Parameter | Scenarios | Â | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Values | AM using δ ne | CM using δ fa | CM using δ ne | AM using δ fa | |||||||||
β 1 | \(\sigma _{1}^{2}\) | LMM | AM | CM | LMM | AM | CM | LMM | AM | CM | LMM | AM | CM |
1 | 0.01 | 0 | 2.3 | 24.9 | 0 | 5.0 | 6.9 | 0 | 2.7 | 3.7 | 0.3 | 6.4 | 24.8 |
 | 0.02 | 0 | 21.4 | 54.7 | 0 | 37.6 | 44.1 | 0 | 17.7 | 18.1 | 0 | 50.0 | 77.0 |
 | 0.03 | 0 | 61.0 | 91.0 | 0 | 75.7 | 80.0 | 0 | 41.3 | 45.6 | 0 | 86.3 | 98.3 |
 | 0.05 | 0 | 97.7 | 99.7 | 0 | 100 | 100 | 0.3 | 89.0 | 90.0 | 0 | 99.3 | 100 |
 | 0.2 | 39.3 | 100 | 100 | 40.7 | 100 | 100 | 10.7 | 100 | 100 | 57.7 | 100 | 100 |
 | 0.5 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 |
0.5 | 0.005 | 0.2 | 25.5 | 56.4 | 0 | 41.2 | 25.7 | 0 | 14.9 | 11.0 | 0 | 41.2 | 53.6 |
 | 0.008 | 0.8 | 73.8 | 89.4 | 0 | 85.8 | 73.4 | 0 | 42.9 | 38.8 | 0.2 | 91.6 | 93.6 |
 | 0.01 | 2.0 | 91.2 | 97.0 | 0 | 97.0 | 91.6 | 0 | 66.6 | 63.4 | 0.6 | 99.2 | 99.2 |
 | 0.02 | 26.4 | 100 | 100 | 4.8 | 100 | 100 | 0 | 100 | 100 | 51.8 | 100 | 100 |
 | 0.03 | 77.0 | 100 | 100 | 64.8 | 100 | 100 | 0.8 | 100 | 100 | 96.6 | 100 | 100 |
 | 0.05 | 99.8 | 100 | 100 | 100 | 100 | 100 | 62.3 | 100 | 100 | 100 | 100 | 100 |
0.3 | 0.002 | 16.7 | 6.3 | 21.4 | 0 | 2.1 | 4.0 | 0 | 3.1 | 3.9 | 11.0 | 11.0 | 15.3 |
 | 0.005 | 72.3 | 86.3 | 92.7 | 30.7 | 55.3 | 59.0 | 0 | 32.3 | 46.0 | 85.7 | 87.3 | 91.7 |
 | 0.008 | 97.7 | 100 | 100 | 86.0 | 97.3 | 98.0 | 4.0 | 76.3 | 88.3 | 99.3 | 99.7 | 100 |
 | 0.01 | 100 | 100 | 100 | 96.3 | 99.7 | 99.3 | 17.3 | 94.0 | 97.0 | 100 | 100 | 100 |
 | 0.02 | 100 | 100 | 100 | 100 | 100 | 100 | 96.7 | 100 | 100 | 100 | 100 | 100 |
0 | 0.001 | 24.8 | 2.8 | 5.7 | 6.8 | 0.4 | 1.6 | 4.8 | 0.6 | 1.9 | 15.2 | 1.4 | 3.7 |
 | 0.002 | 70.2 | 32.0 | 37.3 | 26.4 | 6.6 | 8.2 | 20.6 | 2.4 | 5.1 | 47.6 | 15.2 | 21.4 |
 | 0.005 | 99.8 | 99.4 | 99.6 | 92.2 | 70.4 | 77.2 | 88.2 | 61.8 | 72.4 | 99.6 | 97.8 | 97.8 |
 | 0.008 | 100 | 100 | 100 | 99.8 | 98.0 | 98.8 | 99.8 | 98.4 | 99.2 | 100 | 100 | 100 |
 | 0.01 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 |
 | 0.02 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 |
−0.3 | 0.002 | 0.7 | 4.4 | 61.4 | 0 | 54.0 | 5.1 | 0 | 93.3 | 1.8 | 0 | 2.1 | 18.6 |
 | 0.005 | 5.7 | 62.3 | 79.0 | 0 | 95.7 | 40.4 | 0 | 99.7 | 33.2 | 0 | 56.0 | 48.3 |
 | 0.008 | 23.7 | 96.3 | 97.3 | 0 | 100 | 86.7 | 0 | 100 | 82.7 | 1.7 | 96.3 | 86.3 |
 | 0.01 | 45.2 | 100 | 99.6 | 0 | 100 | 98.2 | 0 | 100 | 92.3 | 6.8 | 99.8 | 98.4 |
 | 0.02 | 98.8 | 100 | 100 | 61.4 | 100 | 100 | 26.6 | 100 | 100 | 96.0 | 100 | 100 |
−0.5 | 0.005 | 2.6 | 12.1 | 48.6 | 0 | 57.6 | 13.2 | 0 | 84.8 | 9.8 | 0 | 41.2 | 53.6 |
 | 0.008 | 3.8 | 43.5 | 70.7 | 0 | 85.8 | 41.6 | 0 | 96.1 | 33.5 | 0.2 | 91.6 | 93.6 |
 | 0.01 | 5.6 | 70.0 | 84.8 | 0 | 95.6 | 61.5 | 0 | 98.4 | 49.6 | 0.6 | 99.2 | 99.2 |
 | 0.02 | 12.8 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 97.8 | 51.8 | 100 | 100 |
 | 0.03 | 36.8 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 96.6 | 100 | 100 |
 | 0.05 | 93.0 | 100 | 100 | 43.4 | 100 | 100 | 17.6 | 100 | 100 | 100 | 100 | 100 |
−1 | 0.01 | 0 | 0.6 | 34.5 | 0 | 5.8 | 5.2 | 0 | 8.4 | 6.3 | 0 | 1.6 | 15.1 |
 | 0.02 | 0 | 5.8 | 46.6 | 0 | 21.2 | 18.4 | 0 | 20.8 | 11.0 | 0 | 8.8 | 34.3 |
 | 0.03 | 0 | 30.4 | 73.2 | 0 | 50.4 | 44.8 | 0 | 50.0 | 37.4 | 0 | 36.4 | 58.0 |
 | 0.05 | 0 | 83.6 | 95.2 | 0 | 92.6 | 91.4 | 0 | 85.6 | 80.1 | 0 | 90.0 | 96.0 |
 | 0.2 | 46.4 | 100 | 100 | 21.4 | 100 | 100 | 12.0 | 100 | 100 | 41.8 | 100 | 100 |
 | 0.5 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 | 100 |