| True Prob. | UCRPLM | FCRPLM | Pretest | Shrinkage | Shrinkage |
|
|
|
|
|
|
|
0.0 | 0.025 | 0.047 | 0.120 | 0.014 | 0.027 | 0.015 |
|
| [0.003] | [0.049] | [0.000] | [0.008] | [0.001] |
|
| {0.022} | {0.095} | {−0.011} | {0.002} | {−0.010} |
0.2 | 0.100 | 0.060 | 0.110 | 0.021 | 0.037 | 0.024 |
|
| [0.006] | [0.077] | [0.007] | [0.016] | [0.009] |
|
| {−0.040} | {0.010} | {−0.079} | {−0.063} | {−0.076} |
0.4 | 0.213 | 0.071 | 0.137 | 0.034 | 0.062 | 0.038 |
|
| [0.026] | [0.094] | [0.033] | [0.042] | [0.034] |
|
| {−0.142} | {−0.076} | {−0.179} | {−0.151} | {−0.175} |
0.6 | 0.334 | 0.084 | 0.210 | 0.052 | 0.123 | 0.066 |
|
| [0.069] | [0.133] | [0.082] | [0.087] | [0.080] |
|
| {−0.250} | {−0.124} | {−0.282} | {−0.211} | {−0.268} |
0.8 | 0.406 | 0.115 | 0.292 | 0.090 | 0.259 | 0.171 |
|
| [0.094] | [0.153] | [0.117] | [0.113] | [0.104] |
|
| {−0.291} | {−0.114} | {−0.316} | {−0.147} | {−0.235} |