ρ | Events | Model | Relative bias | Naive var | Robust var | Coverage |
---|---|---|---|---|---|---|
0.1 | 3 | AG | -0.193 | 0.008 | 0.006 | 0.308 |
PWP | -0.030 | 0.010 | 0.011 | 0.930 | ||
WLW | 0.320 | 0.009 | 0.021 | 0.415 | ||
6 | AG | -0.254 | 0.004 | 0.003 | 0.003 | |
PWP | -0.042 | 0.006 | 0.007 | 0.897 | ||
WLW | 0.666 | 0.005 | 0.021 | 0.004 | ||
9 | AG | -0.278 | 0.003 | 0.002 | 0.000 | |
PWP | -0.048 | 0.005 | 0.006 | 0.871 | ||
WLW | 0.929 | 0.004 | 0.022 | 0.000 | ||
12 | AG | -0.291 | 0.002 | 0.001 | 0.000 | |
PWP | -0.050 | 0.004 | 0.005 | 0.861 | ||
WLW | 1.151 | 0.003 | 0.022 | 0.000 | ||
0.45 | 3 | AG | -0.296 | 0.008 | 0.007 | 0.069 |
PWP | -0.201 | 0.009 | 0.011 | 0.491 | ||
WLW | 0.166 | 0.009 | 0.022 | 0.806 | ||
6 | AG | -0.343 | 0.004 | 0.004 | 0.001 | |
PWP | -0.291 | 0.005 | 0.006 | 0.055 | ||
WLW | 0.358 | 0.005 | 0.022 | 0.318 | ||
9 | AG | -0.350 | 0.003 | 0.003 | 0.000 | |
PWP | -0.324 | 0.004 | 0.004 | 0.008 | ||
WLW | 0.514 | 0.003 | 0.021 | 0.058 | ||
12 | AG | -0.349 | 0.002 | 0.002 | 0.000 | |
PWP | -0.338 | 0.003 | 0.003 | 0.002 | ||
WLW | 0.657 | 0.003 | 0.022 | 0.005 | ||
0.8 | 3 | AG | -0.381 | 0.008 | 0.008 | 0.016 |
PWP | -0.339 | 0.009 | 0.011 | 0.124 | ||
WLW | 0.051 | 0.009 | 0.024 | 0.936 | ||
6 | AG | -0.448 | 0.004 | 0.005 | 0.000 | |
PWP | -0.509 | 0.005 | 0.005 | 0.000 | ||
WLW | 0.110 | 0.004 | 0.023 | 0.892 | ||
9 | AG | -0.462 | 0.003 | 0.004 | 0.000 | |
PWP | -0.574 | 0.003 | 0.003 | 0.000 | ||
WLW | 0.157 | 0.003 | 0.023 | 0.829 | ||
12 | AG | -0.462 | 0.002 | 0.004 | 0.000 | |
PWP | -0.605 | 0.002 | 0.003 | 0.000 | ||
WLW | 0.205 | 0.002 | 0.022 | 0.727 |