Table III.
Relative Bias (RB) and Relative Mean Square Error (RRMSE) (in Percent) for High Dropout and N = 200, for Various Values of λ (2 × 10−3 and 4 × 10−3) and ω (0.5, 1, and 2) for SAEM with Three Chains and AGQ Algorithms
| Parameter | λ | ω | 0.5 | 1 | 2 | |||
|---|---|---|---|---|---|---|---|---|
| SAEM 3 chains | AGQ | SAEM 3 chains | AGQ | SAEM 3 chains | AGQ | |||
| λ | 2 × 10−3 | RB | −9.8 | −0.9 | −1.3 | 1.5 | 1.5 | 7.0 |
| RRMSE | 19.9 | 19.9 | 27.5 | 27.1 | 32.4 | 31.4 | ||
| 4 × 10−3 | RB | −5.2 | −0.3 | 2.2 | 2.7 | 7.3 | 10.1 | |
| RRMSE | 16.0 | 17.0 | 19.9 | 20.0 | 28.2 | 27.5 | ||
| ω | 2 × 10−3 | RB | −51.3 | −33.8 | −9.1 | −5.9 | 0.1 | −3.9 |
| RRMSE | 69.6 | 74.8 | 37.3 | 30.0 | 12.4 | 11.1 | ||
| 4 × 10−3 | RB | −32.7 | −15.0 | −4.2 | −3.8 | −3.1 | −4.5 | |
| RRMSE | 62.0 | 56.2 | 22.3 | 19.5 | 13.3 | 9.7 | ||