First component | Second component | Third component | ||||
---|---|---|---|---|---|---|
Parameters | EM-W | Kim | EM-W | Kim | EM-W | Kim |
p(0.585, | -0.003 | 0.000 | -0.008 | 0.001 | 0.010 | -0.000 |
0.1,0.315) | (0.004) | (0.003) | (0.023) | (0.003) | (0.024) | (0.004) |
a0(0.3, | 0.002 | 0.000 | 0.003 | 0.001 | 0.001 | 0.001 |
1,0.2) | (0.013) | (0.013) | (0.010) | (0.010) | (0.010) | (0.010) |
a1(0.03, | 0.015 | 0.001 | -0.236 | -0.002 | 0.047 | 0.003 |
1,0.02) | (0.041) | (0.036) | (0.333) | (0.037) | (0.073) | (0.035) |
b1(0.06, | 0.014 | -0.000 | -0.308 | -0.001 | 0.058 | 0.001 |
0.9,0.01) | (0.026) | (0.021) | (0.345) | (0.023) | (0.067) | (0.025) |
θ2(0.5, | -0.034 | -0.000 | -0.006 | -0.001 | -0.021 | -0.000 |
0.5,0.5) | (0.036) | (0.006) | (0.027) | (0.015) | (0.025) | (0.009) |
ρ(0.6 | 0.020 | -0.000 | 0.013 | -0.001 | 0.023 | -0.001 |
0.6,0.6) | (0.021) | (0.007) | (0.025) | (0.017) | (0.028) | (0.009) |
σ2(0.0, | 0.025 | 0.014 | 0.022 | |||
0.0,0.0) | (0.026) | (0.015) | (0.023) | |||
d2(0, | 0.000 | 0.045 | 0.042 | |||
0,0) | (0.000) | (0.095) | (0.056) | |||
EM-W | Kim | Proportion | ||||
Mean (RMSE) SD | Mean (RMSE) SD | (EM-W is not worse) | ||||
Error rate | 0.018 (0.019) 0.006 | 0.016 (0.017) 0.004 | 422/1000 | |||
Rand | 0.978 (0.023) 0.006 | 0.980 (0.021) 0.005 | 365/1000 | |||
Adjusted | 0.955 (0.046) 0.012 | 0.959 (0.042) 0.011 | 363/1000 |