Figure 5.
Mean SSE when non-zero (θp−10, …, θp−6) = n−1/4(0.6, 1.2, 1.8, 2.4, 3), (θp−5, …, θp) = (0.6, 1.2, 1.8.2.4, 3) and ρ = 0, 0.25 (left, right), ϕ = 1. Simulation settings: (n = 100, p = 100), (n = 250, p = 500), (n = 500, p = 1000)
Mean SSE when non-zero (θp−10, …, θp−6) = n−1/4(0.6, 1.2, 1.8, 2.4, 3), (θp−5, …, θp) = (0.6, 1.2, 1.8.2.4, 3) and ρ = 0, 0.25 (left, right), ϕ = 1. Simulation settings: (n = 100, p = 100), (n = 250, p = 500), (n = 500, p = 1000)