Table 1.
|
|
ARE |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
p | PCF true | R | CC | (R,Y) | R | CC | (R,Y) | CC/R | (R,Y)/R | (R,Y)/CC |
α=6.55,β=124.45† | ||||||||||
0.10 | 0.18 | 0.18 | 0.18 | 0.18 | 0.01 | 2.67 | 2.67 | 386.71 | 387.23 | 1.00 |
0.20 | 0.32 | 0.32 | 0.31 | 0.31 | 0.01 | 4.03 | 4.03 | 367.45 | 368.10 | 1.00 |
0.30 | 0.44 | 0.44 | 0.44 | 0.44 | 0.01 | 4.63 | 4.65 | 362.90 | 363.84 | 1.00 |
0.40 | 0.55 | 0.55 | 0.55 | 0.55 | 0.01 | 4.70 | 4.68 | 369.90 | 368.69 | 1.00 |
α=1,β=19‡ | ||||||||||
0.10 | 0.32 | 0.32 | 0.32 | 0.32 | 0.06 | 3.80 | 3.81 | 59.41 | 59.64 | 1.00 |
0.20 | 0.51 | 0.51 | 0.51 | 0.51 | 0.08 | 4.60 | 4.61 | 59.27 | 59.39 | 1.00 |
0.30 | 0.65 | 0.65 | 0.65 | 0.65 | 0.07 | 4.30 | 4.31 | 62.52 | 62.70 | 1.00 |
0.40 | 0.76 | 0.76 | 0.76 | 0.76 | 0.05 | 3.53 | 3.53 | 68.18 | 68.19 | 1.00 |
α=0.3,β=5.7§ | ||||||||||
0.10 | 0.51 | 0.51 | 0.51 | 0.51 | 0.22 | 4.23 | 4.32 | 19.07 | 19.48 | 1.02 |
0.20 | 0.73 | 0.73 | 0.73 | 0.73 | 0.16 | 3.65 | 3.71 | 22.48 | 22.86 | 1.02 |
0.30 | 0.86 | 0.86 | 0.86 | 0.86 | 0.08 | 2.35 | 2.38 | 28.20 | 28.46 | 1.01 |
0.40 | 0.93 | 0.93 | 0.93 | 0.93 | 0.03 | 1.28 | 1.29 | 38.74 | 38.98 | 1.01 |
ARE | ||||||||||
q | PNF true | R | CC | (R,Y) | R | CC | (R,Y) | CC/R | (R,Y)/R | (R,Y)/CC |
α=6.55,β=124.45† | ||||||||||
0.90 | 0.60 | 0.60 | 0.60 | 0.60 | 0.07 | 6.11 | 6.15 | 92.04 | 92.64 | 1.01 |
0.80 | 0.45 | 0.45 | 0.45 | 0.45 | 0.06 | 4.52 | 4.51 | 73.59 | 73.40 | 1.00 |
0.70 | 0.34 | 0.34 | 0.34 | 0.34 | 0.05 | 3.34 | 3.34 | 66.08 | 66.02 | 1.00 |
0.60 | 0.26 | 0.26 | 0.26 | 0.26 | 0.04 | 2.42 | 2.42 | 60.15 | 60.15 | 1.00 |
α=1,β=19.0‡ | ||||||||||
0.90 | 0.60 | 0.60 | 0.60 | 0.60 | 0.06 | 6.11 | 6.07 | 95.58 | 94.83 | 0.99 |
0.80 | 0.45 | 0.45 | 0.45 | 0.45 | 0.06 | 4.52 | 4.54 | 74.24 | 74.62 | 1.01 |
0.70 | 0.34 | 0.34 | 0.35 | 0.35 | 0.05 | 3.34 | 3.36 | 62.44 | 62.80 | 1.01 |
0.60 | 0.26 | 0.26 | 0.26 | 0.26 | 0.04 | 2.42 | 2.43 | 59.11 | 59.46 | 1.01 |
α=0.3,β=5.7§ | ||||||||||
0.90 | 0.35 | 0.35 | 0.38 | 0.38 | 0.11 | 3.58 | 3.65 | 32.19 | 32.81 | 1.02 |
0.80 | 0.25 | 0.25 | 0.26 | 0.26 | 0.08 | 1.89 | 1.93 | 24.23 | 24.75 | 1.02 |
0.70 | 0.18 | 0.18 | 0.19 | 0.19 | 0.05 | 1.14 | 1.14 | 21.79 | 21.79 | 1.00 |
0.60 | 0.13 | 0.13 | 0.14 | 0.14 | 0.04 | 0.71 | 0.72 | 20.15 | 20.33 | 1.01 |
Results are based on 500 simulations for each set of parameters (α,β) for the beta distribution and values of q and p. Each simulation has N=10 000 samples with μ=0.05.
AREs are computed as the ratio of the influence function-based variances.ARE=asymptotic relative efficiency, the ratio of the influence functions-based variances CC/R=var(TCC)/var(TR), (R,Y)/R=var(T(R,Y))/var(TR), (R,Y)/CC=var(T(R,Y))/var(TCC), where T=PCF or T=PNF, respectively.
†AUC=0.63.
‡AUC=0.79.
§AUC=0.92.