Table 11.
Regression coefficient M-estimation in 10−7 | Regression coefficient MM-estimation in 10−7 | t-value (p-value) M-estimation | t-value (p-value) MM-estimation | |
---|---|---|---|---|
alpha 2 | 6.98 | 5.37 | 2.56 (p = 0.0144) | 2.11 (p = 0.0410) |
beta 3 | 70.60 | 54.80 | 2.49 (p = 0.0173) | 2.05 (p = 0.0473) |
theta | 2.72 | 2.02 | 1.73 (p = 0.0910) | 1.25 (p = 0.2205) |
delta | 62.206 | 42.50 | 1.48 (p = 0.1460) | 1.06 (p = 0.2945) |
alpha 1 | 2.25 | 1.32 | 2.09 (p = 0.0435) | 1.64 (p = 0.1098) |
beta 1 | 1.59 | 1.40 | 1.36 (p = 0.1812) | 1.15 (p = 0.2574) |
T-values are computed as t = estimate/SE(estimate) and p-values are obtained using the Wald test.frequency band.