Table 5 Estimated AVG and MSE under EM and SEM with fixed value, \(\tau\) = 3.5, \(\lambda\) = 2.5, \(\beta\) = 0.8, \(\zeta\) = 1.2, \(\phi\) = 1.5, p = 0.5 (when N = 1000).
n | m | Method | Â | \(\hat{\lambda }\) | \(\hat{\beta }\) | \(\hat{\zeta }\) | \(\hat{\phi }\) |
|---|---|---|---|---|---|---|---|
80 | 40 | EM | AVG | 1.0346 | 0.6539 | 0.7319 | 1.1333 |
MSE | 1.2063 | 0.5174 | 0.7215 | 0.7887 | |||
SEM | AVG | 1.5470 | 0.5006 | 0.7225 | 1.1700 | ||
MSE | 0.7534 | 0.3228 | 0.4502 | 0.4922 | |||
30 | EM | AVG | 1.0219 | 0.6241 | 0.7010 | 1.2197 | |
MSE | 0.5272 | 0.2258 | 0.3154 | 0.3447 | |||
SEM | AVG | 1.5865 | 0.5183 | 0.7104 | 1.1643 | ||
MSE | 1.3146 | 0.5633 | 0.7862 | 0.8598 | |||
20 | EM | AVG | 1.0224 | 0.6819 | 0.7143 | 1.1437 | |
MSE | 0.8210 | 0.3518 | 0.4911 | 0.5368 | |||
SEM | AVG | 1.6872 | 0.4976 | 0.7218 | 1.2183 | ||
MSE | 0.5747 | 0.2467 | 0.3438 | 0.3755 | |||
150 | 100 | EM | AVG | 1.0862 | 0.6297 | 0.7398 | 1.1124 |
MSE | 1.4331 | 0.6143 | 0.8572 | 0.9371 | |||
SEM | AVG | 1.6235 | 0.5147 | 0.7406 | 1.1848 | ||
MSE | 0.8947 | 0.3838 | 0.5349 | 0.5848 | |||
60 | EM | AVG | 1.0481 | 0.6199 | 0.7686 | 1.2059 | |
MSE | 0.6267 | 0.2687 | 0.3745 | 0.4095 | |||
SEM | AVG | 1.5488 | 0.5294 | 0.7530 | 1.1824 | ||
MSE | 0.9641 | 0.4133 | 0.5764 | 0.6303 | |||
30 | EM | AVG | 1.0619 | 0.6494 | 0.6979 | 1.1162 | |
MSE | 0.6020 | 0.2582 | 0.3600 | 0.3935 | |||
SEM | AVG | 1.6226 | 0.5211 | 0.7239 | 1.2183 | ||
MSE | 0.4211 | 0.1804 | 0.2519 | 0.2753 |