Figure 4.

The rRMSE of model II to OLS for each estimated coefficient (β_r,β_f,β1) are plotted as a function of the ratio of the true standard deviations, σ_x,r:σ_y (A), the number of random regressors, ${\mathrm{X}}_r^{\left(j\right)}$ (B) and the accuracy of the ratio estimate (C). (Note, y-axis were visually optimized for each figure and are not common across A, B, and C.) With increasing σ_x,r:σ_y ratios, model II regression has increased relative accuracy in β_r estimates compared to OLS with increasing σ_x,r:σ_y ratios. In (C), the estimated ratio of σ_x,r:σ_y was allowed to deviate from the simulated value,σ_x,r:σ_y = 1. The common simulation shared in (A, B, C) is indicated by a gray line.