TABLE III.
β | MLE |
IMP-DOS |
IMP-MLG |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bias | SE | SEE | CP | PW | Bias | SE | SEE | CP | PW | Bias | SE | SEE | CP | PW | ||
S1 | 0.0 | 0.001 | 0.100 | 0.099 | 0.989 | 0.011 | 0.001 | 0.101 | 0.101 | 0.990 | 0.010 | 0.001 | 0.082 | 0.082 | 0.990 | 0.010 |
0.3 | 0.000 | 0.103 | 0.101 | 0.990 | 0.651 | −0.010 | 0.101 | 0.100 | 0.989 | 0.633 | −0.093 | 0.082 | 0.081 | 0.922 | 0.483 | |
0.6 | 0.000 | 0.108 | 0.106 | 0.989 | 0.999 | −0.031 | 0.102 | 0.099 | 0.984 | 0.999 | −0.190 | 0.082 | 0.081 | 0.580 | 0.993 | |
0.9 | −0.008 | 0.115 | 0.113 | 0.986 | 1.00 | −0.070 | 0.104 | 0.100 | 0.961 | 1.00 | −0.297 | 0.083 | 0.082 | 0.156 | 1.00 | |
S2 | 0.0 | −0.002 | 0.091 | 0.090 | 0.991 | 0.009 | −0.001 | 0.093 | 0.092 | 0.989 | 0.011 | −0.001 | 0.073 | 0.072 | 0.988 | 0.012 |
0.3 | 0.000 | 0.085 | 0.084 | 0.989 | 0.844 | 0.012 | 0.094 | 0.091 | 0.987 | 0.805 | −0.067 | 0.075 | 0.072 | 0.934 | 0.753 | |
0.6 | −0.002 | 0.084 | 0.082 | 0.990 | 1.00 | 0.046 | 0.103 | 0.092 | 0.971 | 1.00 | −0.117 | 0.083 | 0.073 | 0.757 | 1.00 | |
0.9 | −0.009 | 0.084 | 0.083 | 0.989 | 1.00 | 0.093 | 0.115 | 0.094 | 0.919 | 1.00 | −0.157 | 0.097 | 0.075 | 0.566 | 1.00 | |
S3 | 0.0 | −0.002 | 0.106 | 0.106 | 0.992 | 0.008 | −0.001 | 0.109 | 0.108 | 0.989 | 0.011 | 0.000 | 0.082 | 0.082 | 0.989 | 0.011 |
0.3 | −0.001 | 0.099 | 0.098 | 0.991 | 0.693 | 0.012 | 0.110 | 0.105 | 0.987 | 0.651 | −0.067 | 0.081 | 0.079 | 0.953 | 0.641 | |
0.6 | 0.000 | 0.096 | 0.096 | 0.990 | 1.00 | 0.047 | 0.120 | 0.103 | 0.969 | 1.00 | −0.116 | 0.082 | 0.078 | 0.841 | 1.00 | |
0.9 | −0.003 | 0.096 | 0.097 | 0.989 | 1.00 | 0.096 | 0.136 | 0.103 | 0.915 | 1.00 | −0.153 | 0.087 | 0.078 | 0.682 | 1.00 | |
S4 | 0.0 | 0.000 | 0.073 | 0.073 | 0.990 | 0.010 | 0.000 | 0.075 | 0.074 | 0.989 | 0.011 | 0.000 | 0.071 | 0.070 | 0.989 | 0.011 |
0.3 | 0.001 | 0.075 | 0.074 | 0.990 | 0.929 | 0.002 | 0.078 | 0.077 | 0.990 | 0.913 | −0.016 | 0.074 | 0.073 | 0.986 | 0.909 | |
0.6 | 0.000 | 0.077 | 0.077 | 0.989 | 1.00 | 0.007 | 0.082 | 0.081 | 0.990 | 1.00 | −0.028 | 0.077 | 0.077 | 0.984 | 1.00 | |
0.9 | −0.006 | 0.082 | 0.081 | 0.990 | 1.00 | 0.011 | 0.088 | 0.087 | 0.989 | 1.00 | −0.039 | 0.083 | 0.082 | 0.979 | 1.00 | |
S5 | 0.0 | 0.000 | 0.079 | 0.079 | 0.989 | 0.011 | 0.000 | 0.082 | 0.081 | 0.989 | 0.011 | 0.000 | 0.072 | 0.071 | 0.989 | 0.011 |
0.3 | 0.001 | 0.086 | 0.087 | 0.990 | 0.837 | −0.005 | 0.085 | 0.084 | 0.988 | 0.830 | −0.040 | 0.074 | 0.074 | 0.977 | 0.830 | |
0.6 | 0.002 | 0.103 | 0.102 | 0.989 | 1.00 | −0.023 | 0.093 | 0.088 | 0.980 | 1.00 | −0.092 | 0.078 | 0.077 | 0.912 | 1.00 | |
