| \(\boldsymbol {(\alpha_{0}, \alpha_{1})}\) | ALS | LS | WLS | MLE |
---|---|---|---|---|---|
n = 100 | (1, 0.1) | (0.0226, 0.0085) | (0.0223, 0.0079) | (0.0231, 0.0081) | (0.0452, 0.0169) |
(1, 0.2) | (0.0242, 0.0104) | (0.0240, 0.0108) | (0.0279, 0.0127) | (0.0485, 0.0208) | |
(1, 0.3) | (0.0250, 0.0103) | (0.0261, 0.0107) | (0.0310, 0.0126) | (0.0501, 0.0206) | |
(1, 0.4) | (0.0145, 0.0067) | (0.0175, 0.0076) | (0.0275, 0.0099) | (0.0808, 0.0626) | |
(1, 0.5) | (0.0283, 0.0098) | (0.0333, 0.0102) | (0.0647, 0.0145) | (0.1811, 0.1731) | |
(1, 0.6) | (0.0673, 0.0120) | (0.0774, 0.0145) | (0.1235, 0.0207) | (0.1580, 0.0577) | |
(1, 0.7) | (0.1085, 0.0090) | (0.1550, 0.0123) | (0.2932, 0.0196) | (0.2232, 0.0265) | |
(1, 0.8) | (0.1500, 0.0061) | (0.2162, 0.0079) | (0.4171, 0.0123) | (0.3046, 0.0152) | |
(1, 0.9) | (0.3878, 0.0046) | (0.3945, 0.0055) | (0.9465, 0.0102) | (0.6821, 0.0089) | |
(1, 0.95) | (2.5205, 0.0054) | (3.1072, 0.0064) | (5.3794, 0.0109) | (4.7175, 0.0104) | |
n = 300 | (1, 0.1) | (0.0071, 0.0032) | (0.0072, 0.0033) | (0.0077, 0.0036) | (0.0142, 0.0065) |
(1, 0.2) | (0.0092, 0.0041) | (0.0094, 0.0044) | (0.0105, 0.0050) | (0.0183, 0.0082) | |
(1, 0.3) | (0.0087, 0.0034) | (0.0094, 0.0037) | (0.0128, 0.0049) | (0.0174, 0.0067) | |
(1, 0.4) | (0.0102, 0.0041) | (0.0119, 0.0045) | (0.0191, 0.0060) | (0.0204, 0.0082) | |
(1, 0.5) | (0.0113, 0.0032) | (0.0128, 0.0036) | (0.0238, 0.0053) | (0.0226, 0.0065) | |
(1, 0.6) | (0.0169, 0.0027) | (0.0195, 0.0034) | (0.0452, 0.0062) | (0.0337, 0.0054) | |
(1, 0.7) | (0.0188, 0.0016) | (0.0261, 0.0023) | (0.0723, 0.0046) | (0.0376, 0.0032) | |
(1, 0.8) | (0.0307, 0.0014) | (0.0499, 0.0021) | (0.0146, 0.0046) | (0.0615, 0.0028) | |
(1, 0.9) | (0.0536, 0.0009) | (0.0881, 0.0012) | (0.2846, 0.0024) | (0.1071, 0.0018) | |
(1, 0.95) | (0.2441, 0.0006) | (0.2555, 0.0007) | (0.6927, 0.0014) | (0.4882, 0.0013) | |
n = 1,000 | (1, 0.1) | (0.0018, 0.0009) | (0.0017, 0.0009) | (0.0018, 0.0010) | (0.0035, 0.0018) |
(1, 0.2) | (0.0025, 0.0011) | (0.0025, 0.0011) | (0.0027, 0.0013) | (0.0050, 0.0022) | |
(1, 0.3) | (0.0029, 0.0012) | (0.0033, 0.0013) | (0.0046, 0.0018) | (0.0058, 0.0023) | |
(1, 0.4) | (0.0027, 0.0010) | (0.0029, 0.0012) | (0.0055, 0.0019) | (0.0055, 0.0021) | |
(1, 0.5) | (0.0030, 0.0007) | (0.0036, 0.0009) | (0.0083, 0.0017) | (0.0061, 0.0013) | |
(1, 0.6) | (0.0034, 0.0007) | (0.0045, 0.0008) | (0.0109, 0.0014) | (0.0068, 0.0014) | |
(1, 0.7) | (0.0077, 0.0008) | (0.0090, 0.0010) | (0.0270, 0.0020) | (0.0155, 0.0016) | |
(1, 0.8) | (0.0095, 0.0005) | (0.0140, 0.0008) | (0.0428, 0.0015) | (0.0191, 0.0010) | |
(1, 0.9) | (0.0211, 0.0003) | (0.0281, 0.0004) | (0.0854, 0.0007) | (0.0421, 0.0005) | |
(1, 0.95) | (0.0244, 0.0001) | (0.0518, 0.0001) | (0.2280, 0.0004) | (0.0488, 0.0002) |