n=20 |
|
0% |
10% |
20% |
30% |
40% |
|
|
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
Least-Squares |
Bias |
0.0375 |
0.1083 |
25342.0 |
45178 |
8582 |
6952 |
2406 |
5184 |
1603 |
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 |
25347 |
45179 |
8587 |
6953 |
2411 |
5185 |
1608 |
4016 |
Robust Method |
Bias |
0.0901 |
0.1525 |
0.0762 |
0.0895 |
0.0081 |
0.0599 |
0.1191 |
0.1685 |
0.0176 |
0.0417 |
MSE |
0.0534 |
0.5646 |
0.1676 |
0.3112 |
0.1484 |
0.6847 |
0.2901 |
0.7813 |
0.2539 |
0.7448 |
MEP |
5.0701 |
1.1327 |
5.0762 |
1.0895 |
4.9919 |
1.0599 |
5.1191 |
1.1685 |
5.0176 |
0.0417 |
n=50 |
|
0% |
10% |
20% |
30% |
40% |
|
|
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
θ1 |
θ2 |
Least-Squares |
Bias |
0.0131 |
0.1430 |
660 |
892 |
583 |
582 |
566 |
478 |
559 |
404 |
MSE |
0.0396 |
0.2566 |
455959 |
1.0E+6 |
345138 |
437874 |
323227 |
252951 |
314270 |
176481 |
MEP |
5.0131 |
1.0414 |
665 |
893 |
588 |
583 |
571 |
479 |
564 |
405 |
Robust Method |
Bias |
0.0701 |
0.1625 |
0.0173 |
0.0736 |
0.0892 |
0.1767 |
0.0399 |
0.0059 |
0.01445 |
0.0256 |
MSE |
0.2167 |
0.5221 |
0.0526 |
0.3141 |
0.0746 |
0.4530 |
0.0474 |
0.2435 |
0.0857 |
0.4877 |
MEP |
5.0701 |
1.1131 |
4.9827 |
1.0736 |
5.0892 |
1.1767 |
4.9601 |
1.0060 |
4.9856 |
1.0256 |
|