| |
α1 |
α2 |
β1 |
β2 |
β2 |
σ0 |
σ1 |
| Sample size |
20 |
|
|
|
|
|
|
| true value |
0 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
0.0213 (0.0517) |
-0.0063 (0.0117) |
78.13 (22.56) |
29958.77 (31.48) |
1.0022 (0.0014) |
0.9809 (0.0053) |
463.61 (1.34) |
| integrated model |
0.015 (0.052) |
-0.0062 (0.0117) |
142.07 (15.3) |
29881.73 (28.8) |
1.0077 (0.0014) |
0.9298 (0.0051) |
490.89 (1.24) |
| true value |
0 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0062 (0.0057) |
-0.1066 (0.0117) |
78.43 (22.69) |
29954.12 (31.17) |
1.0023 (0.0014) |
0.981 (0.0053) |
463.75 (1.34) |
| integrated model |
-0.0106 (0.0068) |
-0.1067 (0.0117) |
136.82 (15.25) |
29875.35 (28.62) |
1.0078 (0.0014) |
0.9299 (0.005) |
490.51 (1.23) |
| true value |
0 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0015 (0.0057) |
-0.3067 (0.0117) |
83.04 (23.4) |
29904.9 (31.25) |
1.0044 (0.0014) |
0.9811 (0.0053) |
464.85 (1.38) |
| integrated model |
-0.0126 (0.0068) |
-0.3071 (0.0117) |
168.89 (15.35) |
29827.69 (29.14) |
1.0102 (0.0014) |
0.93 (0.0051) |
491.49 (1.23) |
| true value |
0 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0015 (0.0057) |
-0.5063 (0.0117) |
81.23 (22.74) |
29909.99 (30.21) |
1.0045 (0.0014) |
0.9807 (0.0053) |
464.58 (1.36) |
| integrated model |
-0.0119 (0.0068) |
-0.5069 (0.0117) |
161.52 (14.84) |
29838.19 (28.02) |
1.0096 (0.0014) |
0.9297 (0.0051) |
491.18 (1.23) |
| true value |
0 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0043 (0.0061) |
-1.0021 (0.0117) |
23.03 (20.93) |
30048.43 (26.41) |
0.9997 (0.0012) |
0.9795 (0.0053) |
465.42 (1.4) |
| integrated model |
-0.0105 (0.0068) |
-1.005 (0.0117) |
91.21 (13.22) |
29964.21 (24.28) |
1.003 (0.0012) |
0.9298 (0.0051) |
491.06 (1.27) |
| true value |
0 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0055 (0.006) |
-1.3033 (0.0117) |
39.67 (18.69) |
30027.79 (24.25) |
1.0018 (0.0012) |
0.9792 (0.0053) |
465.7 (1.37) |
| integrated model |
-0.0099 (0.0067) |
-1.3077 (0.0118) |
96.34 (11.97) |
29952.63 (22.46) |
1.0035 (0.0011) |
0.9301 (0.005) |
491.25 (1.25) |
| true value |
0 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0096 (0.0063) |
-1.5032 (0.0117) |
83.81 (17.38) |
29973.69 (22.32) |
1.0042 (0.0011) |
0.9789 (0.0053) |
464.47 (1.35) |
| integrated model |
-0.0111 (0.0069) |
-1.5086 (0.0117) |
124.24 (11.18) |
29909.02 (20.75) |
1.0054 (0.0011) |
0.93 (0.0051) |
491.11 (1.28) |
| Sample size |
50 |
|
|
|
|
|
|
| true value |
0 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.023 (0.0283) |
0.0054 (0.0064) |
-11.3 (16.58) |
30137.24 (20.17) |
0.9952 (9e-04) |
0.9923 (0.0032) |
457.55 (0.85) |
| integrated model |
-0.0259 (0.0284) |
0.0053 (0.0064) |
43.36 (9.77) |
30057.24 (18.46) |
0.9982 (9e-04) |
0.9719 (0.0032) |
495.97 (0.79) |
| true value |
0 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0012 (0.0041) |
-0.0946 (0.0064) |
-6.46 (16.12) |
30141.23 (19.69) |
0.9951 (9e-04) |
0.9925 (0.0032) |
457.14 (0.84) |
| integrated model |
-0.0026 (0.0043) |
-0.0947 (0.0064) |
39.43 (9.46) |
30061.21 (18.05) |
0.9982 (8e-04) |
0.972 (0.0032) |
495.79 (0.79) |
| true value |
0 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
