Table 2.
Theoretical and empirical values of the variance and covariance elements of EGRMs
| MAF | EUR | EAS | AMR | SAS | AFR | |
|---|---|---|---|---|---|---|
| zk | (0.4,0.5] | 1.06/0.97 | 1.11/1.02 | 1.04/0.97 | 1.04/0.96 | 1.15/1.05 |
| (0.3,0.4] | 1.06/0.97 | 1.11/1.02 | 1.04/0.97 | 1.04/0.96 | 1.14/1.05 | |
| (0.2,0.3] | 1.05/0.96 | 1.09/1.00 | 1.03/0.97 | 1.03/0.96 | 1.17/1.07 | |
| (0.1,0.2] | 0.99/0.91 | 1.01/0.93 | 0.98/0.93 | 0.99/0.92 | 1.32/1.22 | |
| (0.01,0.1] | 0.61/0.57 | 0.50/0.47 | 0.73/0.70 | 0.56/0.53 | 2.50/2.37 | |
| (0.0001,0.01] | 0.71/0.71 | 0.94/0.94 | 0.82/0.82 | 0.98/0.98 | 1.46/1.46 | |
| zkk | (0.4,0.5] | 0.13/0.11 | 0.22/0.20 | 0.08/0.07 | 0.08/0.07 | 0.30/0.28 |
| (0.3,0.4] | 0.13/0.11 | 0.22/0.20 | 0.07/0.06 | 0.08/0.07 | 0.29/0.26 | |
| (0.2,0.3] | 0.12/0.11 | 0.21/0.19 | 0.07/0.06 | 0.08/0.07 | 0.27/0.24 | |
| (0.1,0.2] | 0.11/0.10 | 0.18/0.17 | 0.07/0.06 | 0.08/0.07 | 0.27/0.25 | |
| (0.01,0.1] | 0.06/0.05 | 0.08/0.07 | 0.04/0.03 | 0.05/0.04 | 0.25/0.23 | |
| (0.0001,0.01] | 0.004/0.002 | 0.005/0.003 | 0.004/0.002 | 0.005/0.003 | 0.011/0.008 |
The first values are theoretical values of the variance and covariance, and second values are empirical values