Function-on-function regression under within-curve dependence: detailed results

Synthetic study (123 cells) and plasmode study (9 datasets), with a cross-study assessment

Published

October 3, 2026

1 Notation and reading guide

Fits. REML: the ordinary penalized fit; NCV: the same model with smoothing parameters chosen by curve-blocked neighbourhood cross-validation (one curve left out at a time). Intervals. model-based: the fit’s own Bayesian covariance; CL2: curve-clustered sandwich covariance with the exact Bell–McCaffrey leverage adjustment; bias-aware: the NCV fit’s CL2 interval widened in quadrature by the NCV–REML difference δ; hybrid: the NCV estimate with the REML fit’s CL2 standard error; AR(1): a working AR(1) error model with ρ profiled (definitions in Section 3.1.1 and Section 3.6). Recipes. REML + CL2 (the recommended recipe; “fallback” in the recommendation rule) and NCV + CL2 + bias allowance (“proposal”). Estimands. the conditional mean E(Y | X) of a frozen test cohort on the response scale, the bivariate coefficient surface β(s,t) of the functional covariate term ff(X) (or f(x,t) of a scalar-covariate smooth), the functional intercept α(t) and the scalar-covariate effect γ(t). Coverage is the average over the evaluation grid of pointwise 95% intervals; the 5% quantile of pointwise coverage is the lower tail over grid points. CE (calibration error): root-mean-square undercoverage over a pool of cells with each cell’s Monte Carlo variance subtracted; a recipe is adequate if CE ≤ 2 pp. Rule classes per dataset: P = proposal, F = fallback, E = practically equivalent (simpler recipe), N = neither adequate, U = unresolved (a bootstrap interval straddles a threshold; by the rule an N is never downgraded to U, so running and DTI β are N although their fallback CE intervals straddle 2 pp); question 1: C = CL2 beats model-based by ≥ 2 pp. “Dependent” synthetic cells have the rough (OU) or smooth (DTI-FPC) error process; “core” cells form the family × error × G × signal factorial.

Interval score. For a 95% interval \([l, u]\) and truth \(y\) the score is \((u - l) + \frac{2}{0.05}\{(l - y)\,1(y < l) + (y - u)\,1(y > u)\}\), averaged over grid points and replicates: a proper scoring rule that rewards narrow intervals and penalises each miss in proportion to its distance from the interval. Relative error of an estimate: √(grid mean of (estimate − truth)² / grid mean of truth²), the truth centred at its grid mean for the mean and α(t); detection: the share of grid points with |truth| > 25% of max |truth| where the interval excludes zero on the side of the truth (Section 3.3.4).

Interval-score ratios (bias-aware or hybrid vs REML + CL2, proposal vs fallback) are always the geometric mean over the cells concerned of the per-cell ratio of mean interval scores, the definition used by the recommendation rule; widths likewise.

Monte Carlo precision. Every cell has 200 replicates. The stored MC SE of a grid-average coverage is 0.21–0.33 pp for REML + CL2 and 0.42–0.86 pp for the model-based intervals in the dependent core cells at G = 100 (plasmode REML + CL2: 0.17–1.95 pp); the grid average is far more precise than a single grid point, whose binomial SE near 0.95 is 1.5 pp. Bootstrap intervals in brackets are 95% replicate-bootstrap intervals of pooled or paired quantities.

2 Summary of findings

  1. Model-based intervals fail under within-curve dependence; curve-clustered CL2 on the REML fit repairs them. Synthetic: in the 14 dependent core cells at G = 100 the model-based intervals cover 0.63–0.82 for the mean and β; REML + CL2 covers 0.94–0.95. On a four times denser grid model-based coverage of β falls by a further 30.7–36.9 pp while REML + CL2 moves by at most 1.3 pp. Under independent errors at G = 100 CL2 costs at most 1.1 pp of coverage (at G = 40 up to 2.6 pp, binary mean). This holds in the synthetic study for six response families, four estimands and both term types. Plasmode (Gaussian, ff model only): pooled model-based coverage 0.51–0.75 on the six counted datasets and 0.34–0.54 on the three stress tests; REML + CL2 0.92–0.95 and 0.88–0.93. Against it: REML + CL2 covers binary α(t) and γ(t) at 0.92–0.95 (model-based 0.94–0.96 under iid; for α(t) partly a link-scale bias of the GLM intercept, studentised mean -0.46 to -0.22 under dependence), the misregistered Poisson mean at 0.90–0.91 (every recipe undercovers there), and its lower tail for the mean at G = 40 under iid errors is 0.825.

  2. The limits of REML + CL2. On the counted datasets its β intervals are 0.6–3.1 pp short of nominal (stress tests 2.3–6.8 pp), its 5% pointwise quantile is 0.87–0.90 for β (synthetic dependent cells at G = 100: 0.91–0.93), and at G = 40 it loses a further 0.4–1.7 pp (synthetic dependent cells: 0.92–0.94 at G = 40 vs 0.94–0.95 at G = 100). Against it: under REML-fitted truths the lower tail on running, DTI and electricity is 0.845–0.860. A curve-robust term for the uncertainty of the selected smoothing parameters raises REML + CL2’s β coverage in the dependent synthetic core cells from 0.937 to 0.951 at an interval score 1.002 times CL2’s (Section 9).

