Table 2: RMSE of the 1000-sample slope-parameter estimates under eigth underlying error-term
distributions and the normal and the proposed partially adaptive estimator alternatives.
|
Normal Estimators |
EGB2 |
Proposed Estimator | |||||
|
Underlying |
i.i.d. |
Heter. |
Autoc. |
i.i.d. |
i.i.d. |
Heter. |
Autoc. |
|
i.i.d. Var. Cont. Normal_______ |
0.284 |
— |
— |
0.126 |
0.115 |
— |
— |
|
i.i.d. Log- Normal_______ |
0.291 |
— |
— |
0.054 |
0.050 |
— |
— |
|
Het. Var. Cont. Normal_______ |
0.293 |
0.212 |
— |
0.125 |
0.112 |
0.107 |
— |
|
Het. Log- Normal_______ |
0.281 |
0.202 |
— |
0.117 |
0.104 |
0.052 |
— |
|
0.5 Aut. Var. Cont. Normal |
0.320 |
— |
0.260 |
0.149 |
0.141 |
— |
0.114 |
|
0.8 Aut. Var. Cont. Normal |
0.388 |
— |
0.208 |
0.195 |
0.188 |
— |
0.098 |
|
0.5 Aut. Log- Normal_______ |
0.334 |
— |
0.238 |
0.143 |
0.126 |
— |
0.053 |
|
0.8 Aut. Log- Normal_______ |
0.439 |
— |
0.219 |
0.299 |
0.260 |
— |
0.051 |
25
More intriguing information
1. THE USE OF EXTRANEOUS INFORMATION IN THE DEVELOPMENT OF A POLICY SIMULATION MODEL2. Placentophagia in Nonpregnant Nulliparous Mice: A Genetic Investigation1
3. Stable Distributions
4. A dynamic approach to the tendency of industries to cluster
5. CHANGING PRICES, CHANGING CIGARETTE CONSUMPTION
6. Why unwinding preferences is not the same as liberalisation: the case of sugar
7. Three Policies to Improve Productivity Growth in Canada
8. The name is absent
9. Wirkung einer Feiertagsbereinigung des Länderfinanzausgleichs: eine empirische Analyse des deutschen Finanzausgleichs
10. Word Sense Disambiguation by Web Mining for Word Co-occurrence Probabilities