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Type I error under H0 (in %) of the global test, Wilcoxon test, the Fisher test and the Shapiro-Wilks test (SW), for the standardized prediction errors (SPE), the prediction discrepancies (pd) and the normalized prediction errors (NPDE), evaluated on 500 simulated datasets.
| TEST | METRICS |
||
|---|---|---|---|
| SPE | pd* | NPDE | |
| Wilcoxon | 4.2% | 19.9% | 3.0% |
| Fisher | 100% | 15.4% | 8.6% |
| SW | 100% | 16.1% | 6.2% |
| Global | 100% | 24.6% | 5.8% |
after normalization
