Figure 1.

Comparison of stated and actual CIs. The x axis is the stated CI and the y axis is the observed fraction of simulations (based on 1000 simulations) in which the CI contains the true value of $\Delta G_b$ (left), the nonconstant elements of C (middle), and every 23rd angle for every reference pattern in R (right). In the left and middle panels, results from ordinary least squares (diamonds connected by a dashed line) and weighted least squares using the sample variance (circles connected by a dotted line) are shown along with results from weighted least squares using the shrinkage variance (points). In the middle panels, results from different matrix elements of C overlap and are essentially indistinguishable. In the right panel, the different colors denote different matrix elements of R.