  3. Estimation: curve-blocked NCV improves the bivariate surface under dependent errors in the synthetic study; in the plasmode study the gain depends on the truth source. Synthetic, dependent core cells at G = 100: NCV/REML MSE ratio for β 0.12–0.23, mean 0.59–0.80, γ(t) 0.93–1.04, α(t) 0.83–0.98; under independent errors 0.55–1.06 for β. Plasmode (geometric mean over residual sources, G = all): β 0.04–0.78 under the NCV-fitted truth, 0.05–0.90 under the log-midpoint truth, 0.32–2.24 under the REML-fitted truth (NCV-derived truths align the target with the NCV fit; the weather data, where NCV is rougher than REML yet wins under all truths, show that this is not a pure smoothness mechanism). Against it: NCV loses for β under the REML-fitted truth on 4 of 9 datasets, and the plasmode gains on α(t) reach 0.38 on one dataset, so the gain is not confined to surfaces there.

  4. Bias-aware NCV intervals and the NCV/REML hybrid are not reliably calibrated. The allowance inherits REML’s noise (β coverage 0.997–0.998 with the largest bases, width 0.77–0.78 times REML + CL2’s) and cannot see bias shared by both fits: under real REML-fitted truths its β coverage on the counted plasmode datasets is 0.84–0.93 (0.93–0.97 under NCV-fitted truths), the shortfall sitting at the truth’s curvature peaks. Averaged over all nine datasets, under REML-fitted truths the hybrid is worse than REML + CL2 on every metric (β coverage 0.906 vs 0.924, 5% quantile 0.67 vs 0.87, interval score 1.04 times); it is better only under NCV- and MID-derived truths, partly by overcovering (0.970, 0.962). Against it: the recommendation rule with the undercoverage-only criterion selects the bias-aware proposal for both estimands in all three families on the synthetic pool (interval-score ratios 0.69–0.92); on the plasmode datasets it does not (Section 3.4, Section 10.5). Corrections of the NCV-centred interval do not change this on real data: the one-step bias correction combined with the smoothing-parameter term covers β at 0.65–0.94 per plasmode dataset (Section 8, Section 9).

  5. AR(1) working models fail in the plasmode study: 0.44–0.93 for the mean and β on the nine plasmode datasets (real covariates and residual curves, frozen fitted truths) (log-midpoint truth, REML residuals; synthetic misregistration: mean 0.84, β 0.86–0.88). Against it: on stationary homoskedastic synthetic errors AR(1) is conservative and competitive (0.93–0.99).

  6. Under within-curve dependence the REML estimate of β is poor, so REML + CL2 is valid but much less informative there. Synthetic dependent cells: median relative error (√ of mean squared error over mean squared truth) of β 0.67 for REML vs 0.21 for NCV; REML + CL2 half-widths are 1.35 times the effect’s size and detect 0.54 of the clearly non-zero grid points (NCV + CL2: 0.37, 0.95). The REML/NCV gap is present at every signal level (largest at low signal). Plasmode: relative error of β 0.63–3.42 (REML) and 0.47–0.81 (NCV) per dataset; REML + CL2 detects 0.08–0.64. Against it: NCV-centred intervals do not cover reliably (item 4), so the better estimate comes without a calibrated interval. All metrics side by side, with interval scores: Section 12.

  7. Modelling the residual covariance (pcre, GLS) does not replace CL2 on real residual curves; the curve bootstrap covers at a much higher cost. Under dependent synthetic errors the pcre curve effect and GLS with an FPCA residual covariance cover β at 0.93–0.97 and 0.93–0.97; on the plasmode comparator cells at 0.59–0.86 and 0.60–0.86, against 0.91–0.94 for REML + CL2. CL2 on the GLS or pcre fit covers β at 0.63–0.92 and 0.66–0.94 there (Section 7.1); GLS with the raw residual covariance undercovers even under independent errors (0.59–0.89); the curve bootstrap (percentile, 199 refits) covers 0.93–0.97 on the plasmode cells at a median of 535 s per data set (Section 7, Section 14). Against it: on dependent synthetic data pcre and GLS (FPCA) cover β like REML + CL2 (0.93–0.94) and estimate it with an MSE 1.41–2.53 times NCV’s.

  8. Cost. Gaussian, G = 100, one core: REML fit 2.0 s plus 1.0 s for CL2; curve-blocked NCV fit 8.6 s; AR(1) with ρ profiled 39 s (Section 14).

3 Synthetic study

3.1 Design

The synthetic study has 123 cells in 12 blocks (Table 1), 200 replicates each, 24600 tasks, none failed. Each cell fits the model by REML and by curve-blocked NCV and scores the conditional mean of a frozen test cohort, the surface β(s,t) (or f(x,t)), α(t) and γ(t). Every cell uses the same random draws per replicate, so contrasts between cells are paired. NCV fits converged in 100.0% of Gaussian tasks; the scaled-t family’s NCV “non-convergence” (22% converged) is a flat optimum, not a wrong fit (refits from different starts agree to < 6e-04 in the coefficients).

Table 1: Blocks of the synthetic design. Errors: iid = independent; OU = rough stationary (OU kernel with nugget); smooth = curves from the DTI residual FPCs; AR(1) = exact AR(1); sign-chg. = damped cosine with sign-changing correlation; var(t) / var(z) / var(t,z) = the smooth process with a variance profile along t / a subject scale depending on the scalar covariate / both; misreg. = misregistration.
block cells families errors G signal truth D model covariate basis
core 42 Gaussian, Poisson, binary iid, OU, smooth 40, 100 low, mid, high smooth 61 ff(X) rich default
warp 12 Gaussian, Poisson, binary misreg. 40, 100 high smooth, wiggly 61 ff(X) rich default
dense_grid 9 Gaussian, Poisson, binary iid, OU, smooth 100 mid smooth 241 ff(X) rich default
rough_truth 14 Gaussian, Poisson, binary iid, smooth 100 low, mid, high wiggly 61 ff(X) rich default
term_type 9 Gaussian, Poisson, binary iid, OU, smooth 100 mid smooth 61 f(x,t) rich default
families 8 scaled t, beta, negative binomial, negative binomial (fitted as Poisson) iid, smooth 100 mid smooth 61 ff(X) rich default
ar1_home 1 Gaussian AR(1) 100 mid smooth 61 ff(X) rich default
oscillating 3 Gaussian, Poisson, binary sign-chg. 100 mid smooth 61 ff(X) rich default
warp_ar1 1 Gaussian misreg. 100 high wiggly 61 ff(X) rich default
heteroskedastic 6 Gaussian var(t), var(z), var(t,z) 40, 100 mid smooth 61 ff(X) rich default
lowrank_covariate 6 Gaussian, Poisson, binary iid, smooth 100 mid smooth 61 ff(X) lowrank default
basis_size 12 Gaussian, Poisson, binary iid, smooth 100 mid smooth 61 ff(X) rich large, xlarge

