/* sandm8.sas */ /* analysis of sandm7.r output */ /* */ /* three methods, two param ests, */ /* conv codes, sigma-sq-a */ options ls=80 ; data a ; infile 'estsP4.dat' ; * read data ; keep dseam dsear dsemr a2 m2 r2 siga ; input a1 a2 m1 m2 r1 r2 cm cr siga ; /* */ /* these for comparing mse's */ /* */ dseam = (a2-siga)**2 - (m2-siga)**2 ; dsear = (a2-siga)**2 - (r2-siga)**2 ; dsemr = (m2-siga)**2 - (r2-siga)**2 ; /* add labels for easier reading */ /* */ label a1='Anova e' a2='Anova a' m1='MLE e' m2='MLE a' r1='RML e' r2='RML a' cm='codmle' cr='codrml' ; run ; /* analyze to compare mse */ /* means & variance of estimators */ proc means data=a mean stderr stddev ; class siga ; var a2 m2 r2 ; title 'Analysis of bias and variance' ; run ; /* t-statistics for pairwise */ /* comparison of mse's */ /* */ proc means data=a mean stderr t ; class siga ; var dseam dsear dsemr ; title 'Analysis of Pairwise differences' ; run ; Analysis of bias and variance 1 15:40 Thursday, November 12, 2009 The MEANS Procedure N siga Obs Variable Label Mean Std Error Std Dev ------------------------------------------------------------------------------- 0 1000 a2 Anova a -0.0039260 0.0043111 0.1363287 m2 MLE a 0.0559840 0.0025813 0.0816277 r2 RML a 0.0541785 0.0030954 0.0978837 0.1 1000 a2 Anova a 0.0929077 0.0061996 0.1960488 m2 MLE a 0.1193869 0.0043204 0.1366238 r2 RML a 0.1299484 0.0054811 0.1733290 0.2 1000 a2 Anova a 0.1930901 0.0078378 0.2478530 m2 MLE a 0.1955347 0.0057333 0.1813030 r2 RML a 0.2175725 0.0073843 0.2335115 0.5 1000 a2 Anova a 0.4916847 0.0143515 0.4538353 m2 MLE a 0.4323460 0.0112110 0.3545215 r2 RML a 0.5060546 0.0142538 0.4507443 1 1000 a2 Anova a 0.9870452 0.0254309 0.8041954 m2 MLE a 0.8325217 0.0196361 0.6209491 r2 RML a 0.9943912 0.0245956 0.7777811 2 1000 a2 Anova a 2.0155536 0.0450092 1.4233145 m2 MLE a 1.6899055 0.0365964 1.1572811 r2 RML a 2.0341334 0.0449900 1.4227094 5 1000 a2 Anova a 5.0553580 0.1071346 3.3878930 m2 MLE a 4.2013060 0.0864265 2.7330471 r2 RML a 5.0665903 0.1045203 3.3052228 ------------------------------------------------------------------------------- Analysis of Pairwise differences 2 The MEANS Procedure N siga Obs Variable Mean Std Error t Value --------------------------------------------------------------------------- 0 1000 dseam 0.0087917 0.000610318 14.41 dsear 0.0060754 0.000563428 10.78 dsemr -0.0027163 0.000600497 -4.52 0.1 1000 dseam 0.0194237 0.0011976 16.22 dsear 0.0075372 0.0010462 7.20 dsemr -0.0118866 0.0011559 -10.28 0.2 1000 dseam 0.0285596 0.0018734 15.24 dsear 0.0066355 0.0015490 4.28 dsemr -0.0219240 0.0017819 -12.30 0.5 1000 dseam 0.0756928 0.0064400 11.75 dsear 0.0028257 0.0054465 0.52 dsemr -0.0728671 0.0065882 -11.06 1 1000 dseam 0.2330101 0.0295878 7.88 dsear 0.0418814 0.0195359 2.14 dsemr -0.1911287 0.0175208 -10.91 2 1000 dseam 0.5899215 0.0776233 7.60 dsear 0.000797429 0.0562720 0.01 dsemr -0.5891240 0.0625785 -9.41 5 1000 dseam 3.3694168 0.4753377 7.09 dsear 0.5513983 0.3536124 1.56 dsemr -2.8180185 0.3251281 -8.67