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. Author manuscript; available in PMC: 2015 Mar 1.
Published in final edited form as: J Am Stat Assoc. 2014 Mar 19;109(505):437–447. doi: 10.1080/01621459.2014.881153

Table 5.

Out of Sample Prediction.

Replicate S 1 S 2 S 3 S 4 S 5 S 6 S 7 S 8
MSESLM 1.25 1.24 1.55 1.21 1.45 1.47 3.44 1.23
MSENLM 1.23 1.33 1.74 1.29 1.14 1.46 3.43 1.52
MSEL1 1.28 1.45 2.49 2.34 1.13 1.45 3.47 1.75
MSEEL 1.29 1.47 2.51 2.36 1.14 1.45 3.48 1.75
MSELMR 2.23 1.21 2.15 1.02 1.09 1.36 4.06 1.69
MSEQR 1.82 1.91 2.64 1.15 1.64 2.68 3.98 2.44
CovSLM 100.00 97.14 100.00 97.14 100.00 100.00 91.42 100.00
CovNLM 97.12 97.14 94.28 97.14 100.00 97.14 91.42 100.00
CIWNLM 5.92 5.41 5.84 5.94 5.93 5.91 5.59 5.90
CIWSLM 6.93 6.16 6.80 6.81 6.84 6.86 6.13 6.77

MSE: out of sample predictive mean square error, Cov: 95% credible interval coverage, CIW: 95% credible interval width.