n=20 |
|
0% |
10% |
20% |
30% |
40% |
|
|
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
Least-Squares |
Bias |
0.0375 |
0.1083 |
25343 |
47179 |
8583 |
6953 |
2407 |
5185 |
1604 |
4015 |
MSE |
0.0479 |
0.4842 |
5.5E+9 |
1.5E+10 |
4.6E+9 |
2.1E+9 |
3.2E+8 |
2.2E+9 |
1.0E+8 |
1.4E+9 |
MEP |
5.0375 |
1.1083 |
25348 |
45180 |
9324 |
7329 |
3456 |
7733 |
1934 |
5234 |
Robust Method |
Bias |
0.0901 |
0.1525 |
0.0056 |
0.2242 |
0.034 |
0.2421 |
0.0199 |
0.2265 |
0.0176 |
0.3269 |
MSE |
0.0534 |
0.5646 |
0.2111 |
0.9423 |
0.2502 |
1.2292 |
0.2578 |
0.8812 |
0.2767 |
1.6324 |
MEP |
5.0701 |
1.1327 |
5.0056 |
1.2201 |
5.0134 |
1.2440 |
5.0199 |
1.2263 |
4.9824 |
1.3269 |
n=50 |
|
0% |
10% |
20% |
30% |
40% |
|
|
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
Least-Squares |
Bias |
0.0131 |
0.1430 |
5214 |
4108 |
7326 |
5423 |
2113 |
4927 |
1476 |
3104 |
MSE |
0.0396 |
0.2566 |
6.1E+9 |
1.7E+9 |
3.2E+9 |
1.8E+9 |
2.5E+8 |
1.8E+9 |
7.9E+7 |
1.2E+9 |
MEP |
5.0131 |
1.0414 |
30123 |
58972 |
8589 |
6954 |
2412 |
6186 |
1609 |
4016 |
Robust Method |
Bias |
0.0701 |
0.1625 |
0.0328 |
0.0914 |
0.02925 |
0.1285 |
0.0494 |
0.1843 |
0.0050 |
0.2876 |
MSE |
0.2167 |
0.5221 |
0.2333 |
0.6257 |
0.2718 |
0.7224 |
0.3150 |
0.8543 |
0.2937 |
0.9745 |
MEP |
5.0701 |
1.1131 |
5.0328 |
1.0914 |
5.0292 |
1.1285 |
5.0494 |
1.1843 |
4.9734 |
1.1567 |
|