Table 4 MSE of beta (p = 50)
Outlier = 50 | Outlier = 20 | Outlier = 10 | |
|---|---|---|---|
No leverage | |||
Spatial-hard-IPOD | 6.19E-06 | 5.61E-06 | 5.28E-06 |
Spatial-soft-IPOD | 5.41E-06 | 4.93E-06 | 4.96E-06 |
Hard-IPOD | 5.25E-03 | 2.99E-03 | 3.18E-03 |
Soft-IPOD | 5.69E-03 | 3.27E-03 | 3.28E-03 |
RoMLE_Cauchy | 1.03E-05 | 6.29E-06 | 1.20E-05 |
RoMLE_Welsch | 9.74E-06 | 6.03E-06 | 1.09E-05 |
RoMLE_Insha | 1.01E-05 | 5.71E-06 | 1.06E-05 |
RoMLE_Logistic | 1.18E-05 | 6.92E-06 | 1.34E-05 |
MM | 2.64E-02 | 1.44E-02 | 2.14E-02 |
LTS | 9.10E-03 | 5.74E-03 | 6.14E-03 |
GY | 3.21E-02 | 2.10E-02 | 2.53E-02 |
MLE | 7.59E-05 | 6.60E-05 | 6.99E-05 |
GMM | 5.73E-05 | 5.47E-05 | 5.56E-05 |
Leverage = 15 | |||
Spatial-hard-IPOD | 6.10E-06 | 5.63E-06 | 5.09E-06 |
Spatial-soft-IPOD | 4.88E-06 | 4.50E-06 | 4.12E-06 |
Hard-IPOD | 3.76E-03 | 3.13E-03 | 3.05E-03 |
Soft-IPOD | 4.05E-03 | 3.15E-03 | 3.02E-03 |
RoMLE_Cauchy | 8.58E-06 | 7.49E-06 | 8.86E-06 |
RoMLE_Welsch | 8.17E-06 | 7.08E-06 | 8.43E-06 |
RoMLE_Insha | 8.08E-06 | 6.42E-06 | 7.41E-06 |
RoMLE_Logistic | 9.19E-06 | 7.68E-06 | 9.15E-06 |
MM | 1.67E-02 | 1.94E-02 | 1.71E-02 |
LTS | 5.78E-03 | 5.79E-03 | 5.47E-03 |
GY | 2.46E-02 | 2.36E-02 | 2.19E-02 |
MLE | 6.21E-05 | 5.23E-05 | 4.89E-05 |
GMM | 3.39E-05 | 2.73E-05 | 2.45E-05 |
Leverage = 20 | |||
Spatial-hard-IPOD | 6.29E-06 | 5.36E-06 | 5.13E-06 |
Spatial-soft-IPOD | 4.99E-06 | 4.32E-06 | 4.20E-06 |
Hard-IPOD | 3.15E-03 | 3.51E-03 | 2.86E-03 |
Soft-IPOD | 3.72E-03 | 3.56E-03 | 2.85E-03 |
RoMLE_Cauchy | 5.77E-06 | 6.53E-06 | 9.26E-06 |
RoMLE_Welsch | 7.52E-06 | 6.42E-06 | 8.78E-06 |
RoMLE_Insha | 5.29E-06 | 5.98E-06 | 7.82E-06 |
RoMLE_Logistic | 6.09E-06 | 6.66E-06 | 9.81E-06 |
MM | 1.60E-02 | 2.44E-02 | 1.95E-02 |
LTS | 4.88E-03 | 6.72E-03 | 5.53E-03 |
GY | 1.85E-02 | 2.72E-02 | 2.25E-02 |
MLE | 5.90E-05 | 5.39E-05 | 4.94E-05 |
GMM | 3.48E-05 | 2.71E-05 | 2.54E-05 |