Table 1.
Gaussian ε | non-Gaussian ε | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
RB (%) | SE | SD | SMSE | CR (%) | RB (%) | SE | SD | SMSE | CR (%) | |
−0.2 | 0.036 | 0.037 | 0.037 | 94.0 | 0.0 | 0.038 | 0.038 | 0.038 | 95.8 | |
11.6 | 0.050 | 0.054 | 0.099 | 70.0 | 10.8 | 0.057 | 0.056 | 0.092 | 80.4 | |
Both mean models correctly specified | ||||||||||
−0.1 | 0.040 | 0.042 | 0.042 | 95.0 | −0.8 | 0.054 | 0.054 | 0.054 | 94.8 | |
0.5 | 0.048 | 0.052 | 0.052 | 93.0 | 1.0 | 0.056 | 0.058 | 0.059 | 95.0 | |
0.0 | 0.045 | 0.043 | 0.043 | 96.4 | 0.5 | 0.057 | 0.055 | 0.055 | 96.4 | |
0.0 | 0.042 | 0.043 | 0.043 | 94.4 | 0.5 | 0.056 | 0.056 | 0.056 | 96.0 | |
Mean model for misspecified | ||||||||||
8.4 | 0.050 | 0.054 | 0.081 | 78.6 | 8.0 | 0.056 | 0.058 | 0.079 | 84.8 | |
0.0 | 0.040 | 0.043 | 0.043 | 94.0 | 0.6 | 0.052 | 0.055 | 0.055 | 94.4 | |
0.0 | 0.041 | 0.043 | 0.043 | 95.4 | 0.4 | 0.056 | 0.055 | 0.055 | 95.8 | |
Mean model for misspecified | ||||||||||
0.5 | 0.054 | 0.050 | 0.050 | 96.2 | 0.9 | 0.061 | 0.058 | 0.058 | 96.2 | |
0.5 | 0.050 | 0.050 | 0.050 | 94.0 | 0.9 | 0.059 | 0.058 | 0.058 | 95.6 | |
Both mean models misspecified | ||||||||||
8.4 | 0.050 | 0.053 | 0.081 | 78.6 | 7.9 | 0.057 | 0.058 | 0.079 | 86.0 | |
8.4 | 0.051 | 0.053 | 0.081 | 79.0 | 7.9 | 0.058 | 0.058 | 0.079 | 86.2 |