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Mean square error (MSE), mean absolute error (MAE), empirical coverage and average length of 95% predictive intervals (PI) for full model with β0(s) ≠ 1 and reduced model with β0(s) = 1.
| MSE | MAE | Empirical coverage of 95% PI | Average length of 95% PI | |
|---|---|---|---|---|
| β0(s) ≠ 1 | 24.97 | 3.80 | 85.7% | 15.70 |
| β0(s) = 1 | 24.66 | 3.79 | 85.5% | 13.67 |
