. Author manuscript; available in PMC: 2022 Jul 1.

Published in final edited form as: Electron J Stat. 2021 Sep 14;15(2):4192–4235. doi: 10.1214/21-ejs1887

Table B.3.

Bias and mean squared error (MSE) in estimating β₁ and the similarity of $\hat{λ}$ to the average of π_ij (denoted as ${\bar{π}}_{j}$ ) and the standard error (SE), for j = 2, 4, when each covariance matrix has a unique eigenspace. Data dimension p = 20, sample size n = 100 and T_i = T = 100.

	${\hat{β}}_{1}$			$\hat{λ}$
	Truth	Bias	MSE	$\| 〈 \hat{γ}, {\bar{π}}_{j} 〉 \|$ (SE)
D2	−1	0.980	0.971	0.915 (0.031)
D4	1	−0.523	0.293	0.571 (0.060)