Table 1.
Ma & Yin method | Naive method | Simex method | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Estimate | |||||||||||
200 | 0.1 | Bias | -1.0 | 3.2 | -0.2 | 4.3 | -9.2 | 0.2 | -0.4 | 1.5 | -0.1 |
Emp. var. | 5.3 | 13.2 | 4.1 | 4.7 | 9.9 | 4.0 | 5.2 | 12.8 | 4.1 | ||
Est. var. | 5.3 | 13.0 | 3.6 | 4.6 | 9.8 | 3.6 | 5.2 | 12.4 | 3.6 | ||
95% cv | 94.6 | 94.8 | 93.6 | 93.6 | 93.4 | 93.8 | 94.2 | 94.2 | 93.8 | ||
MSE | 5.3 | 13.3 | 4.1 | 4.8 | 10.8 | 4.0 | 5.2 | 12.8 | 4.1 | ||
200 | 0.2 | Bias | -3.0 | 8.5 | -0.5 | 14.2 | -31.5 | .7 | 3.6 | -7.6 | 0.1 |
Emp. var. | 6.9 | 22.6 | 4.4 | 4.1 | 7.5 | 4.0 | 5.4 | 14.3 | 4.2 | ||
Est. var. | 7.4 | 22.7 | 3.9 | 4.0 | 7.4 | 3.6 | 5.2 | 12.7 | 3.7 | ||
95% cv | 96.0 | 96.8 | 93.2 | 88.4 | 78.8 | 93.4 | 93.8 | 92.4 | 93.0 | ||
MSE | 7.0 | 23.4 | 4.4 | 6.1 | 17.5 | 4.0 | 5.5 | 14.8 | 4.2 | ||
300 | 0.1 | Bias | -1.1 | 3.7 | -1.4 | 4.2 | -8.4 | -1.1 | -0.5 | 2.3 | -1.4 |
Emp. var. | 3.9 | 9.4 | 2.6 | 3.4 | 7.1 | 2.5 | 3.8 | 9.0 | 2.6 | ||
Est. var. | 3.5 | 8.7 | 2.4 | 3.1 | 6.5 | 2.4 | 3.4 | 8.3 | 2.4 | ||
95% cv | 95.6 | 94.4 | 96.6 | 93.4 | 93.2 | 96.6 | 95.4 | 94.2 | 96.6 | ||
MSE | 3.9 | 9.5 | 2.6 | 3.6 | 7.8 | 2.5 | 3.8 | 9.1 | 2.6 | ||
300 | 0.2 | Bias | -2.1 | 6.8 | -1.8 | 14.2 | -31.0 | -0.6 | 3.6 | -6.9 | -1.3 |
Emp. var. | 4.9 | 14.5 | 2.7 | 3.0 | 5.1 | 2.5 | 3.9 | 9.7 | 2.6 | ||
Est. var. | 4.6 | 13.9 | 2.6 | 2.7 | 4.9 | 2.4 | 3.4 | 8.4 | 2.5 | ||
95% cv | 96.6 | 95.8 | 95.8 | 85.2 | 71.6 | 95.4 | 93.8 | 93.4 | 95.8 | ||
MSE | 5.0 | 14.9 | 2.7 | 5.0 | 14.7 | 2.5 | 4.1 | 10.2 | 2.6 |
Emp. var., empirical variance; Est. var., estimated variance; 95% cv, coverage probabilities of 95% confidence intervals computed based on the asymptotic normal distribution; MSE, mean squared error. All numbers were multiplied by 100.