Table 2.
n | Our approach | last value carried forward | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Bias | SD | SE | CP | Power(%) | Bias | SD | SE | CP | Power (%) | |
Case 1: β1 = 0, β2 = 0.5 | ||||||||||
100 | −0.017 | 0.263 | 0.244 | 92 | 7 | 0.137 | 0.080 | 0.073 | 56 | 44 |
400 | −0.002 | 0.183 | 0.181 | 94 | 5 | 0.129 | 0.039 | 0.035 | 6 | 94 |
900 | 0.001 | 0.159 | 0.155 | 94 | 5 | 0.126 | 0.025 | 0.023 | 0 | 100 |
Case 2: β1 = − 0.3, β2 = 0.5 | ||||||||||
100 | 0.015 | 0.266 | 0.247 | 91 | 24 | 0.282 | 0.062 | 0.065 | 1 | 5 |
400 | 0.012 | 0.190 | 0.186 | 94 | 36 | 0.278 | 0.033 | 0.032 | 0 | 11 |
900 | 0.012 | 0.167 | 0.161 | 94 | 47 | 0.274 | 0.021 | 0.021 | 0 | 22 |
Case 3: β1 = −0.15, β2 = 0.5 | ||||||||||
100 | 0.016 | 0.256 | 0.243 | 94 | 12 | 0.191 | 0.068 | 0.068 | 20 | 9 |
400 | 0.014 | 0.183 | 0.182 | 94 | 13 | 0.186 | 0.033 | 0.032 | 0 | 18 |
900 | 0.005 | 0.168 | 0.157 | 93 | 17 | 0.185 | 0.022 | 0.021 | 0 | 39 |
Case 4: β1 = −0.3, β2 = 0 | ||||||||||
100 | 0.017 | 0.284 | 0.251 | 91 | 24 | 0.268 | 0.064 | 0.065 | 2 | 8 |
400 | 0.004 | 0.190 | 0.185 | 94 | 38 | 0.268 | 0.031 | 0.032 | 0 | 16 |
900 | 0.006 | 0.166 | 0.164 | 95 | 45 | 0.269 | 0.021 | 0.021 | 0 | 33 |