0.0021 (0.0041) |
-0.2942 (0.0064) |
-14.38 (15.88) |
30131.06 (18.59) |
0.9954 (8e-04) |
0.9923 (0.0032) |
458.04 (0.86) |
| integrated model |
-9e-04 (0.0044) |
-0.2945 (0.0064) |
36.9 (8.99) |
30053.19 (17.01) |
0.9983 (8e-04) |
0.9719 (0.0032) |
496.54 (0.78) |
| true value |
0 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
0.0031 (0.004) |
-0.4939 (0.0064) |
-10.89 (15.49) |
30113.24 (17.77) |
0.9965 (8e-04) |
0.9919 (0.0032) |
457 (0.84) |
| integrated model |
-0.002 (0.0044) |
-0.4946 (0.0064) |
46.42 (8.56) |
30042.02 (16.43) |
0.9988 (8e-04) |
0.9716 (0.0032) |
496.05 (0.79) |
| true value |
0 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0031 (0.0042) |
-0.9927 (0.0064) |
16.45 (13.86) |
30112.04 (16.06) |
0.998 (8e-04) |
0.9915 (0.0032) |
457.22 (0.82) |
| integrated model |
-0.0022 (0.0044) |
-0.9948 (0.0064) |
46.61 (7.86) |
30043.54 (14.75) |
0.9986 (7e-04) |
0.9719 (0.0032) |
496.19 (0.79) |
| true value |
0 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0068 (0.0043) |
-1.2911 (0.0064) |
48.01 (13.45) |
30080.17 (14.29) |
1.0002 (7e-04) |
0.9911 (0.0032) |
457.21 (0.82) |
| integrated model |
-0.0018 (0.0044) |
-1.2949 (0.0064) |
60.83 (7.18) |
30013.75 (13.47) |
0.9997 (7e-04) |
0.9721 (0.0032) |
496.15 (0.79) |
| true value |
0 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0078 (0.0041) |
-1.4898 (0.0064) |
77.09 (11.46) |
30027.67 (13.43) |
1.0032 (7e-04) |
0.9909 (0.0032) |
456.69 (0.78) |
| integrated model |
-0.0026 (0.0043) |
-1.4944 (0.0064) |
82.21 (6.6) |
29975.26 (12.74) |
1.0017 (7e-04) |
0.972 (0.0032) |
496.5 (0.77) |
| Sample size |
100 |
|
|
|
|
|
|
| true value |
0 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
0.0124 (0.0207) |
-0.0032 (0.0047) |
-21.78 (12.82) |
30189.17 (14.32) |
0.9927 (6e-04) |
0.997 (0.0022) |
455.17 (0.62) |
| integrated model |
0.0143 (0.0208) |
-0.0033 (0.0047) |
7.17 (6.74) |
30116.73 (12.96) |
0.9951 (6e-04) |
0.9863 (0.0022) |
498.45 (0.57) |
| true value |
0 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
0.0029 (0.0032) |
-0.1028 (0.0047) |
-46.45 (12.49) |
30192.3 (13.75) |
0.9929 (6e-04) |
0.9965 (0.0022) |
454.27 (0.6) |
| integrated model |
-5e-04 (0.0032) |
-0.1029 (0.0047) |
1.55 (6.47) |
30125.41 (12.4) |
0.9948 (6e-04) |
0.9859 (0.0022) |
498.08 (0.56) |
| true value |
0 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3e-04 (0.0033) |
-0.3033 (0.0047) |
-26.94 (12.46) |
30177.98 (13.77) |
0.9932 (6e-04) |
0.9968 (0.0022) |
455.26 (0.6) |
| integrated model |
-9e-04 (0.0032) |
-0.3036 (0.0047) |
11.3 (6.47) |
30110.92 (12.44) |
0.9951 (6e-04) |
0.9861 (0.0022) |
498.77 (0.56) |
| true value |
0 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
0.0034 (0.0033) |
-0.5024 (0.0047) |
-29.46 (12.41) |
30152.94 (12.87) |
0.9948 (6e-04) |
0.9968 (0.0022) |
454.68 (0.59) |
| integrated model |
-0.002 (0.0032) |
-0.5029 (0.0047) |
23.79 (6.41) |
30091.34 (11.81) |
0.996 (6e-04) |
0.9863 (0.0022) |
498.68 (0.56) |
| true value |
0 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0063 (0.0033) |
-1.0002 (0.0047) |
18.58 (10.56) |
30140.4 (11.11) |
0.9961 (5e-04) |
0.9965 (0.0022) |
