Table 1.
Summary of simulation results on parametric and semiparametric estimation of β in model (1) of log X = −βTZ + ε.
fξ(·)†: Lognormal |
fξ(·)†: Weibull |
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β | n | Estimation‡ | Bias | 95% CP | SE | Mean SE | Bias | 95% CP | SE | Mean SE |
0 | 50 | Para-L | −0.0003 | 0.959 | 0.5031 | 0.5037 | 0.0092 | 0.831 | 0.3387 | 0.2437 |
Para-W | 0.0123 | 0.853 | 0.6017 | 0.4911 | 0.0002 | 0.954 | 0.2297 | 0.2294 | ||
Semi-L | 0.0006 | 0.951 | 0.7657 | 0.7651 | 0.0001 | 0.950 | 0.7899 | 0.7901 | ||
Semi-G | 0.0002 | 0.955 | 0.6533 | 0.6534 | −0.0003 | 0.951 | 0.5084 | 0.5085 | ||
200 | Lognormal | 0.0002 | 0.945 | 0.2540 | 0.2539 | 0.0096 | 0.837 | 0.1779 | 0.1271 | |
Weibull | 0.0125 | 0.859 | 0.3152 | 0.2436 | 0.0002 | 0.955 | 0.1096 | 0.1095 | ||
Semi-L | 0.0003 | 0.947 | 0.3897 | 0.3899 | −0.0006 | 0.948 | 0.3973 | 0.3974 | ||
Semi-G | 0.0004 | 0.952 | 0.3261 | 0.3261 | −0.0002 | 0.950 | 0.2603 | 0.2601 | ||
500 | Lognormal | −0.0001 | 0.949 | 0.1565 | 0.1564 | 0.0098 | 0.832 | 0.1195 | 0.0814 | |
Weibull | 0.0121 | 0.857 | 0.2049 | 0.1537 | −0.0002 | 0.951 | 0.0716 | 0.0718 | ||
Semi-L | 0.0002 | 0.950 | 0.2504 | 0.2503 | −0.0002 | 0.950 | 0.2472 | 0.2470 | ||
Semi-G | −0.0001 | 0.950 | 0.2477 | 0.2479 | −0.0003 | 0.949 | 0.1619 | 0.1619 | ||
1 | 50 | Lognormal | −0.0045 | 0.942 | 0.5023 | 0.5021 | 0.0091 | 0.831 | 0.3391 | 0.2471 |
Weibull | 0.0122 | 0.851 | 0.6297 | 0.4731 | −0.0001 | 0.947 | 0.2348 | 0.2347 | ||
Semi-L | 0.0005 | 0.951 | 0.5451 | 0.5453 | −0.0007 | 0.952 | 0.5411 | 0.5409 | ||
Semi-G | −0.0002 | 0.954 | 0.5227 | 0.5225 | 0.0001 | 0.951 | 0.4603 | 0.4605 | ||
200 | Lognormal | 0.0002 | 0.951 | 0.2511 | 0.2510 | 0.0093 | 0.830 | 0.1903 | 0.1275 | |
Weibull | 0.0120 | 0.856 | 0.3111 | 0.2419 | −0.0005 | 0.951 | 0.1198 | 0.1198 | ||
Semi-L | 0.0009 | 0.950 | 0.2751 | 0.2750 | −0.0001 | 0.951 | 0.2755 | 0.2754 | ||
Semi-G | −0.0003 | 0.951 | 0.2603 | 0.2602 | −0.0001 | 0.949 | 0.2443 | 0.2445 | ||
500 | Lognormal | −0.0000 | 0.951 | 0.1628 | 0.1627 | 0.0096 | 0.833 | 0.1168 | 0.0809 | |
Weibull | 0.0124 | 0.852 | 0.2081 | 0.1541 | 0.0003 | 0.950 | 0.0716 | 0.0716 | ||
Semi-L | −0.0001 | 0.949 | 0.1689 | 0.1690 | 0.0001 | 0.949 | 0.1697 | 0.1698 | ||
Semi-G | 0.0002 | 0.951 | 0.1654 | 0.1653 | −0.0000 | 0.951 | 0.1447 | 0.1448 |
fξ(·): true density function of ξ = exp(ε)
Estimation: Para-L, parametric estimation using Lognormal distribution; Para-W, parametric estimation using Weibull distribution; Semi-L, semiparametric estimation without weight function; Semi-G, semiparametric estimation using Gehan weight function