Table 1.
Results for Real Bank, Real Data
5 Items |
10 Items |
20 Items |
|||||||
---|---|---|---|---|---|---|---|---|---|
Selection Criterion | Mean SE2 | RMSD | CORR | Mean SE2 | RMSD | CORR | Mean SE2 | RMSD | CORR |
MFIa | 0.1463 | 0.3763 | 0.9069 | 0.0919 | 0.2745 | 0.9519 | 0.0578 | 0.1956 | 0.9770 |
MLWIb | 0.1432 | 0.3736 | 0.9094 | 0.0911 | 0.2730 | 0.9530 | 0.0573 | 0.1955 | 0.9771 |
MPWIc | 0.1396 | 0.3738 | 0.9080 | 0.0870 | 0.2627 | 0.9549 | 0.0563 | 0.1880 | 0.9783 |
MEPVd | 0.1388 | 0.3598 | 0.9149 | 0.0881 | 0.2650 | 0.9546 | 0.0569 | 0.1963 | 0.9768 |
MEI (Fisher’s)e | 0.1388 | 0.3632 | 0.9134 | 0.0885 | 0.2677 | 0.9539 | 0.0569 | 0.1957 | 0.9769 |
MEI (Observed)f | 0.1388 | 0.3616 | 0.9139 | 0.0878 | 0.2622 | 0.9555 | 0.0569 | 0.1951 | 0.9770 |
Randomg | 0.2369 | 0.4567 | 0.8565 | 0.1467 | 0.3337 | 0.9265 | 0.0842 | 0.2144 | 0.9700 |
Thetah | 0.1461 | 0.3811 | 0.9048 | 0.0904 | 0.2745 | 0.9520 | 0.0561 | 0.1840 | 0.9791 |
Fixedi | 0.1748 | 0.4281 | 0.8792 | 0.1213 | 0.3355 | 0.9267 | 0.0782 | 0.2522 | 0.9596 |
Maximum Fisher’s information
Maximum likelihood weighted information
Maximum posterior weighted information
Minimum expected posterior variance
Maximum expected information using Fisher’s information
Maximum expected information using the observed information
Random selection
Selected at the full bank estimated theta
Static form generated using expected information with respect to a standard normal distribution