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. Author manuscript; available in PMC: 2013 Jan 1.
Published in final edited form as: Stat Sin. 2012;22:149–172.

Table 3.

Simulation results with true model (O2) for Y and (Ml) for δ with μ = 8.932, and n = 400.

Method RB(%) SD SE MSE CR(%)

GS 0.87 1.560 1.418 2.017 89.4
CC 54.69 2.988 2.610 30.676 58.0
Wrong Working Model for Y only (O2W)
CE -0.98 1.638 1.523 2.327 90.2
PMI 24.43 2.034 2.176 9.497 94.0
MIB(3,1.0,0.0) 19.75 2.024 1.819 6.421 93.6
MIB(3,0.8,0.2) 0.94 1.686 1.527 2.339 91.9
MIB(3,0.5,0.5) 0.23 1.660 1.510 2.281 90.5
MIB(3,0.2,0.8) -0.16 1.656 1.504 2.262 90.1
MIB(3,0.0,1.0) 0.01 1.658 1.530 2.341 90.9

Wrong Working Model for Y only (O1)
CE -2.99 1.947 2.102 4.490 91.3
PMI 38.61 1.605 2.267 17.034 65.1
MIB(3,1.0,0.0) -0.20 1.661 1.495 2.235 89.6
MIB(3,0.8,0.2) -1.14 1.629 1.472 2.177 89.7
MIB(3,0.5,0.5) -1.22 1.648 1.475 2.187 89.9
MIB(3,0.2,0.8) -1.60 1.633 1.469 2.178 88.6
MIB(3,0.0,1.0) 0.10 1.663 1.525 2.326 90.4

Wrong Working Model for δ only (M1W)
CE 14.88 1.958 1.843 5.163 96.3
MIB(3,1.0,0.0) -0.30 1.664 1.493 2.230 90.3
MIB(3,0.8,0.2) -0.36 1.677 1.486 2.209 89.6
MIB(3,0.5,0.5) -0.21 1.658 1.482 2.197 90.2
MIB(3,0.2,0.8) -0.09 1.653 1.483 2.199 89.6
MIB(3,0.0,1.0) 19.92 2.027 1.849 6.584 93.8

Wrong Working Models for both (O1) and (M1W)
CE 29.62 1.380 1.933 10.737 65.5
MIB(3,1.0,0.0) -0.20 1.665 1.493 2.229 90.5
MIB(3,0.8,0.2) -0.47 1.664 1.478 2.186 90.1
MIB(3,0.5,0.5) -0.31 1.662 1.480 2.191 89.7
MIB(3,0.2,0.8) 0.02 1.670 1.480 2.190 90.1
MIB(3,0.0,1.0) 19.78 2.035 2.035 6.530 94.1