TABLE IV.
β1 | β3 | MLE |
IMP-DOS |
IMP-MLG |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bias | SE | SEE | CP | PW | Bias | SE | SEE | CP | PW | Bias | SE | SEE | CP | PW | |||
S1 | 0.5 | 0.0 | 0.000 | 0.097 | 0.096 | 0.990 | 0.010 | −0.002 | 0.107 | 0.107 | 0.991 | 0.009 | −0.001 | 0.087 | 0.087 | 0.990 | 0.010 |
0.5 | 0.2 | 0.000 | 0.095 | 0.094 | 0.990 | 0.328 | −0.004 | 0.108 | 0.109 | 0.991 | 0.210 | −0.063 | 0.088 | 0.089 | 0.970 | 0.150 | |
0.5 | 0.3 | 0.000 | 0.094 | 0.093 | 0.990 | 0.740 | −0.005 | 0.108 | 0.111 | 0.992 | 0.531 | −0.094 | 0.089 | 0.090 | 0.943 | 0.385 | |
0.5 | 0.9 | 0.000 | 0.092 | 0.091 | 0.990 | 1.00 | −0.012 | 0.115 | 0.121 | 0.993 | 1.00 | −0.279 | 0.098 | 0.100 | 0.409 | 1.00 | |
1.2 | 0.0 | 0.000 | 0.085 | 0.084 | 0.991 | 0.009 | −0.002 | 0.116 | 0.123 | 0.994 | 0.006 | −0.001 | 0.099 | 0.102 | 0.992 | 0.008 | |
S2 | 0.5 | 0.0 | −0.001 | 0.092 | 0.092 | 0.991 | 0.009 | −0.002 | 0.097 | 0.096 | 0.990 | 0.010 | −0.001 | 0.076 | 0.075 | 0.991 | 0.009 |
0.5 | 0.2 | −0.001 | 0.092 | 0.091 | 0.990 | 0.352 | −0.002 | 0.098 | 0.097 | 0.989 | 0.303 | −0.053 | 0.077 | 0.076 | 0.964 | 0.273 | |
0.5 | 0.3 | −0.001 | 0.092 | 0.091 | 0.990 | 0.763 | −0.002 | 0.100 | 0.098 | 0.989 | 0.682 | −0.078 | 0.078 | 0.076 | 0.926 | 0.633 | |
0.5 | 0.9 | −0.001 | 0.091 | 0.090 | 0.991 | 1.00 | −0.003 | 0.118 | 0.103 | 0.977 | 1.00 | −0.232 | 0.092 | 0.081 | 0.377 | 1.00 | |
1.2 | 0.0 | 0.000 | 0.087 | 0.087 | 0.989 | 0.011 | −0.002 | 0.107 | 0.105 | 0.989 | 0.011 | −0.001 | 0.083 | 0.083 | 0.992 | 0.009 | |
S3 | 0.5 | 0.0 | 0.000 | 0.110 | 0.110 | 0.991 | 0.009 | 0.000 | 0.113 | 0.112 | 0.989 | 0.011 | 0.000 | 0.085 | 0.084 | 0.989 | 0.011 |
0.5 | 0.2 | 0.001 | 0.110 | 0.110 | 0.990 | 0.224 | 0.001 | 0.115 | 0.112 | 0.987 | 0.223 | −0.050 | 0.086 | 0.085 | 0.974 | 0.218 | |
0.5 | 0.3 | 0.000 | 0.111 | 0.111 | 0.989 | 0.560 | 0.002 | 0.118 | 0.113 | 0.986 | 0.541 | −0.075 | 0.087 | 0.085 | 0.951 | 0.533 | |
0.5 | 0.9 | 0.000 | 0.110 | 0.111 | 0.991 | 1.00 | 0.006 | 0.144 | 0.116 | 0.964 | 1.00 | −0.224 | 0.094 | 0.087 | 0.487 | 1.00 | |
