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Table 6 Empirical efficiencies and confidence coefficients for Situation I (error distributions are skew-normals)

From: Efficient and adaptive rank-based fits for linear models with skew-normal errors

 

AdSch

Optrv

LS

Wil

mle

β, ARE

1.06

1.12

0.75

0.80

1.00

β, Conf

0.95

0.95

0.95

0.95

0.93

θ, ARE

1.05

1.11

0.73

0.79

1.00

θ, Conf

0.95

0.95

0.95

0.95

0.94

  1. Empirical efficiencies are MSE’s relative to the MSE of the mles.