Table 6.
Method | Estimatea | % Biasb | SDc | RMSEd | SEe | CR(%)f |
---|---|---|---|---|---|---|
FO | 8.858 | −0.83 | 2.252 | 2.253 | 1.959 | 87.2 |
CC | 13.832 | 54.86 | 4.115 | 6.399 | 3.578 | 84.6 |
Wrong working models for Y (a misspecified distribution) only | ||||||
CE55 | 8.609 | −3.62 | 3.005 | 3.022 | 2.936 | 87.8 |
SCE55(0.10) | 9.231 | 3.35 | 2.683 | 2.700 | 4.414 | 96.4 |
SCE55(0.25) | 9.028 | 1.08 | 2.552 | 2.554 | 4.380 | 96.4 |
NNMI55(5,0.8,0.2) | 8.873 | −0.66 | 2.307 | 2.308 | 2.025 | 87.2 |
LMI55(0.10,0.10) | 8.819 | −1.26 | 2.382 | 2.385 | 2.037 | 87.0 |
LMI55(0.10,0.25) | 8.861 | −0.79 | 2.335 | 2.336 | 2.030 | 86.6 |
LMI55(0.25,0.10) | 8.774 | −1.77 | 2.343 | 2.348 | 2.026 | 87.4 |
LMI55(0.25,0.25) | 8.834 | −1.10 | 2.350 | 2.352 | 2.046 | 86.6 |
Wrong working model for Y (including a reduced set of predictors and a misspecified distribution) only | ||||||
CE53 | 6.268 | −29.82 | 2.173 | 3.438 | 2.689 | 74.2 |
SCE53(0.10) | 9.247 | 3.53 | 2.680 | 2.698 | 3.886 | 95.8 |
SCE53(0.25) | 9.065 | 1.49 | 2.556 | 2.559 | 3.848 | 95.6 |
NNMI53(5,0.8,0.2) | 9.026 | 1.05 | 2.378 | 2.380 | 2.044 | 88.2 |
LMI53(0.10,0.10) | 8.955 | 0.26 | 2.380 | 2.380 | 2.034 | 88.2 |
LMI53(0.10,0.25) | 8.958 | 0.29 | 2.381 | 2.381 | 2.033 | 88.0 |
LMI53(0.25,0.10) | 9.044 | 1.26 | 2.431 | 2.434 | 2.063 | 89.0 |
LMI53(0.25,0.25) | 9.007 | 0.84 | 2.406 | 2.407 | 2.050 | 88.6 |
Wrong working model for both Y (a misspecified distribution) and δ (including a reduced set of predictors) | ||||||
CE35 | 8.825 | −1.20 | 2.519 | 2.521 | 2.352 | 89.0 |
SCE35(0.10) | 10.252 | 14.78 | 3.049 | 3.323 | 4.707 | 97.4 |
SCE35(0.25) | 9.792 | 9.63 | 2.950 | 3.073 | 4.623 | 97.0 |
NNMI35(5,0.8,0.2) | 9.28 | 3.90 | 2.475 | 2.499 | 2.158 | 91.0 |
LMI35(0.10,0.10) | 9.012 | 0.90 | 2.410 | 2.411 | 2.129 | 88.6 |
LMI35(0.10,0.25) | 9.15 | 2.44 | 2.448 | 2.458 | 2.118 | 89.8 |
LMI35(0.25,0.10) | 8.956 | 0.27 | 2.353 | 2.353 | 2.098 | 88.4 |
LMI35(0.25,0.25) | 9.064 | 1.48 | 2.368 | 2.372 | 2.099 | 88.4 |
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