Table 3.
Method | Estimatea | % Biasb | SDc | RMSEd | SEe | CR(%)f |
---|---|---|---|---|---|---|
FO | 9.992 | −0.08 | 0.148 | 0.148 | 0.152 | 95.6 |
CC | 10.661 | 6.61 | 0.165 | 0.681 | 0.167 | 1.4 |
Correct working models for both Y and δ | ||||||
CE55 | 9.992 | −0.08 | 0.162 | 0.162 | 0.167 | 95.0 |
SCE55(0.10) | 9.994 | −0.06 | 0.168 | 0.168 | 0.170 | 94.8 |
SCE55(0.25) | 9.994 | −0.06 | 0.165 | 0.165 | 0.168 | 94.8 |
NNMI55(5,0.8,0.2) | 10.004 | 0.04 | 0.168 | 0.168 | 0.169 | 94.4 |
LMI55(0.10,0.10) | 9.997 | −0.03 | 0.167 | 0.167 | 0.172 | 95.4 |
LMI55(0.10,0.25) | 9.996 | −0.04 | 0.166 | 0.166 | 0.172 | 94.6 |
LMI55(0.25,0.10) | 10.001 | 0.01 | 0.168 | 0.168 | 0.174 | 94.6 |
LMI55(0.25,0.25) | 10.01 | 0.10 | 0.165 | 0.165 | 0.170 | 95.8 |
Wrong working model for δ (including a reduced set of predictors) only | ||||||
CE53 | 9.99 | −0.10 | 0.161 | 0.161 | 0.164 | 95.0 |
SCE53(0.10) | 9.993 | −0.07 | 0.167 | 0.167 | 0.167 | 94.0 |
SCE53(0.25) | 9.994 | −0.06 | 0.165 | 0.165 | 0.165 | 94.8 |
NNMI53(5,0.8,0.2) | 10.012 | 0.12 | 0.168 | 0.168 | 0.169 | 93.8 |
LMI53(0.10,0.10) | 10.01 | 0.10 | 0.166 | 0.166 | 0.170 | 95.6 |
LMI53(0.10,0.25) | 10.004 | 0.04 | 0.167 | 0.167 | 0.171 | 95.4 |
LMI53(0.25,0.10) | 10.045 | 0.45 | 0.169 | 0.175 | 0.169 | 94.2 |
LMI53(0.25,0.25) | 10.036 | 0.36 | 0.166 | 0.170 | 0.168 | 94.6 |
Wrong working model for Y (including a reduced set of predictors) only | ||||||
CE35 | 9.993 | −0.07 | 0.163 | 0.163 | 0.178 | 96.2 |
SCE35(0.10) | 10.021 | 0.21 | 0.164 | 0.165 | 0.175 | 95.6 |
SCE35(0.25) | 10.005 | 0.05 | 0.163 | 0.163 | 0.173 | 95.6 |
NNMI35(5,0.8,0.2) | 10.041 | 0.41 | 0.165 | 0.170 | 0.169 | 94.8 |
LMI35(0.10,0.10) | 10.018 | 0.18 | 0.167 | 0.168 | 0.171 | 95.4 |
LMI35(0.10,0.25) | 10.043 | 0.43 | 0.163 | 0.169 | 0.170 | 94.6 |
LMI35(0.25,0.10) | 10.008 | 0.08 | 0.170 | 0.170 | 0.174 | 95.4 |
LMI35(0.25,0.25) | 10.037 | 0.37 | 0.165 | 0.169 | 0.171 | 95.6 |
average of the 500 point estimates
100*(estimate- true value)/true value
sample standard deviation of the 500 point estimates
square root of mean-squared-errors
average of the 500 standard error estimates
coverage rate of the 500 95% confidence intervals