. Author manuscript; available in PMC: 2014 Feb 1.

Published in final edited form as: Ann Inst Stat Math. 2013 Jun 16;66(1):1–31. doi: 10.1007/s10463-013-0415-z

Table 3.

Simulation results under heteroscedastic residuals (Case (v))

n=40	MSPE	cov(y)	MISE	cov(η)	L
P1	0.6666	0.9800	0.5856	1	0.0033
P2a	0.5233	0.9770	0.3980	0.9812	0.0025
P2b	0.5231	0.9854	0.3745	0.9765	0.0019
P2c	0.5875	0.9850	0.4452	1	0.0029
P2d	0.5788	0.9859	0.4223	1	0.0028
M-Estimation	0.5531		0.3671
BART	0.4956	0.8980
Treed GP	0.7224	0.8123	0.6132

n=60	MSPE	cov(y)	MISE	cov(η)	L

P1	0.3828	1	0.2911	0.9985	0.0031
P2a	0.3745	0.9832	0.2617	0.9840	0.0022
P2b	0.3767	0.9812	0.2601	0.9867	0.0020
P2c	0.3810	0.9900	0.2800	0.9998	0.0027
P2d	0.3800	0.9906	0.2798	0.9998	0.0026
M-Estimation	0.3939		0.2824
BART	0.3930	0.9313	0.2668
Treed GP	0.4225	0.9023	0.3217

n=80	MSPE	cov(y)	MISE	cov(η)	L

P1	0.3599	0.9901	0.2759	0.9998	0.0029
P2a	0.3503	0.9762	0.2582	0.9765	0.0022
P2b	0.3519	0.9712	0.2545	0.9715	0.0019
P2c	0.3560	0.9856	0.2656	0.9885	0.0025
P2d	0.3557	0.9800	0.2677	0.9881	0.0024
M-Estimation	0.3905		0.2887
BART	0.3594	0.9442	0.2867
Treed GP	0.4489	0.9125	0.3509