Research Article
Monte Carlo-Based Covariance Matrix of Residuals and Critical Values in Minimum L1-Norm
Table 2
Critical values for normalized residuals.
| α (%) | Normal table |Zα/2| | Network A | Network B | Network C | IDS | Min. L1-norm | IDS | Min. L1-norm | IDS | Min. L1-norm |
| 0.10 | 3.29 | 3.74 | 5.89 | 3.89 | 6.68 | 3.98 | 5.16 | 0.27 | 3.00 | 3.48 | 5.35 | 3.64 | 5.97 | 3.74 | 4.82 | 1.00 | 2.575 | 3.10 | 4.61 | 3.28 | 4.99 | 3.41 | 4.32 | 2.50 | 2.24 | 2.81 | 4.04 | 3.00 | 4.32 | 3.13 | 3.93 | 5.00 | 1.96 | 2.56 | 3.60 | 2.77 | 3.80 | 2.91 | 3.62 | 10.00 | 1.645 | 2.29 | 3.13 | 2.52 | 3.30 | 2.68 | 3.29 |
|
|