Table 6.
Bias and RMSE in brackets from 1000 simulated datasets (generated from [14] with equal to 1.3)
| First component | Second component | Third component | ||||
|---|---|---|---|---|---|---|
|
Parameters |
EM-W |
Kim |
EM-W |
Kim |
EM-W |
Kim |
|
p(0.585, |
-0.009 |
0.001 |
-0.007 |
0.005 |
0.016 |
-0.001 |
| 0.1,0.315) |
(0.013) |
(0.010) |
(0.012) |
(0.011) |
(0.020) |
(0.013) |
|
a0(0.3, |
-0.002 |
-0.000 |
0.015 |
0.001 |
0.003 |
-0.000 |
| 1,0.2) |
(0.023) |
(0.023) |
(0.024) |
(0.019) |
(0.016) |
(0.016) |
|
a1(0.03, |
-0.005 |
-0.001 |
0.054 |
-0.000 |
0.003 |
0.000 |
| 1,0.02) |
(0.071) |
(0.074) |
(0.0928) |
(0.083) |
(0.068) |
(0.064) |
|
b1(0.06, |
0.015 |
-0.000 |
-0.131 |
0.001 |
0.020 |
0.000 |
| 0.9,0.01) |
(0.036) |
(0.036) |
(0.135) |
(0.045) |
(0.041) |
(0.043) |
|
θ2(1.3, |
-0.195 |
-0.000 |
-0.185 |
-0.003 |
-0.186 |
-0.002 |
| 1.3,1.3) |
(0.196) |
(0.016) |
(0.192) |
(0.049) |
(0.189) |
(0.025) |
|
ρ(0.6 |
0.043 |
-0.000 |
0.037 |
-0.002 |
0.044 |
-0.001 |
| 0.6,0.6) |
(0.043) |
(0.007) |
(0.042) |
(0.022) |
(0.045) |
(0.010) |
|
σ2(0.0, |
0.144 |
|
0.131 |
|
0.143 |
|
| 0.0,0.0) |
(0.145) |
|
(0.133) |
|
(0.144) |
|
|
d2(0., |
0.000 |
|
0.000 |
|
0.001 |
|
| 0.,0.) |
(0.000) |
|
(0.001) |
|
(0.001) |
|
| |
EM-W |
Kim |
Proportion |
|||
| |
Mean (RMSE) SD |
Mean (RMSE) SD |
(EM-W is not worse) |
|||
| Error rate |
0.103 (0.104) 0.009 |
0.102 (0.103) 0.010 |
426/1000 |
|||
| Rand |
0.864 (0.137) 0.012 |
0.866 (0.135) 0.012 |
360/1000 |
|||
| Adjusted | 0.725 (0.276) 0.025 | 0.729 (0.272) 0.025 | 352/1000 | |||