Table 7.
Method | Estimatea | % Biasb | SDc | RMSEd | SEe | CR(%)f |
---|---|---|---|---|---|---|
FO | 8.859 | −0.82 | 1.098 | 1.100 | 1.037 | 90.0 |
CC | 13.764 | 54.10 | 2.021 | 5.238 | 1.891 | 16.6 |
Wrong working models for Y (a misspecified distribution) only | ||||||
CE55 | 8.801 | −1.47 | 1.411 | 1.417 | 1.511 | 93.0 |
SCE55(0.10) | 8.895 | −0.41 | 1.206 | 1.207 | 2.272 | 98.0 |
SCE55(0.25) | 8.839 | −1.04 | 1.18 | 1.184 | 2.244 | 98.0 |
NNMI55(5,0.8,0.2) | 8.812 | −1.34 | 1.147 | 1.153 | 1.076 | 89.8 |
LMI55(0.10,0.10) | 8.792 | −1.57 | 1.15 | 1.158 | 1.081 | 90.0 |
LMI55(0.10,0.25) | 8.801 | −1.47 | 1.156 | 1.163 | 1.075 | 88.6 |
LMI55(0.25,0.10) | 8.762 | −1.90 | 1.136 | 1.149 | 1.078 | 90.8 |
LMI55(0.25,0.25) | 8.794 | −1.54 | 1.147 | 1.155 | 1.079 | 89.0 |
Wrong working model for Y (including a reduced set of predictors and a mis-specified distribution) only | ||||||
CE53 | 6.401 | −28.34 | 0.951 | 2.704 | 1.388 | 50.4 |
SCE53(0.10) | 8.92 | −0.13 | 1.211 | 1.211 | 2.044 | 97.6 |
SCE53(0.25) | 8.875 | −0.64 | 1.190 | 1.191 | 2.013 | 97.0 |
NNMI53(5,0.8,0.2) | 8.846 | −0.96 | 1.147 | 1.150 | 1.078 | 90.4 |
LMI53(0.10,0.10) | 8.828 | −1.16 | 1.145 | 1.150 | 1.076 | 90.4 |
LMI53(0.10,0.25) | 8.833 | −1.11 | 1.155 | 1.159 | 1.079 | 89.8 |
LMI53(0.25,0.10) | 8.892 | −0.45 | 1.155 | 1.156 | 1.082 | 90.4 |
LMI53(0.25,0.25) | 8.891 | −0.46 | 1.159 | 1.160 | 1.083 | 90.4 |
Wrong working model for both Y (a misspecified distribution) and δ (including a reduced set of predictors) | ||||||
CE35 | 8.829 | −1.15 | 1.195 | 1.199 | 1.195 | 91.0 |
SCE35(0.10) | 9.456 | 5.87 | 1.381 | 1.477 | 2.345 | 99.2 |
SCE35(0.25) | 9.124 | 2.15 | 1.270 | 1.284 | 2.301 | 98.6 |
NNMI35(5,0.8,0.2) | 8.941 | 0.10 | 1.168 | 1.168 | 1.104 | 91.2 |
LMI35(0.10,0.10) | 8.897 | −0.39 | 1.184 | 1.185 | 1.106 | 90.2 |
LMI35(0.10,0.25) | 8.986 | 0.61 | 1.175 | 1.176 | 1.115 | 91.4 |
LMI35(0.25,0.10) | 8.888 | −0.49 | 1.155 | 1.156 | 1.103 | 91.2 |
LMI35(0.25,0.25) | 8.965 | 0.37 | 1.175 | 1.175 | 1.107 | 91.6 |
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