Outlier = 50 | Outlier = 20 | Outliers = 10 | |||||||
---|---|---|---|---|---|---|---|---|---|
M | S | JD | M | S | JD | M | S | JD | |
No leverage | |||||||||
Spatial-hard-IPOD | 0.0018 | 0.0564 | 91 | 0.0105 | 0.0518 | 85 | 0.0470 | 0.0420 | 70 |
Spatial-soft-IPOD | 0.0024 | 0.0502 | 89 | 0.0190 | 0.0189 | 67 | 0.0600 | 0.0130 | 51 |
Hard-IPOD | 0.2840 | 0.0097 | 47 | 0.2085 | 0.0034 | 51 | 0.2560 | 0.0060 | 57 |
Soft-IPOD | 0.5760 | 0.0060 | 38 | 0.3670 | 0.0025 | 56 | 0.4260 | 0.0009 | 53 |
MM | 0.3280 | 0.0976 | 35 | 0.2385 | 0.1201 | 55 | 0.2350 | 0.1421 | 57 |
LTS | 0.3264 | 0.0312 | 28 | 0.2205 | 0.0462 | 44 | 0.2410 | 0.0493 | 49 |
GY | 0.1632 | 0.1456 | 0 | 0.1050 | 0.1866 | 0 | 0.1390 | 0.2025 | 0 |
Leverage = 15 | |||||||||
Spatial-hard-IPOD | 0.0018 | 0.0542 | 92 | 0.0135 | 0.0452 | 82 | 0.0380 | 0.0412 | 74 |
Spatial-soft-IPOD | 0.0015 | 0.0534 | 92 | 0.0135 | 0.0221 | 76 | 0.0530 | 0.0129 | 53 |
Hard-IPOD | 0.2572 | 0.0191 | 58 | 0.2085 | 0.0014 | 61 | 0.2020 | 0.0030 | 62 |
Soft-IPOD | 0.5077 | 0.0097 | 49 | 0.3600 | 0.0026 | 58 | 0.3470 | 0.0006 | 57 |
MM | 0.3877 | 0.0625 | 45 | 0.1820 | 0.1329 | 66 | 0.2030 | 0.1419 | 66 |
LTS | 0.3108 | 0.0305 | 52 | 0.2295 | 0.0416 | 58 | 0.2050 | 0.0493 | 62 |
GY | 0.1486 | 0.1431 | 0 | 0.1015 | 0.1853 | 0 | 0.0850 | 0.1992 | 0 |
Leverage = 20 | |||||||||
Spatial-hard-IPOD | 0.0040 | 0.0513 | 85 | 0.0073 | 0.0438 | 90 | 0.0300 | 0.0440 | 79 |
Spatial-soft-IPOD | 0.0025 | 0.0518 | 90 | 0.0094 | 0.0281 | 81 | 0.0370 | 0.0133 | 65 |
Hard-IPOD | 0.2085 | 0.0026 | 60 | 0.2635 | 0.0067 | 52 | 0.1830 | 0.0028 | 69 |
Soft-IPOD | 0.6555 | 0.0071 | 33 | 0.4396 | 0.0040 | 50 | 0.3420 | 0.0011 | 63 |
MM | 0.2740 | 0.0860 | 55 | 0.2396 | 0.1254 | 58 | 0.1750 | 0.1426 | 72 |
LTS | 0.2490 | 0.0261 | 48 | 0.3021 | 0.0452 | 50 | 0.1860 | 0.0500 | 64 |
GY | 0.1050 | 0.1386 | 0 | 0.1469 | 0.1878 | 0 | 0.0840 | 0.1997 | 0 |