Data: mat/FirmSize_top100_byYear.mat
T =   4 


 k =  10 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.3188 (0.2575) 
sigma_mle = 0.4412 (0.1937) 
mu_mle = 1.0047 (0.1841) 
MLEs 90th quantile of GEV:   2.46 
95 percent CI for Xsi:  -0.12 to   0.95 
95 percent CI for 90th GEV quantile:   1.36 to  13.98 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.23 
   Test that mu = sigma/xsi and xsi = 1:   1.66 
   Test for constant parameters (Nyblom)    0.55 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.19 


 k =  20 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.3690 (0.1481) 
sigma_mle = 0.4453 (0.1680) 
mu_mle = 0.9902 (0.1826) 
MLEs 90th quantile of GEV:   2.55 
95 percent CI for Xsi:   0.13 to   0.71 
95 percent CI for 90th GEV quantile:   1.44 to   7.96 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.76 
   Test that mu = sigma/xsi and xsi = 1:   2.72 
   Test for constant parameters (Nyblom)    0.68 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.07 


 k =  30 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4245 (0.1246) 
sigma_mle = 0.4788 (0.1775) 
mu_mle = 1.0015 (0.1949) 
MLEs 90th quantile of GEV:   2.81 
95 percent CI for Xsi:   0.23 to   0.69 
95 percent CI for 90th GEV quantile:   1.56 to   7.92 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.90 
   Test that mu = sigma/xsi and xsi = 1:   3.49 
   Test for constant parameters (Nyblom)    0.73 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.06 


 k =  40 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4358 (0.1041) 
sigma_mle = 0.4791 (0.1649) 
mu_mle = 0.9941 (0.1885) 
MLEs 90th quantile of GEV:   2.83 
95 percent CI for Xsi:   0.27 to   0.65 
95 percent CI for 90th GEV quantile:   1.56 to   7.18 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   1.44 
   Test that mu = sigma/xsi and xsi = 1:   4.25 
   Test for constant parameters (Nyblom)    1.09 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.03 


 k =  50 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4939 (0.1036) 
sigma_mle = 0.5482 (0.1966) 
mu_mle = 1.0467 (0.2161) 
MLEs 90th quantile of GEV:   3.31 
95 percent CI for Xsi:   0.33 to   0.71 
95 percent CI for 90th GEV quantile:   1.75 to   8.67 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.94 
   Test that mu = sigma/xsi and xsi = 1:   4.73 
   Test for constant parameters (Nyblom)    0.86 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.03 


 k =  60 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.5115 (0.0919) 
sigma_mle = 0.5631 (0.1913) 
mu_mle = 1.0524 (0.2132) 
MLEs 90th quantile of GEV:   3.43 
95 percent CI for Xsi:   0.35 to   0.69 
95 percent CI for 90th GEV quantile:   1.83 to   8.32 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.98 
   Test that mu = sigma/xsi and xsi = 1:   5.65 
   Test for constant parameters (Nyblom)    1.07 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.03 


 k =  70 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4348 (0.0750) 
sigma_mle = 0.4538 (0.1321) 
mu_mle = 0.9551 (0.1634) 
MLEs 90th quantile of GEV:   2.69 
95 percent CI for Xsi:   0.31 to   0.59 
95 percent CI for 90th GEV quantile:   1.59 to   5.50 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   4.16 
   Test that mu = sigma/xsi and xsi = 1:   6.27 
   Test for constant parameters (Nyblom)    1.22 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.02 


 k =  80 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4452 (0.0719) 
sigma_mle = 0.4643 (0.1333) 
mu_mle = 0.9624 (0.1650) 
MLEs 90th quantile of GEV:   2.76 
95 percent CI for Xsi:   0.33 to   0.59 
95 percent CI for 90th GEV quantile:   1.67 to   5.50 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   4.80 
   Test that mu = sigma/xsi and xsi = 1:   6.67 
   Test for constant parameters (Nyblom)    1.14 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.04 


 k =  90 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4832 (0.0718) 
sigma_mle = 0.5148 (0.1510) 
mu_mle = 1.0066 (0.1812) 
MLEs 90th quantile of GEV:   3.10 
95 percent CI for Xsi:   0.37 to   0.63 
95 percent CI for 90th GEV quantile:   1.79 to   6.44 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   3.50 
   Test that mu = sigma/xsi and xsi = 1:   6.40 
   Test for constant parameters (Nyblom)    0.99 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.03 


 k = 100 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.4472 (0.0638) 
sigma_mle = 0.4577 (0.1231) 
mu_mle = 0.9495 (0.1559) 
MLEs 90th quantile of GEV:   2.73 
95 percent CI for Xsi:   0.35 to   0.57 
95 percent CI for 90th GEV quantile:   1.67 to   5.19 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   7.19 
   Test that mu = sigma/xsi and xsi = 1:   7.46 
   Test for constant parameters (Nyblom)    1.18 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.02 
