Table 2.
Scenario | # obs | 20 | 50 | 100 | 200 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
J | 0.5 | 0.6 | 0.7 | 0.8 | 0.5 | 0.6 | 0.7 | 0.8 | 0.5 | 0.6 | 0.7 | 0.8 | 0.5 | 0.6 | 0.7 | 0.8 | |
Normal | Bias | ||||||||||||||||
N | 0.00547 | 0.00409 | 0.00265 | 0.00068 | 0.00256 | 0.00151 | 0.00047 | −0.00037 | 0.00070 | 0.00033 | −0.00006 | −0.00046 | −0.00016 | −0.00025 | −0.00031 | −0.00024 | |
TN | 0.00478 | 0.00389 | 0.00214 | −0.00122 | 0.00267 | 0.00226 | 0.00112 | −0.00066 | 0.00144 | 0.00137 | 0.00093 | 0.00005 | 0.00039 | 0.00041 | 0.00034 | 0.00018 | |
EMP | 0.02178 | 0.02038 | 0.02213 | 0.02038 | 0.00928 | 0.00887 | 0.00814 | 0.00683 | 0.00481 | 0.00408 | 0.00386 | 0.00350 | 0.00244 | 0.00223 | 0.00222 | 0.00210 | |
KS | −0.02854 | −0.03879 | −0.04268 | −0.03111 | −0.02955 | −0.03710 | −0.03981 | −0.02935 | −0.02648 | −0.03218 | −0.03363 | −0.02441 | −0.02242 | −0.02656 | −0.02746 | −0.01988 | |
KS-SJ | −0.02399 | −0.03419 | −0.03814 | −0.02766 | −0.02769 | −0.03526 | −0.03812 | −0.02823 | −0.02547 | −0.03133 | −0.03287 | −0.02388 | −0.02184 | −0.02603 | −0.02701 | −0.01960 | |
RMSE | |||||||||||||||||
N | 0.06392 | 0.06294 | 0.05868 | 0.05048 | 0.04190 | 0.04104 | 0.03812 | 0.03253 | 0.02970 | 0.02909 | 0.02693 | 0.02292 | 0.02068 | 0.02015 | 0.01856 | 0.01580 | |
TN | 0.06485 | 0.06386 | 0.05979 | 0.05209 | 0.04236 | 0.04151 | 0.03857 | 0.03322 | 0.03035 | 0.02967 | 0.02742 | 0.02329 | 0.02093 | 0.02036 | 0.01871 | 0.01592 | |
EMP | 0.08457 | 0.08133 | 0.07500 | 0.06210 | 0.05593 | 0.05362 | 0.04961 | 0.04062 | 0.04028 | 0.03812 | 0.03485 | 0.02901 | 0.02837 | 0.02681 | 0.02420 | 0.02041 | |
KS | 0.07250 | 0.07749 | 0.07664 | 0.06225 | 0.05359 | 0.05806 | 0.05803 | 0.04578 | 0.04207 | 0.04553 | 0.04501 | 0.03482 | 0.03227 | 0.03489 | 0.03451 | 0.02657 | |
KS-SJ | 0.07225 | 0.07652 | 0.07522 | 0.06141 | 0.05305 | 0.05731 | 0.05729 | 0.04526 | 0.04215 | 0.04557 | 0.04498 | 0.03481 | 0.03236 | 0.03496 | 0.03455 | 0.02662 | |
Log- Normal |
Bias | ||||||||||||||||
N | 0.09082 | 0.06199 | 0.01187 | −0.05147 | 0.09178 | 0.05494 | −0.00088 | −0.06736 | 0.09076 | 0.05128 | −0.00628 | −0.07370 | 0.08937 | 0.04821 | −0.01039 | −0.07831 | |
TN | 0.00370 | 0.00422 | 0.00378 | 0.00141 | 0.00247 | 0.00221 | 0.00148 | 0.00015 | 0.00049 | 0.00054 | 0.00034 | −0.00022 | −0.00028 | −0.00023 | −0.00017 | −0.00017 | |
EMP | 0.01990 | 0.01858 | 0.01768 | 0.01865 | 0.00797 | 0.00481 | 0.00525 | 0.00599 | 0.00349 | 0.00175 | 0.00146 | 0.00344 | 0.00073 | 0.00048 | 0.00009 | 0.00111 | |
KS | 0.00843 | −0.00222 | −0.02557 | −0.05953 | 0.00454 | −0.00442 | −0.02710 | −0.05881 | 0.00229 | −0.00414 | −0.02389 | −0.05280 | 0.00119 | −0.00292 | −0.01979 | −0.04616 | |
