Table 8.
N=200 | N=500 | |||||||
---|---|---|---|---|---|---|---|---|
| ||||||||
Par | True | BIAS | SE | RMS | BIAS | SE | RMS | |
SEM with Lasso prior to Ψ | γ1 | 0.6 | 0.033 | 0.085 | 0.087 | 0.028 | 0.065 | 0.063 |
γ2 | −0.6 | −0.030 | 0.086 | 0.079 | −0.035 | 0.066 | 0.068 | |
SEM with diagonal Ψ | γ1 | 0.6 | 0.149 | 0.089 | 0.173 | 0.122 | 0.056 | 0.136 |
γ2 | −0.6 | −0.144 | 0.090 | 0.167 | −0.133 | 0.056 | 0.143 |