Error

Model

n

Component

S1

S2

$M_{NZ}$

$\text{MSE}\left(\widehat{\beta }\right)$

$t\left(3\right)$

FMR

300

Com1

0.9143

1.0000

−0.0357

0.0838

Com2

0.8533

0.9800

0.0382

0.8976

RMR-SN

300

Com1

0.9057

1.0000

−0.0029

0.9638

Com2

0.8900

0.9850

−0.0339

1.2244

RMR-STN

300

Com1

0.9343

1.0000

−0.0004

0.0619

Com2

0.9467

1.0000

0.0181

0.1349

RMR-SPE

300

Com1

0.9800

1.0000

−0.0048

0.0521

Com2

0.9533

1.0000

0.0375

0.1560

RMR-SCN

300

Com1

0.9714

1.0000

−0.0151

0.0496

Com2

0.9400

1.0000

0.0195

0.1426

${\chi }^2\left(3\right)$

FMR

300

Com1

0.9400

0.9000

0.0387

0.6687

Com2

0.8167

0.9900

0.0568

0.5838

RMR-SN

300

Com1

0.9771

1.0000

0.0138

0.0636

Com2

0.8867

1.0000

−0.0342

0.1978

RMR-STN

300

Com1

0.9543

0.9867

0.0053

0.1283

Com2

0.8767

1.0000

−0.0491

0.2273

RMR-SPE

300

Com1

0.9686

0.9933

0.0150

0.0909

Com2

0.8967

1.0000

−0.0003

0.2287

RMR-SCN

300

Com1

0.9543

0.9800

−0.0257

0.1555

Com2

0.9033

0.9950

−0.0511

0.2516

$0.9N\left(0,1\right)+0.1N\left(0,5^2\right)$

FMR

300

Com1

0.9371

0.9933

−0.0098

0.1500

Com2

0.8000

0.9950

−0.0305

0.4810

RMR-SN

300

Com1

0.9314

1.0000

0.0023

0.1133

Com2

0.8767

1.0000

−0.0306

0.3358

RMR-STN

300

Com1

0.9686

1.0000

−0.0019

0.0461

Com2

0.9333

1.0000

−0.0361

0.1000

RMR-SPE

300

Com1

0.9714

0.9933

0.0065

0.0802

Com2

0.9433

1.0000

−0.0287

0.1149

RMR-SCN

300

Com1

0.9857

0.9933

0.0071

0.0691

Com2

0.9433

1.0000

−0.0361

0.0908