. Author manuscript; available in PMC: 2017 Dec 28.

Published in final edited form as: Biometrics. 2017 Apr 10;73(4):1082–1091. doi: 10.1111/biom.12705

Table 2.

Simulation results with random grids: average RMSEs and corresponding standard deviations (in parentheses) of {Z_i(t)}, μ(t), Σ_z (t, t), and $σ_{ε}^{2}$ by CSS, PACE, and BABF. Average RMSEs are omitted if the corresponding parameters are not directly estimated. Best results are bold for each parameter.

Stationary

Nonstationary

CSS

PACE

BABF

CSS

PACE

BABF

{Z_i(t)}

0.4839

1.4141

0.4079

1.0137

2.6300

0.6832

(0.0229)

(0.1424)

(0.0219)

(0.0511)

(0.2876)

(0.0576)

μ(t)

0.4229

0.4196

0.3690

0.9905

0.6157

0.5920

(0.1471)

(0.1290)

(0.1302)

(0.1888)

(0.2160)

(0.2138)

Σ(t, t)

1.0445

1.4089

1.0054

1.6403

2.4120

2.2090

0.4313

(0.3502)

(0.3286)

(0.6086)

(0.6497)

(0.4506)

σ_{ε}^{2}

–

0.1900

0.0509

–

0.4007

0.2209

–

(0.1818)

(0.0387)

–

(0.2960)

(0.1189)