Robust SiZer Approach for Varying Coefficient Models

Figure 2

The scatter plots of simulated data generated by the varying coefficient model with coefficients in Group 3 and under model error drawn from (a) normal distribution 𝑁(0,0.5²) in Case 1 (b) Cauchy distribution 𝐶(0,0.2) in Case 2 and (c) contaminated normal distribution 0.7𝑁(0,0.5²)+0.3𝑁(0,16²) in Case 3, respectively.

(a)

(b)

(c)