Table 3.
The quantiles of M for Example 1.
| Method | Low correlation: ρ = 0.4 | High correlation: ρ = 0.8 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 5% | 25% | 50% | 75% | 95% | 5% | 25% | 50% | 75% | 95% | |
| Case I: varying coefficient model | ||||||||||
|
| ||||||||||
| SIS | 26.0 | 185.8 | 454.5 | 728.3 | 951.0 | 52.0 | 228.8 | 442.5 | 701.0 | 951.0 |
| SIRS | 61.0 | 223.8 | 475.0 | 744.3 | 943.0 | 52.0 | 208.0 | 440.0 | 675.0 | 922.2 |
| DC-SIS | 32.0 | 135.0 | 299.5 | 522.5 | 841.1 | 51.0 | 142.0 | 297.0 | 500.3 | 790.1 |
| CC-SIS | 5.0 | 5.0 | 5.0 | 5.0 | 7.0 | 6.0 | 8.0 | 10.0 | 13.0 | 20.0 |
|
| ||||||||||
| Case II: linear model | ||||||||||
|
| ||||||||||
| SIS | 5.0 | 5.0 | 5.0 | 7.0 | 14.0 | 8.0 | 11.0 | 15.0 | 20.0 | 35.1 |
| SIRS | 5.0 | 5.0 | 6.0 | 7.0 | 22.0 | 8.0 | 12.0 | 15.0 | 22.0 | 51.0 |
| DC-SIS | 5.0 | 5.0 | 6.0 | 8.0 | 24.0 | 8.0 | 12.0 | 16.0 | 21.0 | 41.1 |
| CC-SIS | 5.0 | 5.0 | 6.0 | 7.0 | 29.1 | 8.0 | 11.0 | 15.0 | 20.0 | 44.0 |