| |
α1 |
α2 |
β1 |
β2 |
β3 |
σ0 |
σ1 |
| Sample size |
20 |
|
|
|
|
|
|
| true value |
5 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.3538 (0.0337) |
0.0108 (0.0348) |
21673.99 (73.67) |
8063.19 (72.22) |
1.8432 (0.0062) |
1.5515 (0.1377) |
505.9 (4.52) |
| integrated model |
4.4653 (0.08) |
-0.0161 (0.0139) |
-274276.76 (52197.04) |
304133.74 (52200.42) |
1.2805 (0.011) |
0.9099 (0.0111) |
457.39 (1.95) |
| true value |
5 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.3656 (0.0399) |
-0.0895 (0.0592) |
21700.84 (71.7) |
8041.22 (70.25) |
1.8401 (0.0059) |
1.6134 (0.1588) |
504.84 (3.24) |
| integrated model |
4.5686 (0.0859) |
-0.0693 (0.0418) |
-330800.61 (56594.51) |
360639.78 (56591.54) |
1.2918 (0.0288) |
0.9732 (0.0742) |
458.96 (2) |
| true value |
5 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.3695 (0.0275) |
-0.3577 (0.0482) |
21516.03 (74.6) |
8221.13 (73.15) |
1.8385 (0.0057) |
1.5135 (0.1068) |
505.61 (3.97) |
| integrated model |
4.403 (0.0769) |
-0.308 (0.0123) |
-249677.33 (50408.57) |
279512.95 (50405.41) |
1.2762 (0.0105) |
0.8937 (0.0099) |
456.25 (1.72) |
| true value |
5 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.4446 (0.0374) |
-0.7107 (0.0782) |
21269.05 (74.86) |
8464.35 (73.51) |
1.8481 (0.0059) |
1.6564 (0.1521) |
507.56 (2.77) |
| integrated model |
4.5227 (0.0783) |
-0.5035 (0.0123) |
-250395.86 (48590.31) |
280258.79 (48592.42) |
1.2486 (0.0097) |
0.8891 (0.0102) |
457.35 (1.82) |
| true value |
5 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.7712 (0.0505) |
-1.4615 (0.1208) |
19902.57 (90.02) |
9814.9 (88.76) |
1.8388 (0.0058) |
2.1685 (0.1959) |
527.34 (4.87) |
| integrated model |
4.1187 (0.0636) |
-1.0024 (0.0148) |
-52274.05 (21283.7) |
82100.65 (21281.33) |
1.2984 (0.0263) |
0.8417 (0.0365) |
469.74 (2.81) |
| true value |
5 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.9411 (0.0548) |
-1.7328 (0.0838) |
18770.02 (98.58) |
10936.33 (97.49) |
1.828 (0.0054) |
2.2838 (0.2277) |
539.5 (4.31) |
| integrated model |
4.1799 (0.0528) |
-1.3159 (0.0145) |
-81574.65 (30566.75) |
111394.19 (30567.8) |
1.2845 (0.0095) |
0.8634 (0.0125) |
478.65 (2.39) |
| true value |
5 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.2206 (0.0717) |
-2.3778 (0.1593) |
18002.82 (105.51) |
11696.6 (104.59) |
1.8231 (0.0057) |
2.9557 (0.2621) |
560.41 (7.25) |
| integrated model |
3.6493 (0.6203) |
-0.964 (0.6069) |
-51974.4 (22391.12) |
81776.04 (22386.56) |
1.2932 (0.0201) |
0.8548 (0.0355) |
488.64 (3.71) |
| Sample size |
50 |
|
|
|
|
|
|
| true value |
5 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.7437 (0.0369) |
-0.0469 (0.0526) |
20499.39 (63.98) |
9225.41 (62.87) |
1.7402 (0.0037) |
2.7635 (0.2377) |
485.25 (2.14) |
| integrated model |
3.5198 (0.0405) |
0.0089 (0.0067) |
8598.57 (1581.12) |
21172.62 (1582.55) |
1.4285 (0.0103) |
0.8595 (0.0138) |
489.77 (1.59) |
| true value |
5 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.7316 (0.0347) |
-0.1643 (0.0384) |
20463.66 (65.62) |
9261.85 (64.57) |
1.738 (0.0038) |
2.6338 (0.2266) |
484.29 (1.72) |
| integrated model |
3.4811 (0.0385) |
-0.0898 (0.0067) |
9927.86 (1621.29) |
19842.78 (1622.67) |
1.434 (0.0104) |
0.8728 (0.0129) |
491.19 (1.61) |
| true value |