0.9 | 0.009 | 0.130 | 0.127 | 0.988 | 1.00 | −0.051 | 0.102 | 0.093 | 0.961 | 1.00 | −0.154 | 0.082 | 0.081 | 0.744 | 1.00 | |
S6 | 0.0 | 0.000 | 0.096 | 0.097 | 0.991 | 0.009 | 0.000 | 0.100 | 0.100 | 0.991 | 0.009 | 0.000 | 0.095 | 0.095 | 0.991 | 0.009 |
0.3 | 0.001 | 0.102 | 0.103 | 0.990 | 0.634 | 0.000 | 0.105 | 0.106 | 0.989 | 0.603 | −0.022 | 0.100 | 0.101 | 0.989 | 0.578 | |
0.6 | −0.002 | 0.112 | 0.112 | 0.989 | 0.999 | −0.007 | 0.114 | 0.114 | 0.990 | 0.997 | −0.049 | 0.108 | 0.108 | 0.981 | 0.996 | |
0.9 | −0.004 | 0.122 | 0.121 | 0.989 | 1.00 | −0.014 | 0.125 | 0.123 | 0.987 | 1.00 | −0.077 | 0.118 | 0.117 | 0.964 | 1.00 | |
S7 | 0.0 | 0.000 | 0.109 | 0.108 | 0.991 | 0.009 | 0.000 | 0.112 | 0.111 | 0.992 | 0.008 | 0.000 | 0.112 | 0.111 | 0.992 | 0.008 |
0.3 | −0.001 | 0.103 | 0.102 | 0.989 | 0.632 | −0.001 | 0.106 | 0.106 | 0.991 | 0.601 | −0.002 | 0.106 | 0.105 | 0.991 | 0.599 | |
0.6 | 0.000 | 0.097 | 0.098 | 0.990 | 1.00 | 0.001 | 0.102 | 0.102 | 0.990 | 1.00 | −0.002 | 0.101 | 0.101 | 0.990 | 1.00 | |
0.9 | −0.003 | 0.096 | 0.095 | 0.989 | 1.00 | −0.001 | 0.101 | 0.100 | 0.989 | 1.00 | −0.005 | 0.100 | 0.099 | 0.989 | 1.00 | |
S8 | 0.0 | 0.000 | 0.070 | 0.069 | 0.989 | 0.011 | 0.000 | 0.072 | 0.071 | 0.989 | 0.011 | 0.000 | 0.071 | 0.070 | 0.989 | 0.011 |
0.3 | 0.000 | 0.066 | 0.067 | 0.990 | 0.972 | 0.002 | 0.069 | 0.070 | 0.990 | 0.962 | −0.003 | 0.068 | 0.069 | 0.989 | 0.962 | |
0.6 | −0.001 | 0.066 | 0.066 | 0.990 | 1.00 | 0.004 | 0.071 | 0.070 | 0.990 | 1.00 | −0.006 | 0.069 | 0.069 | 0.989 | 1.00 | |
0.9 | −0.006 | 0.066 | 0.066 | 0.990 | 1.00 | 0.005 | 0.072 | 0.071 | 0.990 | 1.00 | −0.008 | 0.070 | 0.070 | 0.991 | 1.00 | |
S9 | 0.0 | 0.000 | 0.069 | 0.069 | 0.988 | 0.012 | 0.000 | 0.071 | 0.071 | 0.989 | 0.011 | 0.000 | 0.071 | 0.070 | 0.989 | 0.011 |
0.3 | 0.000 | 0.067 | 0.067 | 0.992 | 0.971 | 0.000 | 0.069 | 0.069 | 0.991 | 0.960 | −0.001 | 0.069 | 0.069 | 0.991 | 0.960 | |
0.6 | −0.002 | 0.066 | 0.066 | 0.991 | 1.00 | −0.001 | 0.069 | 0.069 | 0.992 | 1.00 | −0.004 | 0.069 | 0.069 | 0.992 | 1.00 | |
0.9 | −0.007 | 0.067 | 0.066 | 0.989 | 1.00 | −0.002 | 0.072 | 0.071 | 0.989 | 1.00 | −0.007 | 0.071 | 0.070 | 0.988 | 1.00 |
S1–S9 denote the nine scenarios listed in Table I. Bias and SE are the bias and standard error of the parameter estimator. SEE is the mean of the standard error estimator. CP is the coverage probability of the 99% confidence interval. PW is the type I error/power for testing zero parameter value at the 0.01 nominal significance level. Each entry is based on 10,000 replicates.