TABLE 1.
Performance of multiple robust estimators compared with WGEE estimators under 500 Monte Carlo data (all numbers listed in the table are multiplied by 100)
| Setups | Method | β 0 | β 1 | β 2 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RB | SD | AB | RMSE | RB | SD | AB | RMSE | RB | SD | AB | RMSE | ||
| n = 400 | WGEE_100 | 3.4 | 13.2 | 10.8 | 13.3 | 1.4 | 17.6 | 14.0 | 17.6 | 0.3 | 15.7 | 12.5 | 15.7 |
| m = 0.3 | WGEE_010 | 13.8 | 13.0 | 11.9 | 14.7 | 2.0 | 18.0 | 14.3 | 18.1 | 1.4 | 16.2 | 12.9 | 16.3 |
| MULTI_100 | 0.9 | 11.8 | 9.4 | 11.8 | 0.6 | 15.9 | 12.5 | 15.8 | 2.3 | 14.1 | 11.1 | 14.2 | |
| MULTI_111 | 1.2 | 11.7 | 9.4 | 11.8 | 0.8 | 15.9 | 12.6 | 15.9 | 2.3 | 14.1 | 11.0 | 14.1 | |
| MULTI_001 | 2.3 | 11.8 | 9.5 | 11.8 | 0.6 | 15.9 | 12.6 | 15.9 | 2.4 | 14.1 | 11.1 | 14.2 | |
| MULTI_011 | 1.4 | 11.8 | 9.4 | 11.8 | 0.8 | 15.9 | 12.6 | 15.9 | 2.3 | 14.1 | 11.1 | 14.1 | |
| n = 700 | WGEE_100 | 3.9 | 9.4 | 7.7 | 9.6 | 0.3 | 13.2 | 10.5 | 13.2 | 0.3 | 12.0 | 9.6 | 12.0 |
| m = 0.3 | WGEE_010 | 13.7 | 9.9 | 9.8 | 12.0 | 1.3 | 13.9 | 11.3 | 13.9 | 0.4 | 12.8 | 10.2 | 12.8 |
| MULTI_100 | 0.3 | 9.2 | 7.5 | 9.2 | 0.1 | 12.5 | 10.0 | 12.5 | 0.9 | 11.5 | 9.3 | 11.5 | |
| MULTI_111 | 0.0 | 9.1 | 7.4 | 9.1 | 0.3 | 12.4 | 9.9 | 12.4 | 0.9 | 11.5 | 9.3 | 11.5 | |
| MULTI_001 | 1.0 | 9.2 | 7.4 | 9.2 | 0.1 | 12.5 | 10.0 | 12.5 | 1.0 | 11.5 | 9.3 | 11.5 | |
| MULTI_011 | 0.2 | 9.1 | 7.4 | 9.1 | 0.3 | 12.4 | 9.9 | 12.4 | 1.0 | 11.5 | 9.3 | 11.5 | |
| n = 400 | WGEE_100 | 3.8 | 19.3 | 15.3 | 19.3 | 1.7 | 24.8 | 19.3 | 24.8 | 1.4 | 24.7 | 19.4 | 24.7 |
| m = 0.5 | WGEE_010 | 27.9 | 24.1 | 22.1 | 27.9 | 2.5 | 32.3 | 25.4 | 32.3 | 2.8 | 32.5 | 26.0 | 32.6 |
| MULTI_100 | 0.4 | 13.5 | 10.6 | 13.4 | 0.8 | 17.5 | 13.7 | 17.5 | 2.4 | 17.0 | 13.6 | 17.0 | |
| MULTI_111 | 0.5 | 13.5 | 10.6 | 13.5 | 0.7 | 17.6 | 13.8 | 17.6 | 2.5 | 17.1 | 13.6 | 17.1 | |
| MULTI_001 | 1.8 | 13.4 | 10.6 | 13.4 | 0.7 | 17.5 | 13.8 | 17.5 | 2.7 | 16.9 | 13.5 | 17.0 | |
| MULTI_011 | 0.9 | 13.5 | 10.6 | 13.5 | 0.8 | 17.5 | 13.8 | 17.5 | 2.7 | 17.0 | 13.5 | 17.0 | |
| n = 700 | WGEE_100 | 4.0 | 13.8 | 11.2 | 13.9 | 0.4 | 19.2 | 15.4 | 19.2 | 0.6 | 18.7 | 15.0 | 18.7 |
| m = 0.5 | WGEE_010 | 26.3 | 17.9 | 18.0 | 22.2 | 0.4 | 24.9 | 20.0 | 24.9 | 0.1 | 25.6 | 20.2 | 25.6 |
| MULTI_100 | 0.9 | 10.4 | 8.3 | 10.4 | 0.1 | 13.9 | 11.2 | 13.9 | 0.8 | 13.6 | 10.9 | 13.6 | |
| MULTI_111 | 0.5 | 10.4 | 8.3 | 10.4 | 0.0 | 13.9 | 11.1 | 13.9 | 0.7 | 13.7 | 10.9 | 13.7 | |
| MULTI_001 | 0.5 | 10.4 | 8.3 | 10.4 | 0.0 | 13.9 | 11.1 | 13.9 | 0.8 | 13.6 | 10.9 | 13.6 | |
| MULTI_011 | 0.2 | 10.4 | 8.3 | 10.4 | 0.1 | 13.9 | 11.2 | 13.9 | 0.8 | 13.7 | 10.9 | 13.6 | |