|
|
| 无约束条件 | 有约束条件 | ||||
n | r |
| Bias | S.D. | MSE | Bias | S.D. | MSE |
50 | 0.20 |
| 0.0422 | 0.2416 | 0.0600 | 0.0395 | 0.2391 | 0.0586 |
| 0.0844 | 0.3534 | 0.1318 | 0.0801 | 0.3221 | 0.1099 | ||
| 0.0016 | 0.1446 | 0.0209 | 0.0002 | 0.1384 | 0.0191 | ||
| 0.0652 | 0.5157 | 0.2696 | 0.0451 | 0.5109 | 0.2626 | ||
0.50 |
| 0.0870 | 0.3176 | 0.1083 | 0.0414 | 0.2850 | 0.0828 | |
| 0.1525 | 0.4884 | 0.2613 | 0.0824 | 0.4008 | 0.1671 | ||
| 0.0054 | 0.1681 | 0.0282 | −0.0006 | 0.1395 | 0.0194 | ||
| 0.0935 | 0.5781 | 0.3423 | 0.0364 | 0.4941 | 0.2450 | ||
0.70 |
| 0.0954 | 0.5411 | 0.3013 | 0.0910 | 0.3982 | 0.1665 | |
| 0.2340 | 0.9259 | 0.9104 | 0.2008 | 0.6006 | 0.4003 | ||
| −0.0033 | 0.1602 | 0.0256 | −0.0016 | 0.1488 | 0.0221 | ||
| 0.0885 | 0.6466 | 0.4251 | 0.0841 | 0.6061 | 0.3736 | ||
100 | 0.20 |
| 0.0166 | 0.1501 | 0.0228 | 0.0120 | 0.1485 | 0.0222 |
| 0.0306 | 0.2160 | 0.0475 | 0.0111 | 0.2066 | 0.0427 | ||
| −0.0015 | 0.0933 | 0.0087 | −0.0049 | 0.0811 | 0.0066 | ||
| 0.0173 | 0.2986 | 0.0893 | 0.0026 | 0.2701 | 0.0728 | ||
100 | 0.50 |
| 0.0250 | 0.1877 | 0.0358 | 0.0269 | 0.1839 | 0.0345 |
| 0.0479 | 0.2720 | 0.0761 | 0.0487 | 0.2564 | 0.0680 | ||
| 0.0018 | 0.0954 | 0.0091 | 0.0026 | 0.0920 | 0.0085 | ||
| 0.0206 | 0.3121 | 0.0977 | 0.0047 | 0.3095 | 0.0956 | ||
0.70 |
| 0.0473 | 0.2329 | 0.0564 | 0.0346 | 0.2300 | 0.0540 | |
| 0.1094 | 0.3300 | 0.1207 | 0.0744 | 0.3281 | 0.1129 | ||
| 0.0025 | 0.0944 | 0.0089 | −0.0056 | 0.0912 | 0.0083 | ||
| 0.0515 | 0.3478 | 0.1233 | 0.0211 | 0.3348 | 0.1123 |