Table 2.
Simulation results for estimation of
and
.
|
|
|||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
True | Method | B | MAD | RMAD | CP | B | MAD | RMAD | CP | ||
Estimation of
| ||||||||||||
| [0.05in] | 6.931 | Ideal |
0.034 |
0.245 | 0.247 | 0.950 |
0.013 |
0.122 | 0.123 | 0.982 | ||
| Case 1 | ||||||||||||
| 0.1 | 6.931 | EC | 0.007 | 0.379 | 0.474 | 0.948 |
0.007 |
0.168 | 0.197 | 0.978 | ||
| 0.3 | 6.931 | EC |
0.041 |
0.498 | 0.637 | 0.942 |
0.032 |
0.242 | 0.272 | 0.950 | ||
| 0.5 | 6.931 | EC |
0.101 |
0.582 | 0.805 | 0.913 |
0.104 |
0.283 | 0.345 | 0.948 | ||
| 0.7 | 6.931 | EC |
0.211 |
0.632 | 0.894 | 0.922 |
0.141 |
0.333 | 0.411 | 0.910 | ||
| Case 2 | ||||||||||||
| 0.1 | 6.931 | EC | 0.013 | 0.402 | 0.452 | 0.906 |
0.007 |
0.176 | 0.195 | 0.964 | ||
| 0.3 | 6.931 | EC |
0.033 |
0.440 | 0.603 | 0.940 |
0.041 |
0.211 | 0.256 | 0.962 | ||
| 0.5 | 6.931 | EC |
0.016 |
0.578 | 0.776 | 0.920 |
0.064 |
0.286 | 0.324 | 0.936 | ||
| 0.7 | 6.931 | EC |
0.059 |
0.700 | 0.966 | 0.890 |
0.086 |
0.320 | 0.394 | 0.936 | ||
| Case 3 | ||||||||||||
| 0.1 | 6.931 | EC | 0.001 | 0.353 | 0.412 | 0.934 | 0.015 | 0.149 | 0.179 | 0.952 | ||
| 0.3 | 6.931 | EC |
0.019 |
0.367 | 0.477 | 0.964 |
0.012 |
0.186 | 0.211 | 0.958 | ||
| 0.5 | 6.931 | EC |
0.026 |
0.425 | 0.549 | 0.970 |
0.025 |
0.228 | 0.249 | 0.958 | ||
| 0.7 | 6.931 | EC |
0.043 |
0.550 | 0.676 | 0.920 |
0.013 |
0.265 | 0.293 | 0.938 | ||
Estimation of
| ||||||||||||
| Case 1 | ||||||||||||
| 0.1 | 6.720 | Naive |
0.039 |
0.255 | 0.255 | 0.940 |
0.009 |
0.114 | 0.127 | 0.958 | ||
| 0.3 | 6.411 | Naive |
0.032 |
0.283 | 0.263 | 0.968 |
0.040 |
0.119 | 0.132 | 0.956 | ||
| 0.5 | 6.186 | Naive |
0.053 |
0.271 | 0.270 | 0.942 |
0.013 |
0.142 | 0.134 | 0.964 | ||
| 0.7 | 6.017 | Naive |
0.035 |
0.264 | 0.274 | 0.938 |
0.011 |
0.135 | 0.136 | 0.974 | ||
| Case 2 | ||||||||||||
| 0.1 | 6.720 | Naive |
0.036 |
0.262 | 0.255 | 0.940 |
0.011 |
0.125 | 0.127 | 0.958 | ||
| 0.3 | 6.411 | Naive |
0.026 |
0.257 | 0.265 | 0.952 |
0.015 |
0.121 | 0.131 | 0.952 | ||
| 0.5 | 6.186 | Naive |
0.022 |
0.255 | 0.271 | 0.942 |
0.008 |
0.126 | 0.134 | 0.954 | ||
| 0.7 | 6.017 | Naive |
0.019 |
0.261 | 0.274 | 0.940 |
0.011 |
0.121 | 0.136 | 0.962 | ||
| Case 3 | ||||||||||||
| 0.1 | 6.818 | Naive |
0.023 |
0.251 | 0.253 | 0.958 |
0.001 |
0.121 | 0.126 | 0.940 | ||
| 0.3 | 6.629 | Naive |
0.023 |
0.243 | 0.258 | 0.958 | 0.000 | 0.135 | 0.129 | 0.942 | ||
| 0.5 | 6.476 | Naive |
0.016 |
0.258 | 0.262 | 0.954 | 0.003 | 0.131 | 0.131 | 0.954 | ||
| 0.7 | 6.347 | Naive |
0.018 |
0.274 | 0.267 | 0.938 |
0.005 |
0.136 | 0.132 | 0.948 | ||
EC, error corrected; B, empirical bias based on the median; MAD, empirical median absolute deviation; RMAD, resampling median absolute deviation; CP, empirical coverage probability of 95% confidence interval.

