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. Author manuscript; available in PMC: 2024 Jan 1.
Published in final edited form as: J Bus Econ Stat. 2022 Oct 6;41(4):1157–1172. doi: 10.1080/07350015.2022.2115498

Table 1.

Comparison of average test errors (and corresponding standard errors in parentheses) for Example 1 with respect to one or multiple crosses and three distance measures. The results for naive method, mixture of regression, SSANOVA, resolution-wise regression with fixed smoothness, and resolution-wise regression with CV are listed in the columns from left to right respectively.

Example Measure Naive Mixreg SSANOVA Random Forest Fixed smoothness CV
one cross KS 0.151 0.351 0.294 0.377 0.165 0.129
(0.015) (0.010) (0.016) (0.017) (0.009) (0.005)
KL 0.362 1.396 1.031 1.835 0.386 0.265
(0.032) (0.067) (0.062) (0.156) (0.025) (0.014)
L 1 0.639 1.086 1.181 1.120 0.717 0.364
(0.034) (0.063) (0.073) (0.069) (0.035) (0.019)
multiple KS 0.188 0.405 0.229 0.394 0.165 0.145
(0.007) (0.026) (0.016) (0.020) (0.010) (0.008)
KL 0.319 2.511 0.548 1.615 0.338 0.257
(0.016) (0.128) (0.036) (0.084) (0.024) (0.016)
L 1 0.653 1.212 0.850 1.054 0.658 0.397
(0.033) (0.052) (0.042) (0.057) (0.034) (0.019)