相关

系数

时期

参数

初值

线性Bayes均值

${\overline{\widehat{\beta }}}_{GLS}$

${\overline{\widehat{\beta }}}_{BE}$

Mbias

( ${\widehat{\beta }}_{GLS}$ )

Mbias

( ${\widehat{\beta }}_{BE}$ )

MSE ${\widehat{\beta }}_{GLS}$

MSE ${\widehat{\beta }}_{BE}$

$\rho =0.2$

$T_1$

${\beta }_{10}$

0.65

0.65

0.5

0.653

0.541

0.106

0.060

0.018

${\beta }_{11}$

1.3

1.3

1

1.275

1.104

0.107

0.062

0.020

${\beta }_{12}$

2.4

2.4

3

2.383

2.687

0.111

0.068

0.020

$T_2$

${\beta }_{20}$

0.65

0.65

0.5

0.649

0.641

0.046

0.044

0.003

${\beta }_{21}$

1.3

1.3

1

1.296

1.279

0.045

0.045

0.003

${\beta }_{22}$

2.4

2.4

3

2.400

2.435

0.045

0.043

0.003

$T_3$

${\beta }_{30}$

0.65

0.65

0.5

0.593

0.510

0.400

0.226

0.255

${\beta }_{31}$

1.3

1.3

1

1.211

1.085

0.406

0.222

0.268

${\beta }_{32}$

2.4

2.4

3

2.312

2.539

0.412

0.234

0.269

$\rho =0.4$

$T_1$

${\beta }_{10}$

0.65

0.65

0.665

0.667

0.085

0.036

0.012

0.002

${\beta }_{11}$

1.3

1.3

1.323

1.320

0.085

0.036

0.012

0.002

${\beta }_{12}$

2.4

2.4

2.433

2.424

0.084

0.037

0.011

0.002

$T_2$

${\beta }_{20}$

0.65

0.65

0.652

0.652

0.063

0.057

0.006

0.005

${\beta }_{21}$

1.3

1.3

1.288

1.289

0.061

0.055

0.006

0.005

${\beta }_{22}$

2.4

2.4

2.405

2.405

0.065

0.059

0.007

0.005

$T_3$

${\beta }_{30}$

0.65

0.65

0.752

0.736

0.195

0.115

0.060

0.020

${\beta }_{31}$

1.3

1.3

1.388

1.382

0.196

0.112

0.063

0.019

${\beta }_{32}$

2.4

2.4

2.480

2.485

0.209

0.122

0.067

0.022

$\rho =0.6$

$T_1$

${\beta }_{10}$

0.65

0.65

0.662

0.664

0.078

0.037

0.010

0.002

${\beta }_{11}$

1.3

1.3

1.319

1.317

0.080

0.037

0.010

0.002

${\beta }_{12}$

2.4

2.4

2.430

2.422

0.077

0.038

0.010

0.002