KS-SJ | 0.00717 | 0.00122 | −0.01440 | −0.04123 | 0.00290 | −0.00038 | −0.01305 | −0.03585 | 0.00019 | −0.00104 | −0.00999 | −0.02866 | −0.00091 | −0.00092 | −0.00696 | −0.02194 | |
RMSE | |||||||||||||||||
N | 0.11239 | 0.08060 | 0.04833 | 0.07049 | 0.10085 | 0.06394 | 0.03171 | 0.07553 | 0.09552 | 0.05676 | 0.02553 | 0.07852 | 0.09181 | 0.05140 | 0.02147 | 0.08105 | |
TN | 0.06586 | 0.06470 | 0.05984 | 0.05052 | 0.04304 | 0.04216 | 0.03890 | 0.03262 | 0.03056 | 0.02992 | 0.02757 | 0.02301 | 0.02125 | 0.02072 | 0.01894 | 0.01577 | |
EMP | 0.08223 | 0.08307 | 0.07532 | 0.06393 | 0.05364 | 0.05278 | 0.04918 | 0.04080 | 0.03887 | 0.03821 | 0.03525 | 0.02866 | 0.02782 | 0.02692 | 0.02442 | 0.02011 | |
KS | 0.06822 | 0.06060 | 0.05950 | 0.07806 | 0.04555 | 0.04020 | 0.04461 | 0.06740 | 0.03376 | 0.03006 | 0.03540 | 0.05782 | 0.02387 | 0.02145 | 0.02713 | 0.04911 | |
KS-SJ | 0.06941 | 0.06373 | 0.05717 | 0.06496 | 0.04587 | 0.04248 | 0.03889 | 0.04827 | 0.03404 | 0.03161 | 0.02908 | 0.03697 | 0.02439 | 0.02272 | 0.02075 | 0.02751 | |
Gamma | Bias | ||||||||||||||||
N | 0.06135 | 0.06186 | 0.04176 | 0.00064 | 0.05785 | 0.05770 | 0.03654 | −0.00459 | 0.05577 | 0.05565 | 0.03447 | −0.00630 | 0.05507 | 0.05488 | 0.03356 | −0.00720 | |
TN | 0.00833 | 0.00577 | 0.00357 | 0.00110 | 0.00729 | 0.00718 | 0.00623 | 0.00308 | 0.00553 | 0.00586 | 0.00540 | 0.00301 | 0.00451 | 0.00500 | 0.00471 | 0.00256 | |
EMP | 0.03405 | 0.02305 | 0.02128 | 0.01893 | 0.01534 | 0.01033 | 0.01019 | 0.00956 | 0.01028 | 0.00822 | 0.00761 | 0.00520 | 0.00361 | 0.00204 | 0.00205 | 0.00279 | |
KS | 0.00025 | −0.00667 | −0.01712 | −0.03429 | −0.00562 | −0.01109 | −0.01994 | −0.03442 | −0.00626 | −0.01049 | −0.01798 | −0.03060 | −0.00590 | −0.00895 | −0.01498 | −0.02601 | |
KS-SJ | 0.00503 | −0.00102 | −0.00879 | −0.02390 | −0.00047 | −0.00467 | −0.01025 | −0.02204 | −0.00091 | −0.00383 | −0.00830 | −0.01782 | −0.00121 | −0.00309 | −0.00635 | −0.01382 | |
RMSE | |||||||||||||||||
N | 0.08931 | 0.08240 | 0.06197 | 0.04202 | 0.07131 | 0.06708 | 0.04675 | 0.02770 | 0.06336 | 0.06086 | 0.04039 | 0.02067 | 0.05873 | 0.05735 | 0.03647 | 0.01523 | |
TN | 0.06364 | 0.06490 | 0.06149 | 0.05161 | 0.04025 | 0.04068 | 0.03849 | 0.03260 | 0.02848 | 0.02873 | 0.02719 | 0.02318 | 0.01974 | 0.01987 | 0.01869 | 0.01570 | |
EMP | 0.07826 | 0.07619 | 0.07332 | 0.06164 | 0.05146 | 0.05022 | 0.04830 | 0.03943 | 0.03750 | 0.03596 | 0.03430 | 0.02913 | 0.02614 | 0.02523 | 0.02327 | 0.01989 | |
KS | 0.06019 | 0.05855 | 0.05613 | 0.05884 | 0.04041 | 0.04031 | 0.04115 | 0.04689 | 0.02993 | 0.03036 | 0.03197 | 0.03860 | 0.02201 | 0.02191 | 0.02362 | 0.03057 | |
KS-SJ | 0.06092 | 0.05880 | 0.05454 | 0.05361 | 0.04077 | 0.03975 | 0.03772 | 0.03848 | 0.02962 | 0.02910 | 0.02800 | 0.02946 | 0.02194 | 0.02089 | 0.01983 | 0.02135 |