5 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.8069 (0.0401) |
-0.4472 (0.047) |
20293.49 (66.02) |
9426.7 (65.05) |
1.7416 (0.0037) |
2.9565 (0.2576) |
486.58 (1.97) |
| integrated model |
3.4894 (0.0357) |
-0.2882 (0.0067) |
12135.89 (534.51) |
17635.35 (537.21) |
1.4246 (0.0101) |
0.8701 (0.0131) |
491.18 (1.66) |
| true value |
5 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.828 (0.0387) |
-0.6441 (0.0451) |
19946.91 (69.44) |
9770.55 (68.46) |
1.7402 (0.0038) |
2.8163 (0.2509) |
491.23 (2.77) |
| integrated model |
3.5327 (0.0365) |
-0.4769 (0.0067) |
11365.82 (735.99) |
18404.38 (738.2) |
1.4188 (0.01) |
0.8762 (0.0124) |
493.4 (1.7) |
| true value |
5 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.2183 (0.047) |
-1.7113 (0.0905) |
18367.63 (79.4) |
11331.51 (78.56) |
1.7405 (0.0037) |
3.9333 (0.301) |
506.65 (2.69) |
| integrated model |
3.4259 (0.029) |
-0.9716 (0.0072) |
13477.54 (288.17) |
16260.6 (291.47) |
1.4497 (0.0086) |
0.7908 (0.0171) |
512.56 (1.84) |
| true value |
5 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.5889 (0.0593) |
-2.5651 (0.1361) |
17174.96 (86.16) |
12514.49 (85.49) |
1.7375 (0.0037) |
5.4373 (0.3774) |
521.52 (3.13) |
| integrated model |
3.2866 (0.1729) |
-1.4043 (0.1428) |
13337.94 (260.58) |
16383.67 (263.67) |
1.4403 (0.0146) |
0.8708 (0.1229) |
528.37 (2.55) |
| true value |
5 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.8296 (0.0621) |
-2.9831 (0.1416) |
16141.61 (89.86) |
13546.24 (89.49) |
1.7198 (0.0039) |
6.1208 (0.3784) |
523.94 (2.07) |
| integrated model |
3.305 (0.1669) |
-1.3648 (0.105) |
13436.45 (198.21) |
16273.32 (201.3) |
1.4225 (0.0332) |
0.9029 (0.1719) |
536.53 (2.56) |
| Sample size |
100 |
|
|
|
|
|
|
| true value |
5 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.9087 (0.0269) |
-0.039 (0.0434) |
19661.6 (56.83) |
10058.46 (56.2) |
1.6748 (0.003) |
3.337 (0.2366) |
468.53 (1.22) |
| integrated model |
3.0493 (0.0261) |
-0.0055 (0.006) |
16387.53 (641.05) |
13333.07 (642.19) |
1.5292 (0.0075) |
0.8232 (0.0178) |
501.83 (1.1) |
| true value |
5 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.9097 (0.0291) |
-0.1508 (0.043) |
19584.67 (57.9) |
10137.22 (57.29) |
1.6675 (0.0028) |
3.2625 (0.2545) |
469.76 (1.53) |
| integrated model |
3.0247 (0.0234) |
-0.0985 (0.0065) |
17062.36 (191.54) |
12657.31 (194.2) |
1.5329 (0.0073) |
0.8748 (0.0133) |
502.86 (1.06) |
| true value |
5 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
2.9106 (0.0275) |
-0.3621 (0.0361) |
19313.04 (62.78) |
10404.89 (62.09) |
1.6712 (0.003) |
3.0649 (0.2302) |
469.78 (0.91) |
| integrated model |
3.0442 (0.0224) |
-0.3021 (0.0073) |
16981.12 (176.62) |
12738.09 (179.23) |
1.5236 (0.007) |
0.8185 (0.0172) |
504.55 (1.09) |
| true value |
5 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.0186 (0.0323) |
-0.7679 (0.044) |
18919.14 (64.29) |
10793.17 (63.66) |
1.674 (0.003) |
3.701 (0.2824) |
474.8 (1.61) |
| integrated model |
3.0784 (0.0226) |
-0.4853 (0.0049) |
16620.4 (198.41) |
13095.57 (200.87) |
1.5193 (0.0068) |
0.8203 (0.0165) |
508.61 (1.12) |
| true value |
5 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.5281 (0.0442) |
-2.0565 (0.0999) |
17213.8 (74.03) |
12482.15 (73.63) |
1.6745 (0.003) |
5.9013 (0.3507) |
486.43 (0.92) |
| integrated model |
