========================================================== ========================================================== Least Squares BIC_LS= 2003.561 -------regression coefficients------- hat.gamma SE_LS z_LS SE_SW0 z_SW0 SE_SW3 z_SW3 SE_SW4 z_SW4 x0u0 0.177 1.617 0.110 1.466 0.121 1.509 0.118 1.502 0.118 x0u1 0.201 0.298 0.675 0.266 0.756 0.274 0.734 0.274 0.736 x0u2 0.822 0.386 2.128 0.324 2.536 0.334 2.462 0.332 2.472 x1u0 0.042 0.203 0.209 0.214 0.198 0.221 0.192 0.220 0.192 x1u2 0.508 0.048 10.539 0.049 10.315 0.051 9.995 0.051 10.019 x1u3 0.520 0.037 14.218 0.037 14.100 0.038 13.647 0.038 13.661 x2u0 0.090 0.263 0.343 0.307 0.293 0.318 0.283 0.318 0.283 x2u1 0.555 0.049 11.380 0.050 10.996 0.052 10.641 0.052 10.648 x2u2 0.449 0.049 9.084 0.056 8.068 0.058 7.807 0.057 7.817 x2u3 0.541 0.037 14.774 0.039 13.900 0.040 13.445 0.040 13.454 hat.sigma^2= 18.00419 ========================================================== ========================================================== Normal Distribution Maximum Likelihood IRLS algorithm takes 9 iterations to converge BIC_ML= 1944.164 ------------regression coefficients------------ hat.gamma SE_ML z_ML SE_SW0 z_SW0 SE_SW1 z_SW1 SE_SW4 z_SW4 x0u0 0.872 0.997 0.875 1.140 0.765 1.158 0.753 1.166 0.748 x0u1 0.410 0.195 2.102 0.216 1.897 0.220 1.866 0.222 1.849 x0u2 0.498 0.210 2.370 0.242 2.058 0.246 2.025 0.248 2.009 x1u0 0.113 0.189 0.599 0.197 0.575 0.200 0.566 0.201 0.562 x1u2 0.520 0.042 12.389 0.043 12.159 0.043 11.963 0.044 11.877 x1u3 0.491 0.036 13.499 0.036 13.594 0.037 13.375 0.037 13.257 x2u0 -0.132 0.237 -0.556 0.272 -0.485 0.276 -0.477 0.279 -0.472 x2u1 0.525 0.042 12.565 0.044 12.030 0.044 11.836 0.045 11.710 x2u2 0.502 0.044 11.489 0.048 10.531 0.048 10.361 0.049 10.252 x2u3 0.563 0.038 14.988 0.037 15.023 0.038 14.781 0.038 14.658 ------------variance parameters------------ hat.sigma SE_ML z_ML SE_SW0 z_SW0 SE_SW1 z_SW1 SE_SW4 z_SW4 x1x1 0.186 0.105 1.770 0.117 1.589 0.119 1.563 0.119 1.570 x2x2 0.292 0.116 2.525 0.123 2.365 0.126 2.327 0.125 2.341 x1x2 -0.094 0.069 -1.365 0.066 -1.417 0.067 -1.394 0.067 -1.396 x0x1 0.338 0.426 0.794 0.538 0.629 0.547 0.619 0.544 0.622 x0x2 0.109 0.439 0.249 0.511 0.214 0.520 0.210 0.517 0.211 x0e 0.140 1.445 0.097 1.598 0.088 1.624 0.086 1.625 0.086 Note: x0e is the label for sigma_0^2+sigma_e^2 ------------------------------------------- R square for the coefficient of x1 predicted by u2 u3 = 0.8366913 R square for the coefficient of x2 predicted by u1 u2 u3 = 0.8477377