Table 4.

Ozone data: Results

Prior on g		pγ	RMSPE
Local empirical Bayes	X5, X6, X7, $X_6^2,X_7^2$, X3X5	6	4.5
Hyper-g (a = 4)	X5, X6, X7, $X_6^2,X_7^2$, X3X5	6	4.5
Fixed (BIC)	X5, X6, X7, $X_6^2,X_7^2$, X3X5	6	4.5
Brown, Vannucci and Fearn (2002)	X1X6, X1X7, X6X7, $X_1^2,X_3^2,X_7^2$	6	4.5
GP model	X3, X6, X7	3	3.7