Outlier = 50 | Outlier = 20 | Outliers = 10 | |||||||
---|---|---|---|---|---|---|---|---|---|
M | S | JD | M | S | JD | M | S | JD | |
No leverage | |||||||||
Spatial-hard-IPOD | 0.0036 | 0.0533 | 87 | 0.0090 | 0.0484 | 88 | 0.0400 | 0.0459 | 76 |
Spatial-soft-IPOD | 0.0030 | 0.0518 | 86 | 0.0145 | 0.0195 | 74 | 0.0520 | 0.0129 | 52 |
Hard-IPOD | 0.1500 | 0.0038 | 65 | 0.2600 | 0.0054 | 54 | 0.2430 | 0.0132 | 50 |
Soft-IPOD | 0.3296 | 0.0072 | 65 | 0.3615 | 0.0016 | 55 | 0.3750 | 0.0004 | 56 |
MM | 0.4192 | 0.0110 | 40 | 0.4805 | 0.0188 | 37 | 0.4800 | 0.0335 | 37 |
LTS | 0.1914 | 0.0076 | 49 | 0.2970 | 0.0148 | 48 | 0.2680 | 0.0236 | 45 |
GY | 0.0714 | 0.0680 | 0 | 0.1490 | 0.1120 | 0 | 0.1210 | 0.1221 | 2 |
Leverage = 15 | |||||||||
Spatial-hard-IPOD | 0.0027 | 0.0505 | 90 | 0.0095 | 0.0439 | 87 | 0.0410 | 0.0445 | 72 |
Spatial-soft-IPOD | 0.0016 | 0.0550 | 92 | 0.0090 | 0.0258 | 83 | 0.0500 | 0.0123 | 57 |
Hard-IPOD | 0.2714 | 0.0041 | 63 | 0.2235 | 0.0058 | 59 | 0.2050 | 0.0058 | 60 |
Soft-IPOD | 0.7059 | 0.0124 | 29 | 0.4365 | 0.0024 | 50 | 0.3650 | 0.0010 | 59 |
MM | 0.5137 | 0.0117 | 37 | 0.5010 | 0.0259 | 36 | 0.3960 | 0.0358 | 50 |
LTS | 0.2804 | 0.0108 | 59 | 0.2720 | 0.0162 | 56 | 0.2300 | 0.0220 | 64 |
GY | 0.1310 | 0.0740 | 0 | 0.1355 | 0.1057 | 0 | 0.1250 | 0.1234 | 1 |
Leverage = 20 | |||||||||
Spatial-hard-IPOD | 0.0046 | 0.0487 | 85 | 0.0110 | 0.0437 | 87 | 0.0330 | 0.0457 | 79 |
Spatial-soft-IPOD | 0.0031 | 0.0542 | 85 | 0.0115 | 0.0238 | 80 | 0.0540 | 0.0127 | 57 |
Hard-IPOD | 0.2600 | 0.0044 | 69 | 0.2325 | 0.0074 | 62 | 0.3250 | 0.0021 | 56 |
Soft-IPOD | 0.6923 | 0.0207 | 31 | 0.4240 | 0.0032 | 51 | 0.5020 | 0.0008 | 48 |
MM | 0.3769 | 0.0166 | 46 | 0.4525 | 0.0215 | 40 | 0.4370 | 0.0384 | 47 |
LTS | 0.1831 | 0.0055 | 69 | 0.2340 | 0.0169 | 62 | 0.3810 | 0.0174 | 47 |
GY | 0.1015 | 0.0699 | 0 | 0.1060 | 0.1138 | 88 | 0.1930 | 0.1213 | 3 |