TABLE 2:
Average and Monte Carlo standard errors for the naive and fusion estimators, 4000 simulation trials
N | Average Standard Errora | Monte Carlo Standard Errorb | ||||
---|---|---|---|---|---|---|
Scenario | Local | Distal | Fusion | Naïve | Fusion | Naïve |
A | 100 | 100 | 0.163 | 0.123 | 0.156 | 0.113 |
A | 100 | 500 | 0.108 | 0.096 | 0.091 | 0.078 |
A | 100 | 1000 | 0.110 | 0.105 | 0.079 | 0.073 |
A | 500 | 100 | 0.149 | 0.105 | 0.141 | 0.096 |
A | 500 | 500 | 0.073 | 0.055 | 0.068 | 0.050 |
A | 500 | 1000 | 0.057 | 0.046 | 0.053 | 0.041 |
A | 1000 | 100 | 0.147 | 0.103 | 0.136 | 0.090 |
A | 1000 | 500 | 0.069 | 0.050 | 0.065 | 0.044 |
A | 1000 | 1000 | 0.051 | 0.039 | 0.048 | 0.035 |
B | 100 | 100 | 0.054 | 0.087 | 0.056 | 0.082 |
B | 100 | 500 | 0.043 | 0.056 | 0.044 | 0.047 |
B | 100 | 1000 | 0.043 | 0.057 | 0.041 | 0.040 |
B | 500 | 100 | 0.041 | 0.081 | 0.042 | 0.076 |
B | 500 | 500 | 0.025 | 0.039 | 0.024 | 0.037 |
B | 500 | 1000 | 0.022 | 0.030 | 0.021 | 0.028 |
B | 1000 | 100 | 0.039 | 0.080 | 0.040 | 0.077 |
B | 1000 | 500 | 0.021 | 0.037 | 0.021 | 0.034 |
B | 1000 | 1000 | 0.018 | 0.028 | 0.018 | 0.026 |
Average standard error is defined as the average of the standard errors across Monte Carlo simulations, estimated with the standard error estimator described in the text.
Monte Carlo standard error is defined as the standard deviation of the estimates across Monte Carlo simulations.