Results

New Analysis

The program started to run at 15:20:15 on Feb 06, 2012 .

Table 1. DICs for the four models.
Model Dbar Dhat pD DIC
N-N model 3344.421 2844.4004 500.02056 3844.4416
T-N model 3347.1282 2839.1263 508.00188 3855.13
N-T model 3346.6324 2854.7716 491.86081 3838.4933
T-T model 3350.5038 2850.3668 500.13704 3850.6408

Table 2. Parameter estimates for the N-N model.
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.1174 0.0896 68.301 0.0067 5.942 6.2934 0.0223
$\beta_S$ 1.995 0.0842 23.6826 0.0042 1.8301 2.1598 -0.0088
$\sigma_L^2$ 1.7518 0.2048 8.5556 0.0083 1.3801 2.1865 0.022
$\sigma_S^2$ 1.9181 0.1733 11.0675 0.0055 1.6054 2.2855 -9e-04
$\sigma_{LS}$ 0.0059 0.1327 0.0447 0.0064 -0.2601 0.2623 0.0019
$\sigma_e^2$ 0.9518 0.0552 17.2422 0.0075 0.8496 1.0666 -0.0024

Table 3. Parameter estimates for the T-N model.
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.115 0.0894 68.3836 0.0086 5.9378 6.2897 0.0011
$\beta_S$ 1.995 0.0836 23.8495 0.0059 1.8317 2.1583 1e-04
$\sigma_L^2$ 1.7484 0.2037 8.5839 0.0122 1.3783 2.1752 -0.0036
$\sigma_S^2$ 1.9166 0.1731 11.0738 0.0067 1.602 2.2824 0.0031
$\sigma_{LS}$ 0.0078 0.1332 0.0589 0.0109 -0.2574 0.2664 0.0225
$\sigma_e^2$ 0.9202 0.0569 16.16 0.0248 0.8123 1.0367 0.022
$df_e$ 64.0406 21.9237 2.9211 0.0773 21.2383 98.2423 -0.0117

Table 4. Parameter estimates for the N-T model.
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.0961 0.0871 69.9931 0.0096 5.9253 6.2669 -0.0106
$\beta_S$ 1.9875 0.0758 26.2098 0.0069 1.8373 2.1366 -0.0238
$\sigma_L^2$ 1.1549 0.194 5.9545 0.0188 0.8049 1.5637 0.0265
$\sigma_S^2$ 1.1831 0.1704 6.9438 0.018 0.8798 1.5475 0.0275
$\sigma_{LS}$ -0.0116 0.0969 -0.12 0.0086 -0.2099 0.1715 0.0073
$\sigma_e^2$ 0.9537 0.0553 17.2512 0.009 0.8514 1.0671 0.0011
$df_u$ 5.7573 1.8297 3.1466 0.0268 3.4068 10.2356 0.0639

Table 5. Parameter estimates for the T-T model.
Estimate SD Est/SD MC error/SD 2.5% CI97.5% CIGeweke
$\beta_L$ 6.0941 0.0864 70.5221 0.0105 5.9254 6.2639 0.0138
$\beta_S$ 1.9879 0.0761 26.1186 0.0071 1.8395 2.1362 0.0265
$\sigma_L^2$ 1.1475 0.1935 5.9305 0.0209 0.798 1.5556 0.0763
$\sigma_S^2$ 1.1788 0.1682 7.009 0.018 0.8769 1.5373 0.0596
$\sigma_{LS}$ -0.0067 0.0965 -0.0694 0.011 -0.2019 0.1774 0.0034
$\sigma_e^2$ 0.9209 0.0578 15.9436 0.0297 0.812 1.0386 -0.0562
$df_u$ 5.7029 1.7167 3.322 0.0256 3.3896 9.9616 0.1058
$df_e$ 62.3397 22.9896 2.7116 0.0818 19.7745 98.2031 -0.1186

The program finished running on at 15:43:18 on Feb 06, 2012 .