3.1.1 Data-generating process

Models. For curves i = 1, …, G and the family’s link g: M1 (default) \(g\{\mathrm E\,Y_i(t)\} = \alpha(t) + \int X_i(s)\beta(s,t)\,ds + z_i\gamma(t)\) with \(z_i \sim N(0, 1)\); M2 (term-type block) \(g\{\mathrm E\,Y_i(t)\} = \alpha(t) + f(x_i, t) + z_i\gamma(t)\) with \(x_i \sim U(0, 1)\), a smooth effect of a scalar covariate that varies over t. pffr fits f with \(\sum_i \hat f(x_i, t) = 0\) at every t, so f is scored against its truth centred on each data set’s own \(x_i\), and α is not scored in M2.

Grids. Responses are generated on 241 equidistant points in t ∈ [0, 1] and the functional covariate on 51 points in s; the fitted grid keeps every fourth t point (D = 61) or all of them (D = 241, dense-grid block), so the grids are nested. Estimands are evaluated on fixed coarser grids, identical for every D: 31 points in t, 26 in s (β), 19 points x ∈ [0.05, 0.95] (f), and the conditional mean for the 50 curves of a frozen test cohort at the 31 t points.

Covariate. \(X_i(s) = \xi_{i0} + \sum_{j=1}^{29} \xi_{ij}\sqrt 2\cos(j\pi s)\), \(\xi_{ij} \sim N(0, (j+1)^{-2})\); the constant term keeps the s-constant part of β identified. The centred spectrum has a first-PC share of 62%, 88% for the first four and a 99.5% rank of 24 (close to the DTI covariate’s 67%, 86% and 26). The low-rank variant uses variances (j+1)⁻³ (99.5% rank 9, below 1.5 times the ff basis’s s-dimension, like the running data’s knee angle).

Truths. \(\beta(s,t) = \cos(\pi s)\sin(\pi t) + (s - \tfrac12)\cos(2\pi t)\); \(f(x,t) = 2(x - \tfrac12)\cos(\pi t) + \sin(\pi x)\,t\); \(\gamma(t) = \sin(2\pi t)\); the rough (“wiggly”) truth adds \(0.6\sin(3\pi s)\sin(3\pi t)\) to β (and f) and \(0.5\sin(5\pi t)\) to γ. Each truth is projected by least squares (on 101 points per axis) onto the fitted default bases, so it is exactly representable; the misspecification experiment (Section 6) relaxes this. The truths are scaled so that the non-intercept signal \(S = \int \mathrm{Var}_{X,z}\{\eta(t) - \alpha(t)\}\,dt\) splits 80% / 20% between the main term and γ, and multiplied by √S. α(t) is a Gaussian bump (centre 0.5, sd 0.1, height √S), projected onto the intercept basis, plus a constant that sets each GLM’s average response level (found by root search on a population sample of 2000 covariate draws).

Signal and families. Gaussian: error variance set for R² ∈ {0.2, 0.5, 0.8}. Poisson: √S ∈ {0.5, 1} on the log scale, average mean count 3. Binary (Bernoulli per grid point): √S ∈ {0.5, 1} on the logit scale, average prevalence 0.2. Extended families: scaled t with 4 df (as Gaussian at R² 0.5), beta (φ = 20, average mean 0.3) and negative binomial (size 5, average mean 3, also fitted as Poisson) at √S = 0.5. The default level is R² 0.5 for Gaussian and √S 0.5 otherwise.

Within-curve dependence. A zero-mean process \(Z_i \sim N(0, R)\) with correlation kernel R on the grid is scaled for Gaussian errors or used as the latent layer of a Gaussian copula for the other families, \(Y_{ij} = F_{ij}^{-1}(\Phi(Z_{ij}))\), so every marginal is exactly the fitted family with mean \(g^{-1}(\eta_{ij})\) and the working-independence model is wrong only about the dependence.

error process kernel R(s, t) role
iid 1{s = t} control
OU 0.8 exp(−|s − t|/0.089) + 0.2·1{s = t} (Gaussian design effect 8 at D = 61) rough, stationary
smooth residual covariance of the DTI application (rcst ~ ff(cca), 92 curves) by FPCA: 24 eigenfunctions plus 6% white noise, standardised to a correlation (design effect 11.8 at D = 61, 47 at D = 241) smooth, realistic
AR(1) exp(−|s − t|/0.071), exactly AR(1) on the grid the AR(1) model’s own case
sign-changing 0.8 exp(−|s − t|/0.3) cos(2π|s − t|/0.4) + 0.2·1{s = t} stationary, correlations change sign with lag
var(t), var(z), var(t,z) the smooth process with the DTI variance profile along t (variances 0.46–2.42, average 1); with subject i’s errors scaled by exp(0.5 z_i − 0.25); both heteroskedastic (Gaussian)
misregistration below phase variability

