.007
.008
.101
.096
.120
.060
.055
.066
.360
.044
.052
.304
.055
.408
AAD
.007
.007
.008
.041
.043
.059
.021
.023
.024
.267
.037
.030
.214
.027
.316

aa

bb