Table 3. Accuracy of different methods for choosing summary statistics on a local scale.
Method | ε | Parameter | RARMISE | RAE mode | RAE mean | RAE median | KS500 | Cov. P | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
pls.loc | 0.001 | 0.168 | (0.136) | 0.081 | (0.091) | 0.088 | (0.095) | 0.086 | (0.091) | 0.043 | 0.314 | |
0.490 | (0.262) | 0.283 | (0.229) | 0.277 | (0.234) | 0.271 | (0.226) | 0.043 | 0.314 | |||
ω | 0.450 | (0.278) | 0.232 | (0.234) | 0.225 | (0.228) | 0.225 | (0.228) | 0.031 | 0.723 | ||
0.01 | 0.175 | (0.126) | 0.088 | (0.094) | 0.098 | (0.103) | 0.094 | (0.099) | 0.067 | 0.023* | ||
0.485 | (0.274) | 0.287 | (0.222) | 0.287 | (0.243) | 0.280 | (0.223) | 0.046 | 0.232 | |||
ω | 0.434 | (0.259) | 0.240 | (0.238) | 0.235 | (0.224) | 0.236 | (0.227) | 0.033 | 0.655 | ||
0.1 | 0.220 | (0.147) | 0.101 | (0.103) | 0.113 | (0.108) | 0.106 | (0.104) | 0.087 | 0.001* | ||
0.489 | (0.282) | 0.294 | (0.216) | 0.275 | (0.243) | 0.288 | (0.231) | 0.057 | 0.078 | |||
ω | 0.429 | (0.259) | 0.239 | (0.226) | 0.239 | (0.227) | 0.234 | (0.223) | 0.045 | 0.273 | ||
lgb.loc | 0.001 | 0.149 | (0.151) | 0.061 | (0.074) | 0.067 | (0.081) | 0.064 | (0.077) | 0.076 | 0.006* | |
0.440 | (0.213) | 0.271 | (0.213) | 0.259 | (0.209) | 0.253 | (0.209) | 0.037 | 0.500 | |||
ω | 0.450 | (0.283) | 0.229 | (0.231) | 0.223 | (0.219) | 0.223 | (0.217) | 0.029 | 0.794 | ||
0.01 | 0.144 | (0.147) | 0.065 | (0.074) | 0.068 | (0.078) | 0.066 | (0.077) | 0.085 | 0.001* | ||
0.456 | (0.237) | 0.292 | (0.209) | 0.277 | (0.223) | 0.268 | (0.213) | 0.035 | 0.576 | |||
ω | 0.439 | (0.27) | 0.235 | (0.229) | 0.228 | (0.225) | 0.230 | (0.225) | 0.027 | 0.862 | ||
0.1 | 0.140 | (0.133) | 0.068 | (0.077) | 0.069 | (0.078) | 0.068 | (0.078) | 0.093 | <0.001* | ||
0.467 | (0.275) | 0.315 | (0.233) | 0.298 | (0.24) | 0.288 | (0.234) | 0.020 | 0.991 | |||
ω | 0.431 | (0.264) | 0.232 | (0.22) | 0.226 | (0.219) | 0.227 | (0.222) | 0.039 | 0.423 | ||
l1b.loc | 0.001 | 0.184 | (0.183) | 0.070 | (0.081) | 0.070 | (0.083) | 0.071 | (0.082) | 0.059 | 0.062 | |
0.449 | (0.215) | 0.263 | (0.234) | 0.254 | (0.219) | 0.256 | (0.218) | 0.034 | 0.610 | |||
ω | 0.484 | (0.281) | 0.246 | (0.253) | 0.232 | (0.218) | 0.240 | (0.233) | 0.034 | 0.610 | ||
0.01 | 0.176 | (0.18) | 0.072 | (0.081) | 0.070 | (0.083) | 0.070 | (0.082) | 0.071 | 0.012* | ||
0.450 | (0.218) | 0.268 | (0.25) | 0.263 | (0.23) | 0.257 | (0.221) | 0.033 | 0.651 | |||
ω | 0.466 | (0.279) | 0.255 | (0.265) | 0.234 | (0.22) | 0.241 | (0.234) | 0.029 | 0.791 | ||
0.1 | 0.175 | (0.181) | 0.076 | (0.092) | 0.072 | (0.084) | 0.071 | (0.085) | 0.107 | <0.001* | ||
0.504 | (0.276) | 0.277 | (0.234) | 0.291 | (0.251) | 0.261 | (0.227) | 0.045 | 0.257 | |||
ω | 0.444 | (0.267) | 0.238 | (0.236) | 0.237 | (0.227) | 0.231 | (0.225) | 0.032 | 0.694 | ||
l2b.loc | 0.001 | 0.180 | (0.18) | 0.071 | (0.08) | 0.074 | (0.084) | 0.070 | (0.081) | 0.043 | 0.314 | |
0.436 | (0.207) | 0.249 | (0.222) | 0.251 | (0.215) | 0.253 | (0.213) | 0.030 | 0.759 | |||
ω | 0.479 | (0.275) | 0.257 | (0.261) | 0.233 | (0.226) | 0.244 | (0.235) | 0.037 | 0.500 | ||
0.01 | 0.172 | (0.173) | 0.075 | (0.085) | 0.077 | (0.087) | 0.076 | (0.087) | 0.056 | 0.084 | ||
0.444 | (0.211) | 0.258 | (0.246) | 0.264 | (0.225) | 0.257 | (0.215) | 0.033 | 0.651 | |||
ω | 0.459 | (0.276) | 0.256 | (0.276) | 0.234 | (0.228) | 0.244 | (0.236) | 0.036 | 0.532 | ||
0.1 | 0.168 | (0.169) | 0.077 | (0.091) | 0.076 | (0.09) | 0.077 | (0.091) | 0.128 | <0.001* | ||
0.496 | (0.266) | 0.277 | (0.235) | 0.289 | (0.241) | 0.264 | (0.23) | 0.044 | 0.284 | |||
ω | 0.446 | (0.271) | 0.239 | (0.242) | 0.237 | (0.23) | 0.236 | (0.233) | 0.035 | 0.579 |