Misregistration. The model holds on each curve’s own clock and is observed on the common clock: \(Y_i(t_j) = \eta_i(h_i(t_j)) + \varepsilon_i(h_i(t_j))\) with \(h_i(t) = t + a_i\sin(\pi t)/\pi\), \(a_i \sim N(0, 0.314^2)\) truncated at \(|a_i| \le 0.9\) (monotone warps with fixed endpoints, maximal displacement SD 10%) and iid ε. For Gaussian responses the common-clock coefficients are the smeared functions \(\tilde\alpha(t) = \mathrm E_h\,\alpha(h(t))\), \(\tilde\beta(s,t) = \mathrm E_h\,\beta(s, h(t))\), \(\tilde\gamma(t) = \mathrm E_h\,\gamma(h(t))\) (quadrature over a with 201 nodes), and every estimand is scored against them; for GLMs the observed-clock mean is not \(g^{-1}\) of a linear predictor, so GLM misregistration cells score only the test-cohort mean, against its exact quadrature. These cells run at high signal.

Fits. Every data set is fitted by pffr() (refund) with mgcv’s gam() twice: by REML and by NCV with each curve as one leave-out block. Bases: cubic P-splines (mgcv ps, m = (2, 1), i.e. first-order difference penalties); intercept and γ(t) k = 12; ff term 8 (s) × 10 (t); M2’s f(x, t) 8 (x) × 12 (t) with the x knots fixed to [0, 1]; in the basis-size block 21 and 13 × 17 (large) or 39 and 23 × 31 (xlarge), nested spline spaces. Extra fits: pointwise NCV (mgcv’s default neighbourhoods; Gaussian core cells at G = 100 with iid and smooth errors, and the Gaussian sign-changing cell) and the AR(1) working model (Section 3.6).

Intervals. All intervals are pointwise at nominal 95%, estimate ± 1.96 SE, for an estimand Lθ (rows of the lpmatrix for the mean, the term’s basis at the evaluation points for β, f, α, γ; the inverse link applied to the interval ends for the mean): model-based (the REML fit’s Bayesian covariance with mgcv’s smoothing-parameter correction, V_c; V_p for NCV fits, whose V_c is not a valid covariance in the mgcv build used), CL2 (curve-clustered sandwich with the exact Bell–McCaffrey adjustment of each curve’s residual block, Bayesian form V_p − V_e added), bias-aware (NCV + CL2 widened in quadrature by δ = L(θ̂_NCV − θ̂_REML)), its variant on the frequentist CL2, the hybrid (NCV estimate with REML + CL2’s SE) and the AR(1) fit’s model-based interval.

Replicates. R = 200 per cell. Replicate r uses seed 20260925 + r in every cell, and all draws are made at full size (G = 100 curves, dense grid; G = 40 uses the first 40 curves, D = 61 the nested subgrid), so all cells share their random draws (common random numbers) and contrasts between cells are paired by replicate. The test cohort (50 covariate draws, seed 4711) is the same in every cell. Software: refund pffr-refactor commit 79a346fb and mgcv 1.9.5 (pre-release), both asserted in every task.

3.2 Inference

3.2.1 Model-based intervals versus CL2 by family and dependence

Figure 1: Coverage of the conditional mean and of the coefficient surface in the core cells at the default signal level, by family, error process and number of curves. Points are grid-averaged coverages, bars ± 2 Monte Carlo SE, the dashed line the nominal 0.95.

Model-based intervals undercover in every dependent cell and every family (Figure 1): at G = 100, Gaussian 0.63–0.67, Poisson 0.65–0.71, binary 0.72–0.82. REML + CL2 covers 0.94, 0.94–0.95 and 0.94–0.95. The signal level does not change this (REML + CL2’s core-factorial average per signal level is within 1.6 pp of nominal; Table 96 lists every cell). On the recommendation pool (dependent core cells at G = 100 plus the Gaussian misregistration cell) the calibration error of the model-based intervals is 0.15–0.30, that of REML + CL2 0.00–0.01 (Table 2). NCV + CL2 without the bias allowance is less well calibrated (0.02–0.06; binary responses worst). Under independent errors at G = 100, CL2 costs 0.3–1.1 pp of coverage relative to the model-based intervals, which overcover there (0.96–0.99); at G = 40 the cost is 0.4–2.6 pp (largest for the binary mean).

Table 2: Question 1 on the recommendation pool: calibration error (CE) of model-based and CL2 intervals for the REML and the NCV fit, the paired gain of CL2, and the coverage lost by CL2 in the independent-error core cells at G = 100. Brackets: 95% replicate-bootstrap intervals.
family estimand CE model-based (REML) CE REML + CL2 CE model-based (NCV) CE NCV + CL2 gain REML gain NCV iid cost REML iid cost NCV
Gaussian E(Y | X) 0.299 [0.292, 0.306] 0.007 [0.004, 0.010] 0.327 [0.319, 0.335] 0.022 [0.018, 0.026] 0.292 [0.287, 0.297] 0.305 [0.300, 0.310] 0.006 [0.005, 0.007] 0.003 [0.002, 0.004]
Gaussian beta(s,t) 0.276 [0.265, 0.287] 0.007 [0.001, 0.012] 0.255 [0.242, 0.269] 0.018 [0.012, 0.025] 0.269 [0.262, 0.277] 0.237 [0.230, 0.245] 0.003 [0.003, 0.004] 0.001 [0.000, 0.002]
Poisson E(Y | X) 0.287 [0.280, 0.295] 0.007 [0.003, 0.011] 0.321 [0.311, 0.330] 0.025 [0.020, 0.030] 0.281 [0.276, 0.285] 0.296 [0.291, 0.301] 0.007 [0.006, 0.008] 0.005 [0.003, 0.006]
Poisson beta(s,t) 0.255 [0.243, 0.266] 0.007 [0.000, 0.012] 0.236 [0.224, 0.248] 0.017 [0.011, 0.023] 0.248 [0.240, 0.255] 0.220 [0.212, 0.227] 0.005 [0.004, 0.005] 0.002 [0.001, 0.003]
binary E(Y | X) 0.208 [0.201, 0.216] 0.008 [0.004, 0.012] 0.305 [0.294, 0.314] 0.057 [0.051, 0.063] 0.200 [0.196, 0.205] 0.247 [0.242, 0.252] 0.011 [0.010, 0.012] 0.004 [0.003, 0.005]
binary beta(s,t) 0.151 [0.139, 0.163] 0.000 [0.000, 0.003] 0.205 [0.189, 0.221] 0.039 [0.029, 0.051] 0.151 [0.139, 0.161] 0.166 [0.158, 0.174] 0.004 [0.003, 0.005] 0.001 [0.000, 0.001]

