Table 6.
Simulation Results: Assessing fit of MVN and OMVN models using DICO under heavy-tailed and skewed data generating mechanisms. Values in the table are DICO(rate in favor). Rate in favor corresponds to the percentage of simulated datasets where the model (either MVN or OMVN) had a smaller DICO.
| Sample Size | MVN | OMVN |
|---|---|---|
| MVT, MAR | ||
| 50 | 781.8(49.2%) | 780.1 (50.8%) |
| 150 | 2344.8(26.0%) | 2338.4 (74.0%) |
| 500 | 7864.4(5.0%) | 7844.4 (95.0%) |
| MVT, MNAR | ||
| 50 | 790.8(54.0%) | 790.1 (46.0%) |
| 150 | 2381.6(38.8%) | 2377.7 (61.3%) |
| 500 | 7951.4(12.5%) | 7938.9 (87.5%) |
| MSKN, MAR | ||
| 50 | 623.1(72.9%) | 625.2 (27.1%) |
| 150 | 1845.2(61.3%) | 1846.0 (38.7%) |
| 500 | 6119.6(26.5%) | 6115.3 (73.5%) |
| MSKN, MNAR | ||
| 50 | 632.5(75.4%) | 635.0 (24.6%) |
| 150 | 1872.4(63.7 %) | 1873.9 (36.3%) |
| 500 | 6211.9(41.2 %) | 6210.2 (58.8% ) |