Table 2.
Range* ( ) | Sample size 250 | Sample Size 100 | ||||||
---|---|---|---|---|---|---|---|---|
OLS | LME | GAM | Proposed | OLS | LME | GAM | Proposed | |
Estimated coefficient
| ||||||||
0.1 | 1.860 | 1.511 | 0.976 | 1.952 | 1.859 | 1.831 | 1.037 | 1.947 |
0.3 | 1.861 | 1.495 | 0.975 | 1.951 | 1.859 | 1.824 | 1.045 | 1.948 |
0.5 | 1.860 | 1.522 | 0.980 | 1.950 | 1.860 | 1.831 | 1.036 | 1.949 |
| ||||||||
Empirical standard error
| ||||||||
0.1 | 0.045 | 0.536 | 0.217 | 0.046 | 0.066 | 0.088 | 0.344 | 0.069 |
0.3 | 0.047 | 0.541 | 0.207 | 0.048 | 0.067 | 0.099 | 0.349 | 0.072 |
0.5 | 0.046 | 0.530 | 0.209 | 0.046 | 0.066 | 0.095 | 0.342 | 0.068 |
| ||||||||
Average of estimated standard errors
| ||||||||
0.1 | 0.038 | 0.051 | 0.083 | 0.046 | 0.061 | 0.064 | 0.132 | 0.099 |
0.3 | 0.038 | 0.051 | 0.081 | 0.045 | 0.060 | 0.064 | 0.130 | 0.099 |
0.5 | 0.037 | 0.050 | 0.081 | 0.045 | 0.060 | 0.063 | 0.130 | 0.098 |
| ||||||||
Average of simulated standard errors
| ||||||||
0.1 | — | — | — | 0.046 | — | — | — | 0.101 |
0.3 | — | — | — | 0.046 | — | — | — | 0.101 |
0.5 | — | — | — | 0.045 | — | — | — | 0.099 |
: values of the range parameter following exponential correlation in G1(si).