Doing SBIL estimation using k-nearest neighbors nonparametric regression
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SBIL estimation results
alpha beta delta gam rho sig eps
true param 0.330 0.990 0.023 1.750 0.950 0.010 10.000
SBIL mean 0.326 0.988 0.034 1.868 0.936 0.015 10.456
prior mean 0.291 0.976 0.033 1.903 0.924 0.023 11.301
SBIL st.dev. 0.014 0.003 0.004 0.086 0.004 0.001 0.091
prior sdev 0.078 0.014 0.015 0.590 0.039 0.011 0.966
SBIL bias -0.004 -0.002 0.011 0.118 -0.014 0.004 0.456
prior bias -0.039 -0.014 0.010 0.153 -0.026 0.013 1.301
SBIL rmse 0.014 0.003 0.011 0.143 0.014 0.004 0.464
prior rmse 0.087 0.020 0.018 0.609 0.047 0.017 1.620
number of Monte Carlo reps: 11