3.2.2 Lower tails of pointwise coverage

Figure 2: The 5% quantile over the evaluation grid of pointwise coverage (the worst 5% of grid points), core cells at the default signal level. Bars ± 2 MC SE.

Grid averages hide where an interval fails. The 5% quantile of pointwise coverage (Figure 2; per-arm minima and medians in Table 79) is 0.91 or higher for REML + CL2 in the dependent cells at G = 100 (worst cell) and 0.89 at G = 40; for the model-based intervals it is as low as 0.54. NCV + CL2 without the allowance reaches 0.600 for β at G = 40 (binary responses). Under independent errors REML + CL2’s lower tail for the mean is 0.825 at G = 40.

3.2.3 Studentised errors of the REML fit

The studentised error z = (estimate − truth) / SE of the REML fit, pooled over grid points and replicates, is a descriptive diagnostic: an SD of z above 1 with a centred mean indicates SE underestimation, a shifted mean a bias, but the pooling over grid points cannot separate a global scale error from spatially varying bias (local biases of opposite sign cancel in the mean and inflate the SD), so the share of |z| > 1.96 is reported beside the SD (a normal pivot with that SD would give a predictable share). It is computed for β, α(t) and γ(t) in every cell (link scale) and for the mean in Gaussian cells (the stored mean records hold link-scale estimates next to response-scale truths). Means over cells (Table 94; per-cell values in the CSV): in the dependent core cells at G = 100 the SD of z with the CL2 SE is 0.99–1.03 for β and 1.03 for the Gaussian mean (mean of z -0.02 to 0.01; 4.8–5.9% of |z| > 1.96), against 1.48–2.20 with the model-based SE; at G = 40 it is 1.05–1.09 for β and 1.07 for the mean, which matches the 1–2 pp coverage loss of REML + CL2 there. Under independent errors the CL2 SE is conservative for β (SD 0.75–0.81 at G = 100), matching its coverage near 0.98. Across the dependent extension cells (misregistration, rough truth, dense grid, sign-changing, extended families, heteroskedastic, low-rank, smooth-effect) the SD of z for β is 0.95–1.09 and the mean of z -0.00 to 0.00; with the largest bases the SD falls to 0.96. For β and the Gaussian mean, therefore, the studentised error is centred and its SD exceeds 1 by a few per cent wherever REML + CL2 falls short. The GLM intercept α(t) is different: its studentised error is shifted under dependence, mean of z -0.25 to -0.22 for binary responses at G = 100 (-0.46 to -0.39 at G = 40; dense grid -0.42 to -0.39; large and xlarge bases -0.38 and -0.59) and -0.12 to -0.11 for Poisson (independent errors: 0.02–0.06 and 0.02–0.04), while Gaussian α(t) and every γ(t) stay within 0.02–0.08: a link-scale bias of the GLM intercept that grows with the basis size and is not corrected by CL2, which explains part of the binary α(t) shortfall.

3.2.4 Grid density

Figure 3: Coverage of β and the mean at D = 61 (core, default signal) and D = 241 (dense-grid block), G = 100. Bars ± 2 MC SE.

Denser grids make model-based intervals worse, not better: from D = 61 to 241 their coverage of β drops by 30.7–36.9 pp under dependence (0.1–0.9 pp under independent errors), while REML + CL2 changes by -1.3 to 0.0 pp and the bias-aware NCV interval by 0.4–1.5 pp (Figure 3, Table 3). NCV’s estimation advantage grows with the grid: the log NCV/REML MSE ratio falls by 1.15–1.80 under dependence, a factor of 3.2–6.1.

Table 3: Dense grid (D = 241) minus the matching core cell (D = 61), β at G = 100: coverage differences and the difference of log(MSE NCV / MSE REML), 95% replicate-bootstrap intervals.
family error model-based REML + CL2 NCV + CL2 bias-aware log MSE ratio
Gaussian iid -0.009 [-0.012, -0.007] -0.010 [-0.013, -0.007] -0.006 [-0.009, -0.003] -0.001 [-0.004, 0.001] -0.120 [-0.207, -0.003]
Gaussian OU -0.312 [-0.324, -0.301] -0.001 [-0.005, 0.003] -0.017 [-0.021, -0.013] 0.005 [0.003, 0.007] -1.153 [-1.305, -1.001]
Gaussian smooth -0.307 [-0.318, -0.296] 0.000 [-0.003, 0.004] -0.018 [-0.020, -0.015] 0.005 [0.004, 0.007] -1.151 [-1.320, -0.972]
Poisson iid -0.007 [-0.010, -0.005] -0.007 [-0.011, -0.005] -0.004 [-0.007, -0.001] -0.001 [-0.003, 0.001] -0.221 [-0.320, -0.134]
Poisson OU -0.324 [-0.336, -0.312] -0.004 [-0.008, -0.000] -0.021 [-0.024, -0.018] 0.005 [0.003, 0.007] -1.188 [-1.317, -1.056]
Poisson smooth -0.313 [-0.325, -0.301] -0.002 [-0.006, 0.002] -0.020 [-0.022, -0.018] 0.004 [0.002, 0.006] -1.196 [-1.317, -1.086]
binary iid -0.001 [-0.003, 0.001] -0.000 [-0.003, 0.002] 0.002 [-0.002, 0.007] 0.003 [-0.000, 0.006] -0.225 [-0.360, -0.081]
binary OU -0.369 [-0.382, -0.355] -0.013 [-0.018, -0.008] -0.034 [-0.047, -0.020] 0.015 [0.010, 0.020] -1.803 [-1.990, -1.622]
binary smooth -0.359 [-0.374, -0.344] -0.009 [-0.014, -0.004] -0.030 [-0.037, -0.022] 0.014 [0.010, 0.018] -1.675 [-1.857, -1.498]

