n=20 |
|
0% |
10% |
20% |
30% |
40% |
|
|
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
Least-Squares |
Bias |
0.0375 |
0.1083 |
68395 |
12511 |
115870 |
12323 |
115212 |
9858 |
136703 |
8915 |
MSE |
0.0479 |
0.4842 |
1.50E+10 |
1.50E+8 |
1.2E+11 |
1.2E+9 |
1.4E+11 |
9.9E+8 |
2.4E+11 |
1.0E+9 |
MEP |
5.0375 |
1.1083 |
68400 |
12512 |
115875 |
12324 |
115217 |
9859 |
136708 |
8916 |
Robust Method |
Bias |
0.0901 |
0.1525 |
0.0358 |
0.0523 |
0.0362 |
0.0250 |
0.0899 |
0.1605 |
0.2034 |
0.3292 |
MSE |
0.0534 |
0.5646 |
0.2296 |
0.5710 |
0.2555 |
0.6212 |
0.3534 |
0.8233 |
0.3928 |
1.095 |
MEP |
5.0701 |
1.1327 |
4.9641 |
1.0523 |
4.9638 |
0.9751 |
5.0899 |
1.1601 |
5.2034 |
1.3292 |
n=50 |
|
0% |
10% |
20% |
30% |
40% |
|
|
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
Least-Squares |
Bias |
0.0131 |
0.1430 |
23650 |
11692 |
18843 |
5605 |
25855 |
5462 |
33790 |
5170 |
MSE |
0.0396 |
0.2566 |
4.6E+9 |
1.1E+9 |
7.6E+9 |
6.3E+9 |
1.2E+10 |
5.1E+08 |
3.1E+10 |
7.1E+08 |
MEP |
5.0131 |
1.0414 |
23655 |
11693 |
18848 |
5606 |
25860 |
5463 |
33795 |
5171 |
Robust Method |
Bias |
0.0701 |
0.1625 |
0.0365 |
0.0646 |
0.0262 |
0.0143 |
0.0504 |
0.0640 |
0.0022 |
0.0510 |
MSE |
0.2167 |
0.5221 |
0.0555 |
0.2067 |
0.0660 |
0.3303 |
0.0673 |
0.3861 |
0.0710 |
0.6139 |
MEP |
5.0701 |
1.1131 |
5.0365 |
1.0646 |
4.974 |
0.9857 |
5.0505 |
1.0650 |
5.0022 |
1.0510 |
|