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. Author manuscript; available in PMC: 2018 May 1.
Published in final edited form as: J Multivar Anal. 2017 Mar 4;157:14–28. doi: 10.1016/j.jmva.2017.02.007

Table 2.

Summary of the simulation results for examples (b1)–(b3).

Case SNR Method MSEest MSEpred MSEdim FPR% FNR% CRI% rĖ‚
(b1) 0.50 BSRR 0.03 3.12 0.47 0.00 0.06 98.00 3.00
RR 0.35 44.87 21.49 4.72 0.08 30.40 3.69
RC 0.06 6.67 5.68 0.04 0.02 0.00 9.14
0.75 BSRR 0.01 1.37 0.23 0.00 0.04 99.20 3.00
RR 0.15 19.28 8.68 4.72 0.02 27.20 3.73
RC 0.02 2.29 1.90 0.00 0.02 0.00 8.66
1.00 BSRR 0.01 0.79 0.17 0.00 0.00 99.80 3.00
RR 0.07 9.97 3.54 4.72 0.02 51.20 3.49
RC 0.01 1.22 0.94 0.00 0.00 0.00 8.20

(b2) 0.50 BSRR 0.30 44.79 4.78 0.00 0.79 99.60 3.00
RR 0.31 45.36 6.04 0.00 0.16 99.40 3.00
RC 1.29 128.08 168.35 0.00 0.03 0.00 10.00
0.75 BSRR 0.12 18.79 0.82 0.00 0.38 99.20 3.00
RR 0.12 18.77 1.09 0.00 0.00 99.20 3.00
RC 0.56 55.61 72.10 0.00 0.07 0.00 10.00
1.00 BSRR 0.07 10.44 0.27 0.00 0.26 99.60 3.00
RR 0.07 10.36 0.36 0.00 0.00 99.40 3.00
RC 0.30 30.43 39.46 0.00 0.06 0.00 10.00

(b3) 0.50 BSRR 0.00 0.02 0.01 0.02 0.00 19.40 9.13
RR 0.00 0.21 0.02 4.68 0.00 27.20 9.22
RC 0.00 0.01 0.00 0.00 0.00 98.20 9.98
0.75 BSRR 0.00 0.01 0.01 0.03 0.00 19.20 9.13
RR 0.00 0.10 0.01 4.67 0.00 24.60 9.19
RC 0.00 0.01 0.00 0.00 0.00 98.40 9.98
1.00 BSRR 0.00 0.01 0.01 0.02 0.00 19.20 9.13
RR 0.00 0.06 0.01 4.66 0.00 22.40 9.16
RC 0.00 0.00 0.00 0.00 0.00 98.60 9.99