Table 3 MSE of beta (p = 15)
Outlier = 50 | Outlier = 20 | Outlier = 10 | |
|---|---|---|---|
No leverage | |||
Spatial-hard-IPOD | 5.17E-06 | 4.40E-06 | 4.81E-06 |
Spatial-soft-IPOD | 4.44E-06 | 3.94E-06 | 4.27E-06 |
Hard-IPOD | 2.57E-03 | 3.33E-03 | 3.79E-03 |
Soft-IPOD | 2.95E-03 | 3.46E-03 | 3.82E-03 |
RoMLE_Cauchy | 9.21E-06 | 5.17E-06 | 4.19E-06 |
RoMLE_Welsch | 8.85E-06 | 5.89E-06 | 6.66E-06 |
RoMLE_Insha | 8.61E-06 | 5.05E-06 | 4.19E-06 |
RoMLE_Logistic | 1.03E-05 | 5.66E-06 | 4.51E-06 |
MM | 8.09E-03 | 1.79E-02 | 2.57E-02 |
LTS | 3.59E-03 | 5.23E-03 | 6.15E-03 |
GY | 2.00E-02 | 4.18E-02 | 5.90E-02 |
MLE | 5.24E-05 | 5.91E-05 | 6.39E-05 |
GMM | 4.30E-05 | 4.27E-05 | 4.30E-05 |
Leverage = 15 | |||
Spatial-hard-IPOD | 5.21E-06 | 4.29E-06 | 4.42E-06 |
Spatial-soft-IPOD | 4.27E-06 | 3.77E-06 | 3.66E-06 |
Hard-IPOD | 2.57E-03 | 2.73E-03 | 2.60E-03 |
Soft-IPOD | 3.07E-03 | 2.82E-03 | 2.61E-03 |
RoMLE_Cauchy | 4.59E-06 | 4.24E-06 | 3.93E-06 |
RoMLE_Welsch | 4.51E-06 | 4.49E-06 | 3.93E-06 |
RoMLE_Insha | 4.25E-06 | 4.03E-06 | 3.81E-06 |
RoMLE_Logistic | 4.76E-06 | 4.40E-06 | 3.89E-06 |
MM | 8.61E-03 | 1.53E-02 | 1.47E-02 |
LTS | 3.78E-03 | 4.05E-03 | 4.11E-03 |
GY | 2.26E-02 | 3.37E-02 | 3.29E-02 |
MLE | 4.12E-05 | 3.99E-05 | 3.87E-05 |
GMM | 3.78E-05 | 2.10E-05 | 1.83E-05 |
Leverage = 20 | |||
Spatial-hard-IPOD | 4.74E-06 | 4.69E-06 | 4.52E-06 |
Spatial-soft-IPOD | 4.00E-06 | 3.83E-06 | 3.55E-06 |
Hard-IPOD | 1.81E-03 | 2.39E-03 | 3.49E-03 |
Soft-IPOD | 2.27E-03 | 2.46E-03 | 3.51E-03 |
RoMLE_Cauchy | 3.83E-06 | 4.05E-06 | 3.95E-06 |
RoMLE_Welsch | 3.82E-06 | 4.03E-06 | 3.91E-06 |
RoMLE_Insha | 3.99E-06 | 3.88E-06 | 3.86E-06 |
RoMLE_Logistic | 4.70E-06 | 4.06E-06 | 3.94E-06 |
MM | 1.38E-02 | 1.10E-02 | 2.40E-02 |
LTS | 2.54E-03 | 3.24E-03 | 5.12E-03 |
GY | 2.23E-02 | 2.80E-02 | 4.95E-02 |
MLE | 4.00E-05 | 4.00E-05 | 4.04E-05 |
GM | 7.96E-05 | 2.40E-05 | 1.73E-05 |