5000 × 10次循环

5000 × 50次循环

估计参数

真值

估计均值

MSEM

估计均值

MSEM

$\mu$

5

4.987424

1.581591e−04

4.996145

1.486461e−05

${\sigma }_e^2$

1

1.004277

1.828892e−05

1.00301

9.060607e−06

$\alpha$

${\alpha }_1$

1

0.9552853

1.999403e−03

1.133144

1.772729e−02

${\alpha }_2$

0.2

0.1135279

7.477422e−03

0.3269546

1.611747e−02

${\alpha }_3$

2

1.878519

1.475755e−02

1.95898

1.682641e−03

${\alpha }_4$

0.6

0.6602855

3.634336e−03

0.5883567

1.355656e−04

${\alpha }_5$

0

−0.07259847

5.270538e−03

−0.03610165

1.303329e−03

${\alpha }_6$

0.8

0.7330294

4.485066e−03

0.8777618

6.046896e−03

${\alpha }_7$

0.1

0.03053701

4.825107e−03

0.1575079

3.307157e−03

${\alpha }_8$

1

0.9435907

3.182009e−03

1.074521

5.553396e−03

${\alpha }_9$

2

1.838888

2.595704e−02

2.027063

7.324115e−04

${\alpha }_{10}$

0

0.03807055

1.449367e−03

0.08877625

7.881222e−03

${\alpha }_{11}$

−2

−1.981183

3.540745e−04

−2.067859

4.604908e−03

${\alpha }_{12}$

−0.6

−0.6284297

8.082494e−04

−0.8013754

4.055205e−02

${\alpha }_{13}$

−0.1

−0.1009333

8.70968e−07

−0.115018

2.255403e−04

${\alpha }_{14}$

0

0.0001812512

3.2852e−08

0.09651642

9.315419e−03

${\alpha }_{15}$

−0.2

−0.1484892

2.653363e−03

−0.2123158

1.516792e−04

${\alpha }_{16}$

−0.8

−0.9698515

2.884953e−02

−0.6956514

1.088862e−02

${\alpha }_{17}$

−1

−0.9754212

6.041193e−04

−0.9718703

7.912795e−04

${\alpha }_{18}$

−1

−0.9279606

5.189679e−03

−0.9476162

2.744061e−03

${\alpha }_{19}$

0

−0.005409943

2.926748e−05

−0.008969074

8.044429e−05

${\alpha }_{20}$

−2

−2.02893

8.369557e−04

−1.994878

2.623501e−05

总MSEM值

5.115479e−03

5.904159e−03