Table 5.
First component | Second component | Third component | ||||
---|---|---|---|---|---|---|
Parameters |
EM-W |
Kim |
EM-W |
Kim |
EM-W |
Kim |
p(0.585, |
-0.003 |
0.000 |
-0.008 |
0.001 |
0.010 |
-0.000 |
0.1,0.315) |
(0.004) |
(0.003) |
(0.023) |
(0.003) |
(0.024) |
(0.004) |
a0(0.3, |
0.002 |
0.000 |
0.003 |
0.001 |
0.001 |
0.001 |
1,0.2) |
(0.013) |
(0.013) |
(0.010) |
(0.010) |
(0.010) |
(0.010) |
a1(0.03, |
0.015 |
0.001 |
-0.236 |
-0.002 |
0.047 |
0.003 |
1,0.02) |
(0.041) |
(0.036) |
(0.333) |
(0.037) |
(0.073) |
(0.035) |
b1(0.06, |
0.014 |
-0.000 |
-0.308 |
-0.001 |
0.058 |
0.001 |
0.9,0.01) |
(0.026) |
(0.021) |
(0.345) |
(0.023) |
(0.067) |
(0.025) |
θ2(0.5, |
-0.034 |
-0.000 |
-0.006 |
-0.001 |
-0.021 |
-0.000 |
0.5,0.5) |
(0.036) |
(0.006) |
(0.027) |
(0.015) |
(0.025) |
(0.009) |
ρ(0.6 |
0.020 |
-0.000 |
0.013 |
-0.001 |
0.023 |
-0.001 |
0.6,0.6) |
(0.021) |
(0.007) |
(0.025) |
(0.017) |
(0.028) |
(0.009) |
σ2(0.0, |
0.025 |
|
0.014 |
|
0.022 |
|
0.0,0.0) |
(0.026) |
|
(0.015) |
|
(0.023) |
|
d2(0, |
0.000 |
|
0.045 |
|
0.042 |
|
0,0) |
(0.000) |
|
(0.095) |
|
(0.056) |
|
|
EM-W |
Kim |
Proportion |
|||
|
Mean (RMSE) SD |
Mean (RMSE) SD |
(EM-W is not worse) |
|||
Error rate |
0.018 (0.019) 0.006 |
0.016 (0.017) 0.004 |
422/1000 |
|||
Rand |
0.978 (0.023) 0.006 |
0.980 (0.021) 0.005 |
365/1000 |
|||
Adjusted | 0.955 (0.046) 0.012 | 0.959 (0.042) 0.011 | 363/1000 |