Figure 2.

Simulation results for (M1) when J = 500 and U ~ Uniform(0, 1). Columns from left to right correspond to the estimate when $c=1(\widehat{\mathit{\beta }}(u))$ and $c=2,4,8(\overline{\mathit{\beta }}(u))$ under homogeneous pooling (D1), respectively. In each sub-figure, the dashed line plots the true varying-coefficient function, and the solid line connects the pointwise sample mean of the 500 function estimates. The top and bottom dotted lines are the pointwise mean ± 1.96 × standard deviation of the 500 estimates, respectively. This figure appears in color in the electronic version of this article, and any mention of color refers to that version.