Interval Estimation on Simulated p=100 (test)
0.874PCCBGM
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| BGMDimension=100, Nominal coverage level=0.952026.01 | 0.874 | 0.935 | 95 | 1.576 | |
| LW-LCPDimension=100, Nominal coverage level=0.952026.01 | 0.837 | 0.845 | 97.7 | 2.17 | |
| LW-CPDimension=100, Nominal coverage level=0.952026.01 | 0.831 | 0.844 | 97.8 | 2.21 | |
| LCPDimension=100, Nominal coverage level=0.952026.01 | 0.812 | 0.786 | 97.8 | 2.34 | |
| LWQR-CPDimension=100, Nominal coverage level=0.952026.01 | 0.718 | 0.715 | 98.5 | 2.435 | |
| QR-CPDimension=100, Nominal coverage level=0.952026.01 | 0.709 | 0.706 | 98.5 | 2.437 | |
| LWQR-LCPDimension=100, Nominal coverage level=0.952026.01 | 0.703 | 0.701 | 98.4 | 2.434 | |
| QR-LCPDimension=100, Nominal coverage level=0.952026.01 | 0.7 | 0.698 | 98.4 | 2.425 | |
| CPDimension=100, Nominal coverage level=0.952026.01 | -0.057 | -0.111 | 97.9 | 2.603 |