表 1.
基于基于和
的
估计的模拟结果
Simulation results on estimation of based on
and
β | Bias | SSE | SEE | CP | Bias | SSE | SEE | CP |
n = 200 | n = 400 | |||||||
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β=0.2 | 0.0458 | 0.2098 | 0.1884 | 0.956 | -0.0355 | 0.1294 | 0.1174 | 0.952 |
β = 0 | -0.0053 | 0.2129 | 0.1976 | 0.966 | -0.0042 | 0.1277 | 0.1293 | 0.935 |
β = -0.2 | 0.0437 | 0.2111 | 0.1925 | 0.943 | 0.0369 | 0.1261 | 0.1282 | 0.934 |
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β=0.2 | 0.0530 | 0.2049 | 0.1616 | 0.964 | 0.0417 | 0.1207 | 0.1164 | 0.926 |
β = 0 | -0.0003 | 0.2024 | 0.1688 | 0.981 | 0.0014 | 0.1201 | 0.1122 | 0.949 |
β = -0.2 | -0.0474 | 0.2161 | 0.1952 | 0.936 | -0.0236 | 0.1214 | 0.1145 | 0.943 |
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β=0.2 | -0.0411 | 0.2213 | 0.1916 | 0.959 | -0.0357 | 0.1310 | 0.1278 | 0.920 |
β = 0 | -0.0062 | 0.2163 | 0.1925 | 0.966 | -0.0137 | 0.1257 | 0.1316 | 0.952 |
β = -0.2 | 0.0486 | 0.2090 | 0.1961 | 0.970 | 0.02652 | 0.1254 | 0.1173 | 0.953 |
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β=0.2 | 0.0361 | 0.2147 | 0.1788 | 0.990 | 0.0461 | 0.1216 | 0.1127 | 0.963 |
β = 0 | -0.0052 | 0.2060 | 0.1849 | 0.980 | 0.0013 | 0.1185 | 0.1177 | 0.946 |
β = -0.2 | -0.0469 | 0.2070 | 0.1888 | 0.96 | -0.0213 | 0.1204 | 0.1192 | 0.950 |