3.2.5 Number of curves

With 40 instead of 100 curves REML + CL2 loses 1.1–1.8 pp of coverage in the dependent cells (averaged over signal levels and error processes per family and estimand; Table 80), the bias-aware NCV interval 0.1–1.4 pp. NCV + CL2 without the allowance loses 1.0–6.9 pp, most for binary responses, where it covers β at 0.844 at G = 40. The model-based intervals are already far off at both G.

3.2.6 Signal strength and truth roughness

Figure 4: Coverage of β by signal level and truth roughness (smooth = core cells, rough = rough-truth block), G = 100, smooth (DTI-FPC) and independent errors. Bars ± 2 MC SE.

Signal strength changes little; truth roughness does (Figure 4, Table 81). With the rough truth and dependent errors NCV + CL2 covers β at 0.80–0.90 (smooth truth: 0.90–0.94), because NCV’s extra smoothing now buys bias; the bias allowance restores 0.93–0.95, still short of REML + CL2’s 0.94–0.95. With the smooth truth the allowance overcovers β (0.97–0.98). The frequentist-CL2 variant of the allowance undercovers under independent errors with a rough truth (0.78–0.92).

3.2.7 Estimands and term types

The pattern is the same for all four estimands (Table 4): in the dependent cells at G = 100 and default signal the model-based intervals cover α(t) at 0.65–0.73, γ(t) at 0.66–0.73, β at 0.66–0.80 and the mean at 0.64–0.74; REML + CL2 covers them at 0.92–0.95 (the low end is binary α(t)/γ(t)). Replacing the functional covariate by a smooth effect f(x,t) of a scalar covariate changes REML + CL2’s coverage by -0.7 to 0.5 pp under dependence (paired difference to the matching ff cell, Table 5); NCV’s relative advantage for the surface is smaller in that model (the log MSE ratio is higher by 0.77–1.29, i.e. the ratio is 2.2–3.6 times larger), but still below one.

Table 4: Coverage by estimand (mean over error processes within dependence class), core cells, G = 100, default signal.
dependence family estimand NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based
dependent Gaussian E(Y | X) 0.930 0.958 0.943 0.640
dependent Gaussian beta(s,t) 0.934 0.983 0.942 0.664
dependent Gaussian alpha(t) 0.940 0.947 0.951 0.650
dependent Gaussian gamma(t) 0.930 0.941 0.943 0.659
dependent Poisson E(Y | X) 0.928 0.957 0.944 0.659
dependent Poisson beta(s,t) 0.935 0.983 0.943 0.690
dependent Poisson alpha(t) 0.931 0.948 0.949 0.666
dependent Poisson gamma(t) 0.927 0.938 0.941 0.670
dependent binary E(Y | X) 0.880 0.936 0.940 0.737
dependent binary beta(s,t) 0.899 0.971 0.951 0.799
dependent binary alpha(t) 0.846 0.905 0.923 0.725
dependent binary gamma(t) 0.840 0.901 0.931 0.735
independent Gaussian E(Y | X) 0.950 0.958 0.961 0.967
independent Gaussian beta(s,t) 0.982 0.989 0.986 0.989
independent Gaussian alpha(t) 0.945 0.949 0.956 0.956
independent Gaussian gamma(t) 0.946 0.951 0.950 0.960
independent Poisson E(Y | X) 0.948 0.956 0.960 0.966
independent Poisson beta(s,t) 0.982 0.990 0.986 0.989
independent Poisson alpha(t) 0.936 0.943 0.951 0.954
independent Poisson gamma(t) 0.947 0.951 0.955 0.963
independent binary E(Y | X) 0.939 0.945 0.949 0.963
independent binary beta(s,t) 0.982 0.987 0.990 0.994
independent binary alpha(t) 0.912 0.920 0.924 0.943
independent binary gamma(t) 0.912 0.917 0.923 0.945
Table 5: Smooth-effect model f(x,t) minus the matching ff(X) cell (surface estimand; G = 100, default signal): coverage differences and the difference in log(MSE NCV / MSE REML); 95% replicate-bootstrap intervals.
family error model-based REML + CL2 bias-aware log MSE ratio
Gaussian iid -0.013 [-0.016, -0.010] -0.015 [-0.018, -0.012] -0.006 [-0.009, -0.004] 0.118 [0.062, 0.169]
Gaussian OU 0.006 [-0.013, 0.022] 0.005 [-0.003, 0.012] -0.008 [-0.012, -0.004] 1.083 [0.927, 1.239]
Gaussian smooth -0.007 [-0.024, 0.011] -0.002 [-0.010, 0.006] -0.010 [-0.015, -0.005] 1.177 [1.003, 1.366]
Poisson iid -0.012 [-0.014, -0.009] -0.013 [-0.016, -0.010] -0.013 [-0.017, -0.011] 0.259 [0.156, 0.346]
Poisson OU -0.001 [-0.019, 0.015] 0.003 [-0.005, 0.011] -0.018 [-0.024, -0.012] 1.148 [0.936, 1.365]
Poisson smooth -0.011 [-0.028, 0.007] -0.002 [-0.010, 0.006] -0.020 [-0.026, -0.014] 1.292 [1.061, 1.523]
binary iid -0.006 [-0.009, -0.003] -0.008 [-0.012, -0.005] -0.011 [-0.016, -0.007] 0.013 [-0.100, 0.120]
binary OU -0.027 [-0.046, -0.009] -0.003 [-0.011, 0.006] -0.013 [-0.024, -0.003] 0.771 [0.593, 0.948]
binary smooth -0.025 [-0.045, -0.004] -0.007 [-0.015, 0.002] -0.006 [-0.014, 0.002] 0.897 [0.687, 1.111]

