截断概率

估计量

n

Bias

$\widehat{SE}$

95%置信区间

0.2

${\widehat{\beta }}_{PLM}$

100

0.0174

0.0447

(0.96, 1.02), (1.97.2.03), (−1.01, −0.96)

200

0.0112

0.0274

(0.98, 1.01), (1.96, 2), (−1.01, −0.97)

400

−0.0081

0.0140

(0.99, 1.01), (1.97, 1.99), (−1, −0.99)

${\widehat{\beta }}_{NP}$

100

−0.0245

0.0204

(0.99, 1.01), (1.99, 2.02), (−1, −0.97)

200

0.0218

−0.0173

(0.99, 1.02), (1.98, 2.02), (−1.01, −0.98)

400

−0.0024

0.0149

(1, 1.02), (1.98, 2.01), (−1.01, −0.99)

0.4

${\widehat{\beta }}_{PLM}$

100

0.0259

0.0396

(0.95, 1.01), (1.95, 2.01), (−1.01, −0.97)

200

0.0155

0.0183

(0.98, 1.01), (1.97, 1.99), (−1, −0.98)

400

0.0132

0.0106

(0.98, 0.99), (1.98, 1.99), (−1, −0.99)

${\widehat{\beta }}_{NP}$

100

0.0149

0.0119

(0.98, 0.99), (1.97, 1.99), (−0.98, −0.97)

200

0.0036

0.0173

(0.99, 1.01), (1.98, 2), (−1.01, −0.99)

400

−0.0027

0.0118

(0.99, 1.01), (1.99, 2.01), (−1.01, −0.99)