Error

Model

n

Component

S1

S2

$M_{NZ}$

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

$t\left(3\right)$

RMR-STN

300

Com1

0.9800

1.0000

−0.0050

0.0486

Com2

0.9633

1.0000

0.0129

0.1251

500

Com1

0.9914

1.0000

0.0066

0.0244

Com2

0.9700

1.0000

−0.0025

0.0652

RMR-SPE

300

Com1

0.9943

1.0000

−0.0045

0.0504

Com2

0.9533

1.0000

0.0135

0.1504

500

Com1

1.0000

1.0000

0.0000

0.0256

Com2

0.9933

1.0000

−0.0049

0.0545

RMR-SCN

300

Com1

0.9771

1.0000

−0.0025

0.0509

Com2

0.9567

1.0000

0.0223

0.1368

500

Com1

0.9971

1.0000

−0.0019

0.0272

Com2

0.9933

1.0000

−0.0009

0.0653

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

RMR-STN

300

Com1

0.9543

0.9933

−0.0091

0.1136

Com2

0.8933

1.0000

−0.0584

0.2597

500

Com1

0.9886

1.0000

0.0053

0.0417

Com2

0.9867

1.0000

0.0065

0.0923

RMR-SPE

300

Com1

0.9743

1.0000

−0.0020

0.0641

Com2

0.9433

1.0000

−0.0116

0.1765

500

Com1

0.9943

1.0000

0.0020

0.0321

Com2

0.9900

1.0000

0.0009

0.1047

RMR-SCN

300

Com1

0.9571

0.9933

−0.0210

0.0992

Com2

0.9433

1.0000

−0.0179

0.2297

500

Com1

0.9857

1.0000

0.0010

0.0491

Com2

0.9933

1.0000

0.0017

0.1436

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

RMR-STN

300

Com1

0.9743

1.0000

−0.0013

0.0490

Com2

0.9667

1.0000

−0.0233

0.0933

500

Com1

0.9886

1.0000

−0.0014

0.0281

Com2

0.9800

1.0000

0.0005

0.0616

RMR-SPE

300

Com1

0.9800

1.0000

0.0064

0.0489

Com2

0.9800

1.0000

−0.0197

0.0971

500

Com1

0.9943

1.0000

−0.0009

0.0327

Com2

1.0000

1.0000

0.0000

0.0968

RMR-SCN

300

Com1

0.9857

1.0000

0.0011

0.0481

Com2

0.9600

1.0000

−0.0096

0.1005

500

Com1

0.9971

1.0000

0.0005

0.0227

Com2

1.0000

1.0000

0.0000

0.0576