. Author manuscript; available in PMC: 2012 Dec 1.

Published in final edited form as: J Am Stat Assoc. 2011 Dec 1;106(496):1485–1495. doi: 10.1198/jasa.2011.tm09294

Table 2.

PSA data: Posterior forecasting of the validation data points. The relative bias is defined as $E (\tilde{Y} ∕ Y - 1)$ for $\tilde{Y}$ the posterior mean of validation data point Y.

Method	Type	Relative Bias	MSE	Coverage Rate	Interval Length
SSVM-OU	≤ 1 year	−0.143	0.076	1	1.403
	> 1 year	−0.913	0.581	0.966	2.356
	All	−0.644	0.404	0.912	2.023
SSVM-W	≤ 1 year	−0.047	0.098	1	2.379
	> 1 year	0.031	0.403	1	8.329
	All	0.040	0.296	1	6.250
LMM	≤ 1 year	0.205	0.108	0.899	1.226
	> 1 year	0.387	0.568	0.672	1.610
	All	0.323	0.407	0.748	1.476