Mean squared error between true and predicted, half-normal distribution
| N | σμ | συ | δ | Mean squared error | |
|---|---|---|---|---|---|
| Outlier approach | DEAa | ||||
| 50 | 0.1 | 0.1 | 0.8 | 0.028 | 0.025 |
| 0.9 | 0.032 | 0.019 | |||
| 0.2 | 0.8 | 0.006 | 0.008 | ||
| 0.9 | 0.015 | 0.008 | |||
| 0.2 | 0.1 | 0.8 | 0.030 | 0.017 | |
| 0.9 | 0.036 | 0.045 | |||
| 0.2 | 0.8 | 0.053 | 0.039 | ||
| 0.9 | 0.051 | 0.032 | |||
| 100 | 0.1 | 0.1 | 0.8 | 0.005 | 0.008 |
| 0.9 | 0.023 | 0.002 | |||
| 0.2 | 0.8 | 0.013 | 0.008 | ||
| 0.9 | 0.003 | 0.003 | |||
| 0.2 | 0.1 | 0.8 | 0.043 | 0.031 | |
| 0.9 | 0.015 | 0.019 | |||
| 0.2 | 0.8 | 0.035 | 0.008 | ||
| 0.9 | 0.032 | 0.008 | |||
| 200 | 0.1 | 0.1 | 0.8 | 0.008 | 0.005 |
| 0.9 | 0.011 | 0.002 | |||
| 0.2 | 0.8 | 0.014 | 0.004 | ||
| 0.9 | 0.005 | 0.003 | |||
| 0.2 | 0.1 | 0.8 | 0.036 | 0.008 | |
| 0.9 | 0.028 | 0.019 | |||
| 0.2 | 0.8 | 0.044 | 0.011 | ||
| 0.9 | 0.015 | 0.015 | |||
| σμ | συ | δ | Mean squared error | ||
|---|---|---|---|---|---|
| Outlier approach | DEA | ||||
| 50 | 0.1 | 0.1 | 0.8 | 0.028 | 0.025 |
| 0.9 | 0.032 | 0.019 | |||
| 0.2 | 0.8 | 0.006 | 0.008 | ||
| 0.9 | 0.015 | 0.008 | |||
| 0.2 | 0.1 | 0.8 | 0.030 | 0.017 | |
| 0.9 | 0.036 | 0.045 | |||
| 0.2 | 0.8 | 0.053 | 0.039 | ||
| 0.9 | 0.051 | 0.032 | |||
| 100 | 0.1 | 0.1 | 0.8 | 0.005 | 0.008 |
| 0.9 | 0.023 | 0.002 | |||
| 0.2 | 0.8 | 0.013 | 0.008 | ||
| 0.9 | 0.003 | 0.003 | |||
| 0.2 | 0.1 | 0.8 | 0.043 | 0.031 | |
| 0.9 | 0.015 | 0.019 | |||
| 0.2 | 0.8 | 0.035 | 0.008 | ||
| 0.9 | 0.032 | 0.008 | |||
| 200 | 0.1 | 0.1 | 0.8 | 0.008 | 0.005 |
| 0.9 | 0.011 | 0.002 | |||
| 0.2 | 0.8 | 0.014 | 0.004 | ||
| 0.9 | 0.005 | 0.003 | |||
| 0.2 | 0.1 | 0.8 | 0.036 | 0.008 | |
| 0.9 | 0.028 | 0.019 | |||
| 0.2 | 0.8 | 0.044 | 0.011 | ||
| 0.9 | 0.015 | 0.015 | |||
Note:
DEA was calculated using a subsample of data where outliers were excluded. The results are included as a benchmark
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