Table 1.
Range* ( ) | No measurement error | Measurement error variance, | Measurement error variance, | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
OLS | LME | GAM | Proposed | OLS | LME | GAM | Proposed | OLS | LME | GAM | Proposed | |
Estimated coefficient
| ||||||||||||
0.1 | 2.001 | 2.001 | 2.002 | 1.991 | 1.928 | 1.439 | 1.332 | 2.066 | 1.858 | 1.274 | 0.986 | 2.034 |
0.3 | 1.999 | 1.999 | 1.999 | 1.988 | 1.927 | 1.574 | 1.327 | 2.096 | 1.858 | 1.343 | 0.987 | 2.036 |
0.5 | 2.001 | 2.001 | 2.001 | 1.991 | 1.926 | 1.599 | 1.312 | 2.064 | 1.857 | 1.389 | 0.999 | 2.035 |
| ||||||||||||
Empirical standard error
| ||||||||||||
0.1 | 0.029 | 0.028 | 0.040 | 0.029 | 0.032 | 0.609 | 0.216 | 0.056 | 0.035 | 0.751 | 0.216 | 0.069 |
0.3 | 0.035 | 0.030 | 0.030 | 0.032 | 0.036 | 0.554 | 0.211 | 0.045 | 0.038 | 0.730 | 0.219 | 0.058 |
0.5 | 0.031 | 0.027 | 0.026 | 0.029 | 0.035 | 0.543 | 0.223 | 0.051 | 0.039 | 0.712 | 0.210 | 0.052 |
| ||||||||||||
Average of estimated standard errors
| ||||||||||||
0.1 | 0.014 | 0.021 | 0.030 | 0.015 | 0.022 | 0.040 | 0.058 | 0.051 | 0.027 | 0.037 | 0.057 | 0.053 |
0.3 | 0.014 | 0.020 | 0.026 | 0.014 | 0.022 | 0.035 | 0.057 | 0.041 | 0.027 | 0.035 | 0.056 | 0.052 |
0.5 | 0.014 | 0.018 | 0.023 | 0.014 | 0.022 | 0.034 | 0.057 | 0.049 | 0.026 | 0.034 | 0.056 | 0.051 |
| ||||||||||||
Average of simulated standard errors
| ||||||||||||
0.1 | — | — | — | 0.015 | — | — | — | 0.050 | — | — | — | 0.068 |
0.3 | — | — | — | 0.014 | — | — | — | 0.041 | — | — | — | 0.052 |
0.5 | — | — | — | 0.014 | — | — | — | 0.049 | — | — | — | 0.051 |
: values of the range parameter following exponential correlation in G1(si).