Table 3:
Selection Frequencies |
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Structures of Interest |
Criterion | Independence (ESD=0.21) |
Exchangeable (ESD=0.16) |
AR-1 (ESD=0.13) |
Toeplitz (ESD=0.12) |
Unstructured (ESD=0.12) |
Criterion ESD* |
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IEATU | TECMW | 0 | 0 | 60 | 260 | 680 | 0.12 | |||
CICW | 0 | 0 | 155 | 348 | 497 | 0.12 | ||||
CICHH | 0 | 0 | 232 | 671 | 97 | 0.12 | ||||
CICSH | 0 | 0 | 326 | 626 | 48 | 0.12 | ||||
EAIC | 0 | 0 | 8 | 359 | 633 | 0.12 | ||||
EBIC | 0 | 0 | 69 | 566 | 365 | 0.12 | ||||
AGP | 0 | 0 | 26 | 346 | 628 | 0.12 | ||||
BGP | 0 | 0 | 48 | 419 | 533 | 0.12 | ||||
IEA | TECMW | 0 | 0 | 1000 | 0.13 | |||||
CICW | 0 | 0 | 1000 | 0.13 | ||||||
CICHH | 0 | 0 | 1000 | 0.13 | ||||||
CICSH | 0 | 0 | 1000 | 0.13 | ||||||
EAIC | 0 | 0 | 1000 | 0.13 | ||||||
EBIC | 0 | 0 | 1000 | 0.13 | ||||||
AGP | 0 | 0 | 1000 | 0.13 | ||||||
BGP | 0 | 0 | 1000 | 0.13 | ||||||
EATU | TECMW | 0 | 60 | 260 | 680 | 0.12 | ||||
CICW | 0 | 155 | 348 | 497 | 0.12 | |||||
CICHH | 0 | 232 | 671 | 97 | 0.12 | |||||
CICSH | 0 | 326 | 626 | 48 | 0.12 | |||||
EAIC | 0 | 8 | 359 | 633 | 0.12 | |||||
EBIC | 0 | 69 | 566 | 365 | 0.12 | |||||
AGP | 0 | 26 | 346 | 628 | 0.12 | |||||
BGP | 0 | 48 | 419 | 533 | 0.12 |
empirical standard deviations (ESD) of resulting from use of the given criterion and penalty
TECMW - trace of the empirical covariance matrix with Westgate penalty
CICW - correlation information criterion with Westgate penalty
CICHH - correlation information criterion with Hardin and Hilbe penalty
CICSH - correlation information criterion with Shults and Hilbe penalty
EAIC - empirical likelihood AIC-based criterion with penalty
EBIC - empirical likelihood BIC-based criterion with penalty
AGP - AIC-based gaussian pseudolikelihood criterion with penalty
BGP - BIC-based gaussian pseudolikelihood criterion with penalty
IEATU - All 5 structures are considered for selection
IEA - Only independence, exchangeable, and AR-1 are considered for selection
EATU - All structures except for independence are considered for selection