Profile Inferences on Restricted Additive Partially Linear EV Models

Table 1

The finite sample performance of the estimators for 𝑓₁ under different sample sizes 𝑛 and Σ_𝑢𝑢.

Σ𝑢𝑢	𝑛=200	𝑛=300	𝑛=500
Σ𝑢𝑢=0.25𝐼2
Two-stage
SM	0.2249	0.1887	0.1530
STD	0.1152	0.0915	0.0552
Benchmark
SM	0.2239	0.1762	0.1494
STD	0.0958	0.0764	0.0533
Σ𝑢𝑢=0.4𝐼2
Two-stage
SM	0.2787	0.2298	0.1923
STD	0.1245	0.1077	0.0930
Benchmark
SM	0.2784	0.2284	0.1905
STD	0.1235	0.1043	0.0916
Σ𝑢𝑢=0.6𝐼2
Two-stage
SM	0.3253	0.2609	0.2162
STD	0.1728	0.1375	0.1038
Benchmark
SM	0.3200	0.2602	0.2153
STD	0.1707	0.1344	0.1008