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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
  1. p4: polynomial of 4th degree. bs5 and bs10: cubic B-spline with five degrees of freedom, respectively ten. For compatibility between DLM and SEDLM, only points lying in the 30 × 30 inner squares were used