Table 3.
Simulation Results for Estimation and Prediction Performance in Linear Discriminant Analysis with Binary Response with 500 Simulations.
| n | Method | MS(RSD) | CZ(%) | IZ(%) | CP(%) | RSSE | CA(%) | CA0(%) | RCA |
|---|---|---|---|---|---|---|---|---|---|
| Case (1): εij ~ N (0, 1) | |||||||||
|
| |||||||||
| 40 | PSIS | 3.0(2.9) | 99.89 | 0.00 | 100.00 | 1.31 | 95.20 | 98.41 | 96.76 |
| MV-SIS | 3.0(2.2) | 99.91 | 0.00 | 100.00 | 1.16 | 95.34 | 98.41 | 96.90 | |
|
| |||||||||
| 80 | PSIS | 2.0(1.5) | 99.94 | 0.00 | 100.00 | 0.70 | 97.31 | 98.31 | 98.98 |
| MV-SIS | 2.0(0.8) | 99.95 | 0.00 | 100.00 | 0.62 | 97.47 | 98.31 | 99.15 | |
|
| |||||||||
| Case (2): εij ~ t(2) | |||||||||
|
| |||||||||
| 40 | PSIS | 6.0(2.9) | 99.76 | 19.50 | 65.00 | 3.65 | 73.42 | 89.91 | 81.81 |
| MV-SIS | 5.0(3.1) | 99.83 | 3.00 | 94.00 | 2.74 | 78.92 | 89.91 | 87.87 | |
|
| |||||||||
| 80 | PSIS | 7.0(4.4) | 99.71 | 7.00 | 86.40 | 2.56 | 79.17 | 89.95 | 88.04 |
| MV-SIS | 3.0(2.9) | 99.87 | 0.00 | 100.00 | 1.56 | 84.80 | 89.95 | 94.30 | |