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. Author manuscript; available in PMC: 2011 Jan 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2010 Jan;72(1):49–69. doi: 10.1111/j.1467-9868.2009.00725.x

Table 3.

Simulation Results for Example 4.1

m̂ m̂′
RASE
Mean(SD)		 t = 0.75
 RASE
Mean(SD)		 t = 0.75
Bias Std Bias Std
  Standard Normal
LS — −0.0239 0.1098 — −0.0539 0.6871
CQR5 0.9314(0.1190) −0.0224 0.1161 0.9518(0.1087) −0.0508 0.7257
CQR9 0.9588(0.0888) −0.0236 0.1133 0.9614(0.1019) −0.0530 0.7165
CQR19 0.9802(0.0592) −0.0228 0.1117 0.9646(0.0998) −0.0513 0.7178
  Laplace
LS — −0.0146 0.1215 — −0.1108 0.6988
CQR5 1.1088(0.1985) −0.0171 0.1155 1.1014(0.1679) −0.0774 0.6916
CQR9 1.0717(0.1351) −0.0154 0.1195 1.1025(0.1565) −0.0834 0.6678
CQR19 1.0346(0.0856) −0.0141 0.1214 1.1005(0.1500) −0.0934 0.6529
  t-distribution with df = 3
LS — −0.0214 0.1266 — −0.0701 0.7254
CQR5 1.2752(0.5020) −0.0182 0.1103 1.2104(0.4584) −0.0559 0.6635
CQR9 1.1712(0.3356) −0.0158 0.1137 1.2133(0.4526) −0.0520 0.6537
CQR19 1.0710(0.2086) −0.0186 0.1222 1.2182(0.4403) −0.0540 0.6431
  .95N(0, 1) + .05N(0,9)
LS — −0.0007 0.1256 — −0.0382 0.8540
CQR5 1.0685(0.2275) −0.0060 0.1202 1.0479(0.1773) −0.0182 0.8098
CQR9 1.0621(0.1740) −0.0049 0.1219 1.0531(0.1727) −0.0154 0.8085
CQR19 1.0280(0.1125) −0.0018 0.1251 1.0532(0.1687) −0.0198 0.8062
  .95N(0, 1) + .05N(0,100)
LS — 0.0034 0.1283 — −0.0456 0.8667
CQR5 2.1548(1.5318) 0.0002 0.0888 1.7671(0.7607) 0.0022 0.5953
CQR9 1.5240(0.8360) −0.0009 0.1181 1.7527(0.7535) 0.0024 0.6030
CQR19 1.1600(0.8776) 0.0069 0.1365 1.7560(0.7382) 0.0044 0.5927