1.2 | 0.0 | 0.000 | 0.108 | 0.108 | 0.990 | 0.010 | −0.001 | 0.124 | 0.116 | 0.984 | 0.017 | 0.000 | 0.093 | 0.088 | 0.984 | 0.016 | |
S4 | 0.5 | 0.0 | −0.001 | 0.077 | 0.076 | 0.988 | 0.012 | −0.001 | 0.077 | 0.077 | 0.990 | 0.010 | −0.001 | 0.073 | 0.072 | 0.989 | 0.011 |
0.5 | 0.2 | −0.001 | 0.077 | 0.076 | 0.988 | 0.516 | −0.002 | 0.077 | 0.077 | 0.990 | 0.496 | −0.014 | 0.073 | 0.073 | 0.988 | 0.488 | |
0.5 | 0.3 | −0.001 | 0.077 | 0.076 | 0.988 | 0.913 | −0.002 | 0.078 | 0.077 | 0.991 | 0.901 | −0.021 | 0.073 | 0.073 | 0.987 | 0.895 | |
0.5 | 0.9 | −0.001 | 0.076 | 0.075 | 0.988 | 1.00 | −0.004 | 0.079 | 0.080 | 0.990 | 1.00 | −0.060 | 0.074 | 0.076 | 0.966 | 1.00 | |
1.2 | 0.0 | −0.001 | 0.076 | 0.075 | 0.988 | 0.012 | −0.001 | 0.080 | 0.080 | 0.990 | 0.010 | −0.001 | 0.076 | 0.076 | 0.990 | 0.010 | |
S5 | 0.5 | 0.0 | −0.001 | 0.084 | 0.083 | 0.990 | 0.011 | −0.001 | 0.084 | 0.083 | 0.989 | 0.011 | −0.001 | 0.074 | 0.073 | 0.989 | 0.011 |
0.5 | 0.2 | −0.001 | 0.084 | 0.083 | 0.989 | 0.432 | −0.001 | 0.085 | 0.083 | 0.988 | 0.432 | −0.025 | 0.075 | 0.073 | 0.985 | 0.432 | |
0.5 | 0.3 | −0.001 | 0.085 | 0.084 | 0.989 | 0.842 | −0.001 | 0.086 | 0.084 | 0.988 | 0.840 | −0.036 | 0.075 | 0.074 | 0.978 | 0.840 | |
0.5 | 0.9 | −0.001 | 0.085 | 0.084 | 0.989 | 1.00 | 0.000 | 0.097 | 0.085 | 0.978 | 1.00 | −0.108 | 0.077 | 0.075 | 0.872 | 1.00 | |
1.2 | 0.0 | −0.001 | 0.084 | 0.083 | 0.988 | 0.012 | −0.001 | 0.089 | 0.086 | 0.987 | 0.013 | −0.001 | 0.078 | 0.076 | 0.987 | 0.013 | |
S6 | 0.5 | 0.0 | −0.001 | 0.102 | 0.101 | 0.989 | 0.011 | 0.000 | 0.102 | 0.102 | 0.990 | 0.010 | −0.001 | 0.097 | 0.098 | 0.990 | 0.010 |
0.5 | 0.2 | −0.001 | 0.102 | 0.101 | 0.989 | 0.277 | −0.001 | 0.102 | 0.103 | 0.990 | 0.261 | −0.016 | 0.098 | 0.098 | 0.990 | 0.245 | |
0.5 | 0.3 | −0.001 | 0.101 | 0.101 | 0.989 | 0.649 | −0.002 | 0.102 | 0.103 | 0.990 | 0.621 | −0.024 | 0.098 | 0.098 | 0.989 | 0.591 | |
0.5 | 0.9 | −0.001 | 0.101 | 0.100 | 0.989 | 1.00 | −0.005 | 0.103 | 0.105 | 0.991 | 1.00 | −0.070 | 0.099 | 0.100 | 0.973 | 1.00 | |
1.2 | 0.0 | −0.001 | 0.099 | 0.099 | 0.989 | 0.011 | 0.000 | 0.103 | 0.105 | 0.991 | 0.009 | −0.001 | 0.100 | 0.101 | 0.991 | 0.009 | |