454.05 (0.58) |
| integrated model |
-0.0024 (0.0032) |
-1.0018 (0.0047) |
31.28 (5.38) |
30081.86 (10.35) |
0.9964 (5e-04) |
0.9864 (0.0022) |
498.21 (0.57) |
| true value |
0 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0072 (0.0033) |
-1.3008 (0.0047) |
47.51 (9.63) |
30088.26 (9.9) |
0.9992 (5e-04) |
0.9967 (0.0022) |
453.78 (0.59) |
| integrated model |
-0.0024 (0.0032) |
-1.3036 (0.0047) |
52.33 (4.87) |
30038.92 (9.46) |
0.9982 (5e-04) |
0.9871 (0.0022) |
498.32 (0.59) |
| true value |
0 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0066 (0.0032) |
-1.5001 (0.0047) |
65.64 (8.32) |
30046.58 (8.83) |
1.0018 (4e-04) |
0.996 (0.0022) |
452.58 (0.56) |
| integrated model |
-8e-04 (0.0032) |
-1.5037 (0.0047) |
62.17 (4.51) |
30006.08 (8.55) |
0.9998 (4e-04) |
0.9864 (0.0022) |
498.25 (0.58) |
| Sample size |
300 |
|
|
|
|
|
|
| true value |
0 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0029 (0.0118) |
-7e-04 (0.0027) |
-7.69 (8.36) |
30141.18 (8.44) |
0.9945 (4e-04) |
0.9998 (0.0014) |
451.18 (0.34) |
| integrated model |
-0.0039 (0.0118) |
-7e-04 (0.0027) |
17.74 (3.87) |
30099.42 (7.63) |
0.9956 (4e-04) |
0.9953 (0.0014) |
499.45 (0.32) |
| true value |
0 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3e-04 (0.0023) |
-0.1009 (0.0026) |
-45.21 (8.74) |
30156.77 (7.84) |
0.9938 (4e-04) |
0.9999 (0.0014) |
451.88 (0.34) |
| integrated model |
-0.0084 (0.002) |
-0.1009 (0.0026) |
11.41 (3.65) |
30117.72 (7.15) |
0.9947 (3e-04) |
0.9955 (0.0014) |
500 (0.32) |
| true value |
0 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0038 (0.0024) |
-0.3005 (0.0027) |
-19.8 (8.81) |
30144.6 (8.1) |
0.9945 (4e-04) |
0.9996 (0.0014) |
451.86 (0.35) |
| integrated model |
-0.0069 (0.0019) |
-0.3006 (0.0027) |
14.95 (3.71) |
30101.39 (7.38) |
0.9955 (4e-04) |
0.9953 (0.0014) |
499.85 (0.31) |
| true value |
0 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0041 (0.0023) |
-0.5006 (0.0026) |
-16.25 (8.32) |
30142.07 (7.35) |
0.9948 (3e-04) |
0.9996 (0.0014) |
451.4 (0.33) |
| integrated model |
-0.0085 (0.0019) |
-0.5009 (0.0026) |
22.01 (3.48) |
30102.75 (6.82) |
0.9954 (3e-04) |
0.9953 (0.0014) |
499.8 (0.32) |
| true value |
0 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0121 (0.0023) |
-0.999 (0.0027) |
30.28 (7.06) |
30107.97 (6.46) |
0.9968 (3e-04) |
0.9996 (0.0014) |
451 (0.33) |
| integrated model |
-0.0082 (0.002) |
-0.9999 (0.0027) |
32.49 (3.08) |
30070.72 (6.22) |
0.9967 (3e-04) |
0.9955 (0.0014) |
499.92 (0.33) |
| true value |
0 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0101 (0.0021) |
-1.2999 (0.0028) |
47.45 (5.33) |
30058.55 (5.39) |
0.9997 (3e-04) |
1.0019 (0.0027) |
448.96 (0.31) |
| integrated model |
-0.0077 (0.002) |
-1.3008 (0.0028) |
49.28 (2.79) |
30036.58 (5.22) |
0.9983 (3e-04) |
0.9955 (0.0014) |
499.31 (0.34) |
| true value |
0 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
-0.0106 (0.0021) |
-1.4962 (0.0027) |
47.23 (4.56) |
30059.42 (5.23) |
1.0004 (3e-04) |
0.9997 (0.0015) |
450.03 (1.52) |
| integrated model |
-0.0091 (0.0021) |
-1.4986 (0.0028) |
49.02 (2.61) |
30043.6 (5.15) |
0.9979 (3e-04) |
0.9955 (0.0014) |
499.52 (0.35) |
|