3.2.8 Heteroskedasticity, misregistration and sign-changing correlation

A variance profile along t leaves every recipe where it was (Table 82). Variance that depends on the scalar covariate breaks the model-based intervals for γ(t) (0.49–0.51) and the AR(1) model’s (0.88–0.89), while REML + CL2 covers γ at 0.93–0.94.

Misregistration (each curve observed on its own clock, the estimand being the observed-clock mean and its smeared coefficients) gives model-based coverage of 0.71–0.73 for the Gaussian mean and REML + CL2 coverage of 0.93–0.94 (Table 6). For misregistered Poisson data every recipe undercovers the mean (REML + CL2 0.90–0.91, bias-aware NCV 0.91–0.92); binary responses are unaffected (0.93–0.95). Sign-changing correlations behave like the other dependent processes: model-based 0.65–0.88, REML + CL2 0.94–0.96 (Table 83).

Table 6: Misregistration cells (high signal): coverage of the observed-clock estimands. GLM cells score the mean only; the AR(1) column comes from the Gaussian cells that ran the AR(1) arm.
family G signal truth estimand REML, model-based REML + CL2 NCV + CL2 NCV + CL2, bias-aware NCV + CL2 (freq.), bias-aware AR(1) working model
binary 40 high smooth E(Y | X) 0.945 0.944 0.919 0.932 0.884
binary 40 high wiggly E(Y | X) 0.924 0.925 0.892 0.908 0.854
binary 100 high smooth E(Y | X) 0.943 0.954 0.931 0.941 0.902
binary 100 high wiggly E(Y | X) 0.918 0.932 0.909 0.919 0.878
Gaussian 40 high smooth beta(s,t) 0.761 0.949 0.937 0.974 0.956
Gaussian 40 high smooth E(Y | X) 0.729 0.938 0.919 0.946 0.934
Gaussian 40 high wiggly beta(s,t) 0.739 0.945 0.820 0.928 0.901
Gaussian 40 high wiggly E(Y | X) 0.706 0.934 0.885 0.932 0.918
Gaussian 100 high smooth beta(s,t) 0.753 0.951 0.937 0.976 0.959 0.875
Gaussian 100 high smooth E(Y | X) 0.730 0.942 0.930 0.952 0.941 0.844
Gaussian 100 high wiggly beta(s,t) 0.729 0.944 0.863 0.934 0.908 0.860
Gaussian 100 high wiggly E(Y | X) 0.706 0.937 0.911 0.938 0.926 0.838
Poisson 40 high smooth E(Y | X) 0.634 0.902 0.792 0.910 0.900
Poisson 40 high wiggly E(Y | X) 0.614 0.899 0.773 0.910 0.902
Poisson 100 high smooth E(Y | X) 0.571 0.910 0.801 0.922 0.915
Poisson 100 high wiggly E(Y | X) 0.558 0.906 0.780 0.918 0.912

3.2.9 Extended families

Scaled-t, beta and negative-binomial responses repeat the pattern (Table 7): under the smooth error process model-based coverage is 0.63–0.67 and REML + CL2’s 0.94–0.95; the NCV/REML MSE ratio for β is 0.18–0.22. Fitting negative-binomial data as Poisson costs the model-based intervals most (0.53–0.95), REML + CL2 little (0.94–0.97).

Table 7: Extended families at G = 100: coverage per arm and the NCV/REML MSE ratio (95% bootstrap interval).
family fit_family error estimand REML, model-based REML + CL2 NCV + CL2 NCV + CL2, bias-aware MSE ratio NCV/REML
beta beta smooth beta(s,t) 0.659 0.941 0.929 0.982 0.18 [0.15, 0.22]
beta beta smooth E(Y | X) 0.635 0.941 0.924 0.956 0.70 [0.68, 0.72]
beta beta iid beta(s,t) 0.989 0.984 0.979 0.988 0.75 [0.65, 0.91]
beta beta iid E(Y | X) 0.966 0.958 0.946 0.956 0.98 [0.96, 0.99]
negative binomial negative binomial smooth beta(s,t) 0.669 0.943 0.932 0.983 0.18 [0.14, 0.21]
negative binomial Poisson smooth beta(s,t) 0.531 0.938 0.913 0.984 0.09 [0.07, 0.11]
negative binomial negative binomial smooth E(Y | X) 0.641 0.943 0.925 0.956 0.69 [0.64, 0.74]
negative binomial Poisson smooth E(Y | X) 0.529 0.939 0.913 0.957 0.55 [0.52, 0.59]
negative binomial negative binomial iid beta(s,t) 0.991 0.988 0.982 0.990 0.89 [0.75, 1.05]
negative binomial Poisson iid beta(s,t) 0.945 0.972 0.962 0.982 0.53 [0.49, 0.59]
negative binomial negative binomial iid E(Y | X) 0.968 0.962 0.950 0.958 1.06 [1.03, 1.09]
negative binomial Poisson iid E(Y | X) 0.898 0.952 0.934 0.950 0.90 [0.87, 0.93]
scaled t scaled t smooth beta(s,t) 0.671 0.944 0.940 0.985 0.22 [0.18, 0.26]
scaled t scaled t smooth E(Y | X) 0.644 0.947 0.938 0.962 0.71 [0.70, 0.74]
scaled t scaled t iid beta(s,t) 0.988 0.985 0.982 0.990 0.60 [0.58, 0.63]
scaled t scaled t iid E(Y | X) 0.965 0.960 0.950 0.959 0.95 [0.94, 0.97]

