Table 15.
The signal-to-noise ratio for full SDMDC, rank-1 SDMDC and rank-2 SDMDC by the number of predictors, data structure, and the structure of correlation amongst predictors
| Models | |||||
|---|---|---|---|---|---|
| No. Predictors | Data Rank | Correlation str | Full SDMDC |
Rank-1 SDMDC |
Rank-2 SDMDC |
| 200 | Rank-1 | Independent | 0.853 (0.143) | 1.131 (0.577) | 1.241 (1.448) |
| Autoregressive | 4.73 (9.523) | 3.781 (8.56) | 4.132 (9.901) | ||
| Exchangeable | 13.768 (37.834) | 18.63 (29.791) | 17.755 (28.978) | ||
| Rank-2 | Independent | 0.904 (0.408) | 1.297 (1.231) | 1.489 (2.182) | |
| Autoregressive | 4.107 (6.428) | 4.73 (9.619) | 3.468 (7.939) | ||
| Exchangeable | 8.73 (15.893) | 17.566 (29.315) | 18.298 (29.792) | ||
| 500 | Rank-1 | Independent | 0.736 (0.106) | 0.85 (0.302) | 0.985 (0.587) |
| Autoregressive | 3.615 (2.299) | 1.11 (0.341) | 1.615 (3.544) | ||
| Exchangeable | 11.01 (23.183) | 13.947 (44.328) | 22.62 (55.979) | ||
| Rank-2 | Independent | 0.72 (0.201) | 0.854 (0.188) | 1.276 (1.503) | |
| Autoregressive | 3.822 (1.633) | 1.64 (2.944) | 3.105 (8.941) | ||
| Exchangeable | 13.546 (76.77) | 15.847 (44.094) | 13.523 (44.437) |