3.1546 (0.0163) |
-0.9644 (0.0055) |
16182.07 (131.53) |
13518.68 (133.43) |
1.5056 (0.0053) |
0.7447 (0.0202) |
521.9 (1.12) |
| true value |
5 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.8155 (0.0476) |
-2.6141 (0.0999) |
15813.29 (80.09) |
13875.57 (79.85) |
1.6668 (0.0034) |
7.1509 (0.3873) |
504.16 (2.87) |
| integrated model |
3.28 (0.0142) |
-1.2628 (0.0074) |
15230.07 (110.54) |
14467.41 (111.99) |
1.4792 (0.0047) |
0.7278 (0.0212) |
531.28 (1.16) |
| true value |
5 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
4.23 (0.0626) |
-3.6045 (0.1408) |
14844.17 (83.8) |
14844.17 (83.59) |
1.6571 (0.0034) |
9.335 (0.4778) |
513.6 (2.09) |
| integrated model |
3.4028 (0.016) |
-1.4779 (0.0122) |
14282.26 (116.92) |
15415.65 (118.47) |
1.4536 (0.0046) |
0.6573 (0.0252) |
539.12 (1.27) |
| Sample size |
300 |
|
|
|
|
|
|
| true value |
5 |
0 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.0135 (0.0208) |
0.0285 (0.0232) |
18437.53 (67.92) |
11288.37 (67.65) |
1.5908 (0.003) |
3.2476 (0.263) |
451.57 (1.21) |
| integrated model |
2.9 (0.0112) |
5e-04 (0.0039) |
18348.42 (75.58) |
11365.95 (76.43) |
1.5243 (0.0043) |
0.8799 (0.0187) |
498.43 (0.68) |
| true value |
5 |
-0.1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.0361 (0.0228) |
-0.1808 (0.0329) |
18456.78 (69.96) |
11268.42 (69.74) |
1.592 (0.0032) |
3.577 (0.2943) |
454.1 (2.08) |
| integrated model |
2.9366 (0.0163) |
-0.0989 (0.0074) |
18113.81 (121.05) |
11603.85 (122.77) |
1.516 (0.0054) |
0.879 (0.0201) |
496.92 (0.77) |
| true value |
5 |
-0.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.0804 (0.027) |
-0.3768 (0.0336) |
18175.54 (74.23) |
11545.95 (73.97) |
1.5939 (0.0032) |
4.1281 (0.3787) |
453.35 (1.29) |
| integrated model |
2.9395 (0.0132) |
-0.2858 (0.004) |
18058.62 (94.19) |
11655.43 (95.21) |
1.5166 (0.0046) |
0.8667 (0.0213) |
498.87 (0.69) |
| true value |
5 |
-0.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.1502 (0.0254) |
-0.7234 (0.0412) |
17717.61 (82.68) |
11998.41 (82.46) |
1.5974 (0.0034) |
3.9477 (0.3312) |
454.13 (0.75) |
| integrated model |
2.9937 (0.0129) |
-0.4811 (0.0042) |
17680.24 (87.96) |
12031.57 (88.86) |
1.5063 (0.0047) |
0.8291 (0.0251) |
500.36 (0.78) |
| true value |
5 |
-1 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
3.5669 (0.043) |
-1.7535 (0.09) |
15740.25 (113.86) |
13964.36 (113.86) |
1.5926 (0.0043) |
6.4576 (0.5025) |
471.3 (3.33) |
| integrated model |
3.2607 (0.0177) |
-0.9702 (0.0074) |
15650.42 (130.59) |
14066.12 (132.08) |
1.4461 (0.0057) |
0.8718 (0.0259) |
505.15 (0.98) |
| true value |
5 |
-1.3 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
4.0045 (0.1514) |
-2.2565 (0.5547) |
13772.02 (120.38) |
15929.25 (120.41) |
1.5632 (0.0045) |
12.2208 (2.356) |
480.58 (3.11) |
| integrated model |
3.1969 (0.3036) |
-0.7316 (0.5495) |
13720.47 (126.43) |
16004.76 (128) |
1.3919 (0.0097) |
2.9218 (2.2545) |
514.38 (4.56) |
| true value |
5 |
-1.5 |
50 |
30000 |
1 |
1 |
500 |
| naive model |
4.4603 (0.0723) |
-3.707 (0.1756) |
12633.68 (117.4) |
17067.83 (117.75) |
1.5489 (0.0043) |
12.0708 (0.7155) |
485.18 (1.18) |
| integrated model |
3.6474 (0.0193) |
-1.4779 (0.0129) |
12443.71 (145.16) |
17289.63 (147.48) |
1.3512 (0.0055) |
0.6374 (0.0466) |
510.48 (1.31) |
|
