Table 1 Simulation results: RMSE \(\times \) 500 for estimated versus simulated entry and exit effects for various (SE)DLM specifications: the maximum lag L included and restrictions upon the lag structure
From: Simulation enhanced distributed lag models for mortality displacement
Maximum lag | 10 | 20 | 10 p4 | 20 p4 | 40 p4 | 60 p4 | 10 bs5 | 20 bs5 | 40 bs5 | 60 bs5 | 60 bs10 |
|---|---|---|---|---|---|---|---|---|---|---|---|
Entry effect | |||||||||||
DLM | 4.11 | 2.79 | 4.15 | 2.59 | 2.85 | 5.01 | 4.14 | 2.55 | 3.07 | 5.27 | 1.91 |
SEDLM | 1.62 | 1.20 | 1.61 | 1.13 | 0.98 | 1.00 | 1.61 | 1.13 | 0.99 | 1.03 | 0.93 |
Exit effect | |||||||||||
SEDLM | 0.34 | 0.33 | 0.35 | 0.36 | 0.63 | 0.92 | 0.35 | 0.38 | 0.70 | 0.97 | 0.36 |
Combined | |||||||||||
SEDLM | 1.65 | 1.24 | 1.65 | 1.19 | 1.16 | 1.36 | 1.65 | 1.19 | 1.21 | 1.41 | 1.00 |