Table 4.
b0 = 10.000 |
b1 = 1.333 |
b2 = −1.333 |
||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Method | Esta | SDb | SEc | CRd | Est | SD | SE | CR | Est | SD | SE | CR |
FO | 10.128 | 3.451 | 3.505 | 95.8 | 1.304 | 0.786 | 0.806 | 97.0 | −1.364 | 1.116 | 1.137 | 94.6 |
CC | 11.604 | 3.282 | 3.311 | 92.4 | 0.786 | 0.748 | 0.739 | 87.8 | 0.151 | 1.065 | 1.098 | 71.0 |
IPWDR12 | 11.686 | 4.694 | 4.821 | 94.4 | 0.864 | 1.272 | 1.161 | 90.8 | −1.786 | 1.438 | 1.529 | 94.6 |
IPWDR21 | 8.457 | 5.195 | 5.253 | 94.0 | 1.756 | 1.401 | 1.415 | 90.6 | −0.835 | 1.592 | 1.611 | 93.8 |
IPWDR22 | 9.248 | 6.337 | 6.451 | 92.8 | 1.529 | 1.720 | 1.846 | 91.0 | −1.043 | 1.921 | 2.064 | 94.0 |
NNMIB12 | M1: misspecified; M2: correctly specified | |||||||||||
(3,0.8,0.2)e | 11.162 | 4.671 | 4.972 | 95.0 | 1.040 | 1.254 | 1.300 | 94.0 | −1.636 | 1.432 | 1.522 | 94.8 |
(3,0.5,0.5) | 10.781 | 5.102 | 5.283 | 94.8 | 1.167 | 1.421 | 1.423 | 93.4 | −1.517 | 1.542 | 1.601 | 94.6 |
(3,0.2,0.8) | 10.599 | 5.490 | 5.642 | 94.2 | 1.246 | 1.592 | 1.582 | 92.6 | −1.452 | 1.637 | 1.685 | 93.8 |
(5,0.8,0.2) | 11.294 | 4.350 | 4.808 | 96.6 | 1.001 | 1.134 | 1.255 | 96.6 | −1.681 | 1.350 | 1.474 | 95.6 |
(5,0.5,0.5) | 10.922 | 4.773 | 5.046 | 94.6 | 1.131 | 1.300 | 1.356 | 94.8 | −1.569 | 1.460 | 1.534 | 94.8 |
(5,0.2,0.8) | 10.777 | 4.971 | 5.209 | 94.6 | 1.205 | 1.426 | 1.456 | 93.6 | −1.522 | 1.497 | 1.566 | 94.4 |
NNMIB21 | M1: misspecified; M2: misspecified | |||||||||||
(3,0.8,0.2) | 10.634 | 4.840 | 4.382 | 92.2 | 1.187 | 1.275 | 1.105 | 92.2 | −1.493 | 1.484 | 1.369 | 94.0 |
(3,0.5,0.5) | 11.144 | 4.504 | 4.421 | 93.8 | 1.036 | 1.152 | 1.115 | 92.4 | −1.643 | 1.395 | 1.378 | 93.8 |
(3,0.2,0.8) | 11.674 | 4.011 | 4.391 | 95.8 | 0.879 | 0.979 | 1.102 | 95.0 | −1.799 | 1.264 | 1.366 | 95.2 |
(5,0.8,0.2) | 10.725 | 4.738 | 4.345 | 94.0 | 1.165 | 1.235 | 1.096 | 90.6 | −1.523 | 1.456 | 1.357 | 94.4 |
(5,0.5,0.5) | 11.209 | 4.299 | 4.368 | 94.8 | 1.018 | 1.088 | 1.100 | 93.4 | −1.665 | 1.335 | 1.361 | 95.0 |
(5,0.2,0.8) | 11.830 | 3.824 | 4.339 | 95.0 | 0.833 | 0.924 | 1.089 | 95.4 | −1.847 | 1.212 | 1.349 | 95.0 |
NNMIB22 | M1: misspecified; M2: correctly specified | |||||||||||
(3,0.8,0.2) | 10.047 | 5.358 | 4.785 | 91.2 | 1.375 | 1.475 | 1.244 | 88.2 | −1.311 | 1.625 | 1.481 | 92.2 |
(3,0.5,0.5) | 10.015 | 5.546 | 5.165 | 92.2 | 1.401 | 1.564 | 1.388 | 89.8 | −1.295 | 1.668 | 1.577 | 92.2 |
(3,0.2,0.8) | 10.184 | 5.653 | 5.624 | 93.0 | 1.377 | 1.648 | 1.579 | 89.8 | −1.332 | 1.684 | 1.686 | 93.0 |
(5,0.8,0.2) | 10.192 | 5.190 | 4.674 | 93.0 | 1.337 | 1.407 | 1.217 | 91.8 | −1.360 | 1.578 | 1.446 | 92.8 |
(5,0.5,0.5) | 10.174 | 5.272 | 4.909 | 92.6 | 1.361 | 1.471 | 1.316 | 90.8 | −1.350 | 1.596 | 1.504 | 93.4 |
(5,0.2,0.8) | 10.368 | 5.227 | 5.154 | 92.8 | 1.337 | 1.510 | 1.442 | 91.8 | −1.406 | 1.569 | 1.554 | 92.8 |
Average of 500 point estimates.
Empirical standard deviation of 500 point estimates.
Average of 500 estimated standard errors.
Coverage rate of 500, 95% confidence intervals.
(NN, w1, w2).