Figures (0)  Tables (3)
    • % of limit observations Number of limit observations (n0) X0βML
      Eq. (3)      		 X0βML-σγ0
      Eq. (10)      		 OLS
      10% 100 10 0 31
      20% 200 14 0 68
      25% 250 13 0 94
      30% 300 9 0 111
      33% 333 11 0 128
      40% 400 17 0 173
      50% 500 3 0 250
      60% 600 11 0 327
      67% 666 7 0 377
      70% 700 6 0 406
      75% 750 0 0 446
      80% 800 0 0 492
      90% 900 0 0 578

      Table 1. 

      Limit observations that were incorrectly predicted as non-limit.

    • X0βML Eq. (3) X0βML-σγ0 Eq. (10) OLS
      MAD 5.30 5.27 30.88
      RMSE 6.71 6.70 36.53

      Table 2. 

      Prediction performances (% of limit observations).

    • Error distribution MAD RMSE
      X0βML
      Eq. (3)      		 X0βML-σγ0 Eq. (10) OLS X0βML
      Eq. (3)      		 X0βML-σγ0 Eq. (10) OLS
      Normal 0.83 0.66 1.85 1.03 0.83 2.04
      t 0.82 0.68 1.86 1.04 0.84 2.05
      Uniform 0.85 0.67 1.84 0.99 0.81 2.03

      Table 3. 

      Prediction performances (different error distribution).