S7 | 0.5 | 0.0 | −0.002 | 0.114 | 0.114 | 0.991 | 0.009 | −0.002 | 0.114 | 0.114 | 0.991 | 0.009 | −0.002 | 0.114 | 0.113 | 0.991 | 0.009 |
0.5 | 0.2 | −0.002 | 0.114 | 0.114 | 0.991 | 0.202 | −0.002 | 0.114 | 0.114 | 0.991 | 0.202 | −0.003 | 0.114 | 0.113 | 0.991 | 0.201 | |
0.5 | 0.3 | −0.002 | 0.114 | 0.114 | 0.990 | 0.515 | −0.002 | 0.114 | 0.114 | 0.991 | 0.512 | −0.004 | 0.114 | 0.113 | 0.991 | 0.512 | |
0.5 | 0.9 | −0.004 | 0.114 | 0.114 | 0.990 | 1.00 | −0.003 | 0.114 | 0.114 | 0.991 | 1.00 | −0.007 | 0.114 | 0.114 | 0.991 | 1.00 | |
1.2 | 0.0 | −0.002 | 0.114 | 0.114 | 0.990 | 0.010 | −0.002 | 0.115 | 0.114 | 0.991 | 0.009 | −0.002 | 0.114 | 0.114 | 0.991 | 0.009 | |
S8 | 0.5 | 0.0 | 0.001 | 0.073 | 0.073 | 0.989 | 0.011 | 0.001 | 0.074 | 0.073 | 0.989 | 0.011 | 0.001 | 0.072 | 0.072 | 0.989 | 0.011 |
0.5 | 0.2 | 0.001 | 0.074 | 0.073 | 0.989 | 0.572 | 0.001 | 0.074 | 0.073 | 0.989 | 0.572 | −0.002 | 0.072 | 0.072 | 0.989 | 0.572 | |
0.5 | 0.3 | 0.001 | 0.074 | 0.073 | 0.989 | 0.939 | 0.001 | 0.074 | 0.073 | 0.990 | 0.939 | −0.004 | 0.072 | 0.072 | 0.989 | 0.939 | |
0.5 | 0.9 | −0.001 | 0.074 | 0.073 | 0.989 | 1.00 | 0.001 | 0.075 | 0.073 | 0.989 | 1.00 | −0.013 | 0.073 | 0.072 | 0.987 | 1.00 | |
1.2 | 0.0 | 0.001 | 0.074 | 0.073 | 0.990 | 0.011 | 0.001 | 0.074 | 0.073 | 0.989 | 0.011 | 0.001 | 0.073 | 0.072 | 0.989 | 0.011 | |
S9 | 0.5 | 0.0 | 0.001 | 0.073 | 0.072 | 0.990 | 0.010 | 0.001 | 0.073 | 0.072 | 0.990 | 0.010 | 0.001 | 0.073 | 0.072 | 0.990 | 0.010 |
0.5 | 0.2 | 0.001 | 0.073 | 0.072 | 0.990 | 0.579 | 0.001 | 0.073 | 0.072 | 0.990 | 0.577 | 0.000 | 0.073 | 0.072 | 0.990 | 0.577 | |
0.5 | 0.3 | 0.000 | 0.073 | 0.072 | 0.990 | 0.943 | 0.001 | 0.073 | 0.072 | 0.990 | 0.942 | −0.001 | 0.073 | 0.072 | 0.990 | 0.943 | |
0.5 | 0.9 | −0.001 | 0.073 | 0.072 | 0.990 | 1.00 | 0.000 | 0.073 | 0.073 | 0.990 | 1.00 | −0.005 | 0.073 | 0.072 | 0.989 | 1.00 | |
1.2 | 0.0 | 0.001 | 0.073 | 0.072 | 0.990 | 0.010 | 0.001 | 0.073 | 0.073 | 0.990 | 0.011 | 0.001 | 0.073 | 0.072 | 0.990 | 0.010 |
β2 = 0.2. 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.