| Scenario | ρ | x1 | x2 | x3 | x1∗x2 | x1∗x3 | x2∗x3 |
| (1) | 0.0 | −0.5167(0.0073) | −1.9000(0.0040) | 0.3750(0.0053) | 0.0015(0.0026) | 0.0015(0.0026) | 0.0015(0.0026) |
| 0.2 | −0.5245(0.0079) | −1.9449(0.0024) | 0.3619(0.0042) | 0.0040(0.0028) | 0.0040(0.0028) | 0.0040(0.0028) |
| 0.5 | −0.5061(0.0089) | −1.9581(0.0012) | 0.3860(0.0029) | 0.0069(0.0022) | 0.0069(0.0022) | 0.0069(0.0022) |
| 0.9 | −0.4979(0.0137) | −1.9305(0.0003) | 0.4067(0.0008) | −0.0065(0.0024) | −0.0065(0.0024) | −0.0065(0.0024) |
| (2) | 0.0 | −1.2849(0.3242) | −1.9084(0.0103) | 0.3709(0.0107) | 0.0042(0.0051) | 0.0042(0.0051) | 0.0042(0.0051) |
| 0.2 | −1.2688(0.2982) | −1.9437(0.0090) | 0.3580(0.0100) | 0.0010(0.0047) | 0.0010(0.0047) | 0.0010(0.0047) |