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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 2.

Comparison of average test errors (and corresponding standard errors in parentheses) for Example 2 with respect to dimension q = 1, 5, 10 and three distance measures. The results for naive method, SSANOVA, Random Forest, 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 SSANOVA Random Forest Fixed smoothness CV
q = 1 KS 0.103 0.215 0.256 0.169 0.167
(0.006) (0.005) (0.008) (0.013) (0.014)
KL 0.261 0.605 0.787 0.089 0.693
(0.010) (0.021) (0.049) (0.008) (0.037)
L 1 0.383 0.765 0.716 0.283 0.517
(0.018) (0.033) (0.035) (0.015) (0.027)
q = 5 KS 0.345 0.219 0.222 0.180 0.179
(0.019) (0.016) (0.012) (0.015) (0.014)
KL 0.701 0.589 0.730 0.146 0.532
(0.034) (0.025) (0.037) (0.011) (0.028)
L 1 0.937 0.774 0.693 0.348 0.506
(0.039) (0.035) (0.028) (0.015) (0.022)
q = 10 KS 0.344 0.210 0.213 0.169 0.183
(0.006) (0.006) (0.015) (0.018) (0.018)
KL 0.767 0.589 0.666 0.185 0.572
(0.033) (0.024) (0.050) (0.022) (0.035)
L 1 0.952 0.735 0.693 0.346 0.498
(0.038) (0.032) (0.035) (0.015) (0.026)