Table 3. Simulation results.
R2 | a | c | RMSPE | |||||||
---|---|---|---|---|---|---|---|---|---|---|
LM | SLM | RF | RFRK | |||||||
1 | NL | 0.1 | 9 | 1 | 2.94 | 0.51 | 3.28 (0.028) | 3.22 (0.020) | 3.32 (0.027) | 3.26 (0.022) |
2 | NL | 0.1 | 1 | 9 | 2.94 | 0.43 | 2.77 (0.145) | 1.57 (0.029) | 2.80 (0.146) | 1.64 (0.033) |
3 | NL | 0.9 | 9 | 1 | 2.94 | 4.56 | 9.03 (0.074) | 9.02 (0.073) | 7.45 (0.067) | 7.45 (0.065) |
4 | NL | 0.9 | 1 | 9 | 2.94 | 3.87 | 7.65 (0.394) | 7.40 (0.369) | 6.29 (0.322) | 5.96 (0.290) |
5 | L | 0.1 | 9 | 1 | 0.33 | 1.52 | 3.16 (0.025) | 3.09 (0.018) | 3.24 (0.026) | 3.18 (0.021) |
6 | L | 0.1 | 1 | 9 | 0.33 | 1.29 | 2.66 (0.140) | 1.34 (0.010) | 2.74 (0.143) | 1.53 (0.024) |
7 | L | 0.9 | 9 | 1 | 0.33 | 13.69 | 4.23 (0.038) | 4.19 (0.033) | 4.54 (0.036) | 4.51 (0.032) |
8 | L | 0.9 | 1 | 9 | 0.33 | 11.61 | 3.58 (0.186) | 2.82 (0.116) | 3.85 (0.201) | 3.16 (0.138) |
The first column indicates the case number and the second column indicates whether the linear (L) or nonlinear (NL) structural component of the model in (16) dominates. Values for the RMSPE, and parameters a and c, were averaged over 20 independent simulation runs. The standard errors of the RMSPE scores are shown in parenthesis. Note that the standard errors were computed as , where SDRMSPE is the standard deviation of the RMSPE scores over the 20 runs.