Table 3.
p | θ | Method | Logistic, b = β† | t6, b = β† | Logistic, b = 0.5β‡ | t6, b = 0.5β‡ | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
bias | var | rmse | bias | var | rmse | bias | var | rmse | bias | var | rmse | |||
0.1 | 0.25 | Known σ | −0.50 | 1.00 | — | −0.74 | 0.90 | — | −0.56 | 1.43 | — | −0.81 | 1.29 | — |
Unspecified σ | −0.30 | 2.11 | 0.57 | −0.40 | 2.02 | 0.67 | −0.40 | 2.87 | 0.58 | −0.50 | 2.78 | 0.64 | ||
Constant σ | −0.40 | 2.10 | 0.55 | −0.54 | 2.02 | 0.62 | −0.53 | 2.79 | 0.57 | −0.68 | 2.70 | 0.62 | ||
logit-MLE | −0.04 | 2.74 | 0.46 | −0.08 | 2.57 | 0.56 | −0.49 | 3.16 | 0.51 | −0.52 | 3.12 | 0.58 | ||
logit-MLE(f) | −0.06 | 2.64 | 0.47 | −0.11 | 2.56 | 0.56 | −0.43 | 3.11 | 0.53 | −0.46 | 3.04 | 0.60 | ||
0.50 | Known σ | −0.45 | 1.01 | — | −0.69 | 0.93 | — | −0.46 | 1.45 | — | −0.70 | 1.40 | — | |
Unspecified σ | −0.25 | 2.40 | 0.49 | −0.36 | 2.36 | 0.57 | −0.26 | 3.51 | 0.46 | −0.38 | 3.53 | 0.51 | ||
Constant σ | −0.37 | 2.49 | 0.46 | −0.55 | 2.58 | 0.49 | −0.43 | 3.63 | 0.44 | −0.62 | 3.75 | 0.46 | ||
logit-MLE | −0.18 | 3.71 | 0.32 | −0.19 | 3.68 | 0.38 | −0.31 | 5.06 | 0.32 | −0.36 | 4.91 | 0.38 | ||
logit-MLE(f) | −0.18 | 3.62 | 0.33 | −0.16 | 3.47 | 0.40 | −0.37 | 4.76 | 0.34 | −0.35 | 4.61 | 0.40 | ||
0.75 | Known σ | −0.36 | 1.03 | — | −0.60 | 0.95 | — | −0.37 | 1.50 | — | −0.63 | 1.43 | — | |
Unspecified σ | −0.09 | 2.30 | 0.50 | −0.20 | 2.31 | 0.56 | −0.02 | 3.29 | 0.50 | −0.15 | 3.36 | 0.54 | ||
Constant σ | −0.21 | 2.40 | 0.47 | −0.39 | 2.57 | 0.48 | −0.18 | 3.42 | 0.47 | −0.39 | 3.71 | 0.47 | ||
logit-MLE | −1.19 | 4.89 | 0.18 | −1.22 | 4.89 | 0.21 | −0.27 | 4.92 | 0.33 | −0.35 | 4.90 | 0.36 | ||
logit-MLE(f) | −0.90 | 4.38 | 0.22 | −0.95 | 4.36 | 0.25 | −0.12 | 4.50 | 0.36 | −0.15 | 4.46 | 0.41 | ||
0.2 | 0.25 | Known σ | −0.47 | 0.78 | — | −0.62 | 0.72 | — | −0.52 | 1.12 | — | −0.68 | 1.05 | — |
Unspecified σ | −0.35 | 1.23 | 0.74 | −0.43 | 1.17 | 0.82 | −0.43 | 1.73 | 0.72 | −0.51 | 1.66 | 0.78 | ||
Constant σ | −0.42 | 1.24 | 0.71 | −0.53 | 1.20 | 0.75 | −0.52 | 1.72 | 0.70 | −0.64 | 1.67 | 0.72 | ||
logit-MLE | −0.08 | 1.47 | 0.68 | −0.11 | 1.35 | 0.82 | −0.30 | 1.98 | 0.67 | −0.32 | 1.92 | 0.74 | ||
logit-MLE(f) | −0.09 | 1.46 | 0.68 | −0.11 | 1.34 | 0.82 | −0.28 | 1.94 | 0.69 | −0.28 | 1.90 | 0.76 | ||
0.50 | Known σ | −0.44 | 0.78 | — | −0.58 | 0.72 | — | −0.44 | 1.11 | — | −0.60 | 1.07 | — | |
Unspecified σ | −0.31 | 1.27 | 0.71 | −0.39 | 1.22 | 0.77 | −0.32 | 1.83 | 0.68 | −0.40 | 1.81 | 0.72 | ||
Constant σ | −0.38 | 1.30 | 0.67 | −0.50 | 1.33 | 0.67 | −0.42 | 1.87 | 0.64 | −0.56 | 1.95 | 0.63 | ||
logit-MLE | −0.05 | 1.72 | 0.56 | −0.05 | 1.58 | 0.67 | −0.23 | 2.26 | 0.56 | −0.25 | 2.18 | 0.64 | ||
logit-MLE(f) | −0.08 | 1.67 | 0.58 | −0.10 | 1.52 | 0.69 | −0.23 | 2.15 | 0.59 | −0.25 | 2.04 | 0.68 | ||
0.75 | Known σ | −0.36 | 0.79 | — | −0.51 | 0.74 | — | −0.38 | 1.14 | — | −0.54 | 1.10 | — | |
Unspecified σ | −0.22 | 1.28 | 0.69 | −0.29 | 1.23 | 0.76 | −0.20 | 1.85 | 0.68 | −0.30 | 1.84 | 0.72 | ||
Constant σ | −0.28 | 1.31 | 0.66 | −0.40 | 1.33 | 0.67 | −0.30 | 1.89 | 0.65 | −0.45 | 1.96 | 0.64 | ||
logit-MLE | 0.04 | 2.06 | 0.45 | 0.04 | 1.98 | 0.50 | 0.10 | 2.47 | 0.52 | 0.07 | 2.39 | 0.58 | ||
logit-MLE(f) | 0.05 | 1.85 | 0.50 | 0.04 | 1.76 | 0.57 | −0.04 | 2.29 | 0.56 | −0.06 | 2.20 | 0.63 |
b~ = β~ for logit-MLE;
b~ = 0.5β~.