Table 2.
Prediction mean squared errors for the Tecator data set for different type of varying coefficient models. Columns denoting PMSE(k) display PMSE values when the semi-metric dk is used. In each model, the best PMSE value is given in bold face. The overall best PMSE is underlined and bold faced.
| Model | PMSE(2) | PMSE(1) | PMSE(0) |
|---|---|---|---|
Y = β0(
 ) + X1β1(
) + ε
|
2.72 | 5.55 | 8.82 |
|
Y = β0(
) + X2β2(
) + ε
|
1.80 | 1.41 | 2.28 |
|
Y = β0(
) + X1β1 + X2β2 + ε
|
1.05 | 0.80 | 2.03 |
|
Y = β0(
) + X1β1(
) + X2β2 + ε
|
1.29 | 0.88 | 1.58 |
|
Y = β0(
) + X1β1 + X2β2(
) + ε
|
1.30 | 0.40 | 1.47 |
|
Y = β0(
) + X1β1(
) + X2β2(
) + ε
|
0.99 | 0.56 | 1.48 |