ARGATROBAN DATA -- GTS ALGORITHM 
 
 
INITIAL OLS ESTIMATION 
 
OLS estimates 
 
uindiv    1.000000 -5.087406 -1.523460
 2.000000 -5.316748 -1.997347
 3.000000 -5.054528 -2.319867
 4.000000 -5.109984 -1.446642
 5.000000 -5.101036 -1.681794
 6.000000 -4.739764 -1.633269
 7.000000 -5.839164 -2.094743
 8.000000 -4.761362 -1.646096
 9.000000 -5.406048 -1.416930
10.000000 -5.391064 -1.849500
11.000000 -5.849950 -1.801984
12.000000 -5.451012 -2.237110
13.000000 -5.981702 -2.001328
14.000000 -5.368875 -1.966769
15.000000 -6.199401 -2.095431
16.000000 -5.492127 -2.083073
17.000000 -6.122933 -1.927109
18.000000 -5.304374 -1.974915
19.000000 -5.205559 -1.881280
20.000000 -5.524927 -2.398156
21.000000 -5.369534 -2.235292
22.000000 -5.445647 -2.445654
23.000000 -5.519526 -2.113683
24.000000 -5.512732 -1.944723
25.000000 -5.749813 -2.190686
26.000000 -5.110668 -2.198795
27.000000 -5.993081 -1.978620
28.000000 -5.886762 -1.846389
29.000000 -5.240321 -1.894611
30.000000 -5.159957 -1.918164
31.000000 -4.952333 -1.918614
32.000000 -5.463692 -1.861603
33.000000 -6.165047 -1.904327
34.000000 -5.366761 -2.012673
35.000000 -5.457878 -1.788923
36.000000 -4.882799 -1.614647
37.000000 -4.957513 -2.318169

 
OLS pooled estimate of sigma  88.01405 
 
GLS-PL POOLED ESTIMATION 
 
Iteration  1 
Estimate of theta  0.1519031 
Iteration  2 
Estimate of theta  0.1986853 
Iteration  3 
Estimate of theta  0.2122114 
Iteration  4 
Estimate of theta  0.2161920 
Iteration  5 
Estimate of theta  0.2173757 
Iteration  6 
Estimate of theta  0.2177274 
Iteration  7 
Estimate of theta  0.2178323 
Iteration  8 
Estimate of theta  0.2178634 
Iteration  9 
Estimate of theta  0.2178727 
Iteration  10 
Estimate of theta  0.2178755 
Iteration  11 
Estimate of theta  0.2178763 
Iteration  12 
Estimate of theta  0.2178766 
Iteration  13 
Estimate of theta  0.2178766 
Iteration  14 
Estimate of theta  0.2178767 
Iteration  15 
Estimate of theta  0.2178767 
Iteration  16 
Estimate of theta  0.2178767 
Iteration  17 
Estimate of theta  0.2178767 
Iteration  18 
Estimate of theta  0.2178767 
Iteration  19 
Estimate of theta  0.2178767 
Iteration  20 
Estimate of theta  0.2178767 

 
 
Final GLS estimates after  20  iterations 
 
uindiv    1.000000 -5.085338 -1.497000
 2.000000 -5.318621 -1.960873
 3.000000 -5.049090 -2.217027
 4.000000 -5.107047 -1.422689
 5.000000 -5.101614 -1.659134
 6.000000 -4.736034 -1.616538
 7.000000 -5.838439 -2.071844
 8.000000 -4.773301 -1.544251
 9.000000 -5.435306 -1.409299
10.000000 -5.391729 -1.844980
11.000000 -5.864432 -1.779267
12.000000 -5.452431 -2.130798
13.000000 -5.990442 -1.964721
14.000000 -5.367324 -1.915666
15.000000 -6.211647 -2.037833
16.000000 -5.495639 -2.018732
17.000000 -6.130959 -1.907020
18.000000 -5.304722 -1.945485
19.000000 -5.200409 -1.885740
20.000000 -5.526983 -2.317226
21.000000 -5.372683 -2.138894
22.000000 -5.444101 -2.307702
23.000000 -5.525140 -2.040709
24.000000 -5.516302 -1.927503
25.000000 -5.755760 -2.111863
26.000000 -5.100674 -2.161463
27.000000 -5.999323 -1.952249
28.000000 -5.882172 -1.870262
29.000000 -5.243319 -1.812966
30.000000 -5.157970 -1.865957
31.000000 -4.956366 -1.779829
32.000000 -5.466538 -1.826363
33.000000 -6.172127 -1.889859
34.000000 -5.367375 -1.920727
35.000000 -5.465407 -1.737488
36.000000 -4.881074 -1.566532
37.000000 -4.951249 -2.160116

 
Final pooled estimate of sigma  23.46912 
 
RESULTS OF GTS ALGORITHM 
 
Number of iterations required  67 
 
Estimate of population beta and SEs 
 
 -5.433146  0.062089
-1.927125  0.026328

 
Estimate of population D 
 
b1 b2 0.137447600 0.006104642
0.006104642 0.006277064

 
Individual empirical Bayes estimates 
 
b1 b2 -5.176228 -1.906658
-5.327559 -1.923933
-5.076421 -1.918133
-5.185850 -1.903502
-5.151886 -1.902651
-4.846297 -1.897404
-5.816480 -1.964530
-4.883877 -1.895628
-5.447535 -1.863760
-5.400784 -1.915771
-5.865828 -1.900514
-5.431272 -1.952739
-5.984203 -1.955216
-5.369698 -1.923202
-6.202204 -1.992428
-5.484891 -1.945576
-6.127734 -1.931066
-5.304948 -1.926264
-5.208533 -1.913603
-5.492801 -2.010983
-5.354248 -1.971898
-5.411547 -2.012198
-5.514985 -1.963209
-5.515632 -1.929473
-5.742621 -2.016464
-5.082893 -1.953662
-5.996609 -1.951214
-5.877066 -1.912547
-5.254534 -1.889911
-5.165907 -1.904580
-4.976786 -1.886407
-5.473666 -1.889602
-6.170808 -1.909681
-5.368179 -1.923193
-5.477658 -1.846582
-4.924812 -1.851196
-4.933436 -1.948251