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. Author manuscript; available in PMC: 2009 Jan 28.
Published in final edited form as: J Am Stat Assoc. 2008 Dec 1;103(484):1520–1533. doi: 10.1198/016214508000000742

Table 3.

Finite-sample performance of estimating β, α(·), and σ2(·)

Noise (γ, ρ) β̂1 β̂2 RASE(α̂1) RASE(α̂2) RASE(σ̂2)
N (0.85, 0.30) 1.0003 (0.0322) 1.9993 (0.0582) 0.0695 (0.0186) 0.0814 (0.0157) 0.0618 (0.0227)
(0.85, 0.60) 1.0006 (0.0334) 2.0030 (0.0565) 0.0712 (0.0218) 0.0817 (0.0155) 0.0673 (0.0245)
(0.85, 0.90) 1.0003 (0.0347) 1.9985 (0.0571) 0.0718 (0.0280) 0.0827 (0.0157) 0.0786 (0.0335)
DE (0.85, 0.30) 0.9994 (0.0339) 1.9993 (0.0584) 0.0667 (0.0179) 0.0821 (0.0152) 0.0884 (0.0330)
(0.85, 0.60) 0.9995 (0.0337) 1.9987 (0.0576) 0.0694 (0.0205) 0.0822 (0.0153) 0.0919 (0.0356)
(0.85, 0.90) 0.9998 (0.0331) 2.0001 (0.0581) 0.0718 (0.0289) 0.0826 (0.0155) 0.0950 (0.0393)