Table 6 Bias and RMSE in brackets from 1000 simulated datasets (generated from [14] with equal to 1.3)
First component | Second component | Third component | ||||
|---|---|---|---|---|---|---|
Parameters | EM-W | Kim | EM-W | Kim | EM-W | Kim |
p(0.585, | -0.009 | 0.001 | -0.007 | 0.005 | 0.016 | -0.001 |
0.1,0.315) | (0.013) | (0.010) | (0.012) | (0.011) | (0.020) | (0.013) |
a0(0.3, | -0.002 | -0.000 | 0.015 | 0.001 | 0.003 | -0.000 |
1,0.2) | (0.023) | (0.023) | (0.024) | (0.019) | (0.016) | (0.016) |
a1(0.03, | -0.005 | -0.001 | 0.054 | -0.000 | 0.003 | 0.000 |
1,0.02) | (0.071) | (0.074) | (0.0928) | (0.083) | (0.068) | (0.064) |
b1(0.06, | 0.015 | -0.000 | -0.131 | 0.001 | 0.020 | 0.000 |
0.9,0.01) | (0.036) | (0.036) | (0.135) | (0.045) | (0.041) | (0.043) |
θ2(1.3, | -0.195 | -0.000 | -0.185 | -0.003 | -0.186 | -0.002 |
1.3,1.3) | (0.196) | (0.016) | (0.192) | (0.049) | (0.189) | (0.025) |
ρ(0.6 | 0.043 | -0.000 | 0.037 | -0.002 | 0.044 | -0.001 |
0.6,0.6) | (0.043) | (0.007) | (0.042) | (0.022) | (0.045) | (0.010) |
σ2(0.0, | 0.144 | 0.131 | 0.143 | |||
0.0,0.0) | (0.145) | (0.133) | (0.144) | |||
d2(0., | 0.000 | 0.000 | 0.001 | |||
0.,0.) | (0.000) | (0.001) | (0.001) | |||
EM-W | Kim | Proportion | ||||
Mean (RMSE) SD | Mean (RMSE) SD | (EM-W is not worse) | ||||
Error rate | 0.103 (0.104) 0.009 | 0.102 (0.103) 0.010 | 426/1000 | |||
Rand | 0.864 (0.137) 0.012 | 0.866 (0.135) 0.012 | 360/1000 | |||
Adjusted | 0.725 (0.276) 0.025 | 0.729 (0.272) 0.025 | 352/1000 | |||