Table 2.
Parameter estimates by importance sampling with 1000, 2000 and 3000 samples
| Parameter | T=1000 | T=2000 | T=3000 |
|---|---|---|---|
| μV | 19.85039 | 19.84843 | 19.85201 |
| μk1 | 0.30840 | 0.30837 | 0.30853 |
| μk2 | 0.60038 | 0.60029 | 0.60079 |
| w1 | 0.75164 | 0.75157 | 0.75269 |
| σV2 | 5.73544 | 5.72227 | 5.70365 |
| σk12 | 0.00327 | 0.00323 | 0.00328 |
| σk22 | 0.00202 | 0.00203 | 0.00200 |
| σ | 0.09706 | 0.09687 | 0.09692 |