Table 2:
Results of parameter estimation for all three simulation scenarios. The table shows mean and standard deviation of relative estimation error (REE), true positive rate (TPR), and false positive rate (FPR) for estimated coefficients.
| Method | REE | SD(REE) | TPR | FPR | |
|---|---|---|---|---|---|
| Simulation 1 | Our Method | 0.3385 | 0.0282 | 1.00 | 0.036 |
| SBS-MVTS | 0.4113 | 0.2678 | 1.00 | 0.039 | |
| Simulation 2 | Our Method | 0.654 | 0.052 | 0.72 | 0.03 |
| SBS-MVTS | 0.901 | 0.154 | 0.63 | 0.03 | |
| Simulation 3 | Our Method | 0.6422 | 0.0234 | 0.91 | 0.003 |
| SBS-MVTS | 0.8023 | 0.089 | 0.67 | 0.003 |