Table 2.
p | nv | ρu,u* = −0.5 | ρu,u* = 0 | ρu,u* = 0.5 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
%-Biasa | b (×100) | Coverage | MSE (×107) | %-Bias | (×100) | Coverage | MSE (×107) | %-Bias | (×100) | Coverage | MSE (×107) | ||
0.05 | 0 | −2.29 | 0.042 | 0.907 | 2.4 | −4.69 | 0.043 | 0.785 | 4.3 | −7.08 | 0.043 | 0.619 | 7.2 |
25 | −2.62 | 0.073 | 0.877 | 19.6 | −0.90 | 0.086 | 0.849 | 20.0 | 0.76 | 0.103 | 0.797 | 28.7 | |
50 | −2.62 | 0.061 | 0.872 | 7.4 | −1.36 | 0.071 | 0.869 | 9.0 | 0.11 | 0.084 | 0.867 | 11.9 | |
100 | −1.55 | 0.053 | 0.916 | 3.6 | −0.81 | 0.061 | 0.918 | 4.8 | −0.08 | 0.070 | 0.914 | 6.0 | |
300 | −0.42 | 0.046 | 0.948 | 2.2 | −0.20 | 0.049 | 0.946 | 2.6 | −0.01 | 0.053 | 0.952 | 2.8 | |
1000 | −0.01 | 0.032 | 0.946 | 1.0 | 0.03 | 0.032 | 0.947 | 1.0 | 0.02 | 0.032 | 0.953 | 1.0 | |
0.1 | 0 | −4.54 | 0.042 | 0.796 | 3.9 | −9.05 | 0.043 | 0.439 | 10.3 | −13.62 | 0.044 | 0.147 | 21.0 |
25 | −5.51 | 0.097 | 0.793 | 28.4 | −1.57 | 0.124 | 0.758 | 34.0 | 1.63 | 0.151 | 0.727 | 55.4 | |
50 | −3.06 | 0.075 | 0.856 | 10.0 | −1.26 | 0.095 | 0.853 | 13.6 | 0.19 | 0.115 | 0.840 | 19.9 | |
100 | −1.42 | 0.062 | 0.917 | 4.6 | −0.62 | 0.075 | 0.914 | 6.9 | −0.09 | 0.089 | 0.907 | 9.5 | |
300 | −0.49 | 0.050 | 0.948 | 2.6 | −0.16 | 0.055 | 0.943 | 3.3 | −0.12 | 0.061 | 0.948 | 3.8 | |
1000 | −0.06 | 0.032 | 0.954 | 1.0 | 0.02 | 0.032 | 0.951 | 1.0 | 0.04 | 0.032 | 0.949 | 1.0 | |
0.2 | 0 | −8.23 | 0.041 | 0.473 | 8.5 | −16.73 | 0.043 | 0.035 | 30.1 | −24.92 | 0.044 | 0 | 64.6 |
25 | −5.54 | 0.132 | 0.787 | 37.7 | −1.78 | 0.172 | 0.764 | 51.2 | 3.00 | 0.217 | 0.795 | 84.4 | |
50 | −2.42 | 0.098 | 0.883 | 13.0 | −0.98 | 0.128 | 0.868 | 20.9 | 0.84 | 0.158 | 0.866 | 32.1 | |
100 | −1.05 | 0.076 | 0.933 | 6.5 | −0.66 | 0.096 | 0.924 | 9.9 | 0.57 | 0.117 | 0.924 | 15.2 | |
300 | −0.29 | 0.056 | 0.951 | 3.2 | −0.23 | 0.064 | 0.946 | 4.2 | 0.17 | 0.073 | 0.944 | 5.6 | |
1000 | 0.08 | 0.032 | 0.954 | 1.0 | −0.09 | 0.032 | 0.949 | 1.0 | 0.02 | 0.032 | 0.951 | 1.0 | |
0.3 | 0 | −11.60 | 0.040 | 0.179 | 15.2 | −23.06 | 0.042 | 0 | 55.3 | −34.60 | 0.044 | 0 | 122 |
25 | −4.90 | 0.162 | 0.817 | 46.5 | −0.80 | 0.210 | 0.804 | 71.4 | 4.54 | 0.266 | 0.834 | 115 | |
50 | −2.39 | 0.117 | 0.893 | 17.5 | −0.47 | 0.151 | 0.886 | 28.3 | 2.49 | 0.191 | 0.893 | 45.8 | |
100 | −1.29 | 0.088 | 0.925 | 9.0 | −0.19 | 0.111 | 0.927 | 13.7 | 1.33 | 0.137 | 0.925 | 20.9 | |
300 | −0.58 | 0.061 | 0.947 | 3.8 | −0.11 | 0.071 | 0.952 | 5.2 | 0.33 | 0.082 | 0.946 | 6.8 | |
1000 | −0.08 | 0.032 | 0.950 | 1.0 | −0.01 | 0.032 | 0.946 | 1.0 | −0.04 | 0.032 | 0.955 | 1.0 |
.
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