Stat 31 JAN, 2020

Blocked Clusterwise Regression

Blocked Clusterwise Regression
rθ(s)
rθ(s)
rθ(s)
Effect of Growing Model Dimension
1-12 Coverage Param. MSE Function MSE Cluster Loss
Error indep AR(1) indep AR(1) indep AR(1) indep AR(1)
2-3 0.93 0.92 0.046 0.078 0.023 0.065 0.011 0.019
2 0.94 0.91 0.047 0.060 0.045 0.077 0.012 0.015
3 0.92 0.93 0.051 0.059 0.067 0.095 0.012 0.014
4 0.91 0.92 0.058 0.063 0.098 0.122 0.014 0.015
5 0.92 0.90 0.064 0.068 0.127 0.150 0.015 0.016
1-12