Table 2.
Setting | C% | log ϕ 1(t) | BIAS | ASE | ESD | CP | ||
---|---|---|---|---|---|---|---|---|
I | 23% | 0.283 | 0.017 | 0.331 | 0.317 | 0.96 | ||
40% | 0.022 | 0.344 | 0.337 | 0.96 | ||||
log ϕ̂1(t) | II | 13% | 0.778 | 0.004 | 0.309 | 0.320 | 0.94 | |
33% | 0.022 | 0.323 | 0.332 | 0.95 | ||||
III | 28% | 0.778 | 0.017 | 0.321 | 0.326 | 0.95 | ||
46% | 0.024 | 0.347 | 0.356 | 0.95 | ||||
Setting | C% | log RR1(t) | BIAS | ASE | ESD | CP | ||
I | 23% | 0.238 | 0.015 | 0.283 | 0.270 | 0.96 | ||
40% | 0.019 | 0.293 | 0.286 | 0.96 | ||||
II | 13% | 0.619 | 0.007 | 0.255 | 0.264 | 0.94 | ||
33% | 0.021 | 0.267 | 0.274 | 0.95 | ||||
III | 28% | 0.619 | 0.017 | 0.265 | 0.269 | 0.96 | ||
46% | 0.024 | 0.288 | 0.297 | 0.95 | ||||
Setting | C% | Δ1(t) | BIAS | ASE | ESD | CP | ||
I | 23% | −0.036 | −0.002 | 0.087 | 0.087 | 0.95 | ||
40% | −0.004 | 0.089 | 0.090 | 0.94 | ||||
Δ̂1(t) | II | 13% | −0.196 | 0.005 | 0.095 | 0.100 | 0.93 | |
33% | −0.002 | 0.096 | 0.099 | 0.93 | ||||
III | 28% | −0.196 | −0.002 | 0.096 | 0.099 | 0.94 | ||
46% | −0.001 | 0.099 | 0.102 | 0.94 |
Setting I: η1 = 0, η2 = 0.2, η3 = 0.5, θ = 1
Setting II: η1 = 0.5, η2 = 0.2, η3 = 0.5, θ = 1
Setting III: η1 = 0.5, η2 = 0.2, η3 = 0.5, θ = 0.25