3.2.10 Basis size

Figure 5: Basis size (nested bases; large and xlarge halve and quarter the knot spacing), G = 100, default signal, smooth truth. Left: EDF of the ff term under REML and NCV. Middle: NCV/REML MSE ratio for β and the mean with bootstrap intervals. Right: coverage of β.

As the bases grow, REML’s ff EDF under the smooth error process rises from 27–42 (default) to 56–89 (large) and 113–176 (xlarge) across the three families, while NCV’s rises from 12–21 to 15–30 and 18–41: REML absorbs the dependence into the surface. The NCV/REML MSE ratio for β falls to 0.01 with the xlarge basis (Figure 5, Table 8). REML + CL2 stays calibrated (β 0.95–0.96 at xlarge), whereas the bias-aware NCV interval overcovers more with every step (0.97–0.98 → 0.99 → 1.00) because the allowance is the difference of two estimates and inherits REML’s growing noise; its width relative to REML + CL2 is 0.80–0.83 (default) and 0.77–0.78 (xlarge), and its interval score still beats REML + CL2’s (log score ratio -0.08 to -0.04 under the smooth process) because REML + CL2’s intervals widen with REML’s variance. Under independent errors every arm overcovers β with the larger bases (1.00).

Table 8: Basis size: coverage (cov), interval score (IS) and mean width of β intervals per arm, and the NCV/REML MSE ratio for β.
family error basis cov: NCV + CL2 cov: NCV + CL2, bias-aware cov: REML + CL2 cov: REML, model-based IS: NCV + CL2 IS: NCV + CL2, bias-aware IS: REML + CL2 IS: REML, model-based width: NCV + CL2 width: NCV + CL2, bias-aware width: REML + CL2 width: REML, model-based mse_ratio_beta
Gaussian independent default 0.98 0.99 0.99 0.99 0.76 0.82 1.02 1.02 0.72 0.80 0.98 1.00 0.65
Gaussian independent large 0.99 1.00 1.00 1.00 1.04 1.14 1.55 1.57 1.03 1.13 1.54 1.56 0.56
Gaussian independent xlarge 1.00 1.00 1.00 1.00 1.36 1.47 2.15 2.18 1.35 1.47 2.15 2.18 0.49
Gaussian smooth (DTI FPCs) default 0.93 0.98 0.94 0.66 1.48 2.42 3.49 7.23 1.09 2.31 2.81 1.37 0.16
Gaussian smooth (DTI FPCs) large 0.95 0.99 0.95 0.67 1.56 5.19 7.80 15.49 1.27 5.15 6.24 3.11 0.03
Gaussian smooth (DTI FPCs) xlarge 0.97 1.00 0.95 0.67 1.70 10.33 15.51 29.38 1.48 10.31 13.15 6.41 0.01
Poisson independent default 0.98 0.99 0.99 0.99 0.44 0.47 0.57 0.58 0.41 0.45 0.55 0.56 0.71
Poisson independent large 0.99 1.00 1.00 1.00 0.58 0.63 0.85 0.87 0.57 0.62 0.85 0.86 0.55
Poisson independent xlarge 1.00 1.00 1.00 1.00 0.75 0.81 1.17 1.19 0.75 0.80 1.17 1.19 0.52
Poisson smooth (DTI FPCs) default 0.93 0.98 0.94 0.68 0.80 1.35 1.94 3.74 0.60 1.29 1.57 0.80 0.16
Poisson smooth (DTI FPCs) large 0.95 0.99 0.95 0.70 0.83 2.81 4.21 7.70 0.69 2.79 3.43 1.80 0.03
Poisson smooth (DTI FPCs) xlarge 0.97 1.00 0.95 0.71 0.91 5.45 8.18 13.98 0.81 5.44 6.94 3.66 0.01
binary independent default 0.98 0.99 0.99 0.99 1.30 1.32 1.41 1.46 1.23 1.27 1.37 1.44 1.06
binary independent large 0.99 1.00 1.00 1.00 1.64 1.68 1.86 1.94 1.61 1.66 1.84 1.94 1.05
binary independent xlarge 1.00 1.00 1.00 1.00 2.02 2.06 2.33 2.44 2.02 2.06 2.32 2.44 1.03
binary smooth (DTI FPCs) default 0.90 0.97 0.95 0.78 2.54 3.74 5.23 8.00 1.51 3.47 4.31 2.65 0.17
binary smooth (DTI FPCs) large 0.92 0.99 0.96 0.79 2.53 7.75 11.57 16.64 1.70 7.66 9.79 5.96 0.04
binary smooth (DTI FPCs) xlarge 0.93 1.00 0.96 0.79 2.59 16.87 25.64 35.34 1.90 16.84 21.80 13.30 0.01

3.3 Estimation

3.3.1 NCV versus REML by factor and estimand

Figure 6: MSE of the NCV fit relative to the REML fit (log scale) with 95% replicate-bootstrap intervals, G = 100, by error process, family and signal level, for the smooth truth (core), the rough truth, the smooth-effect model and the low-rank covariate. The surface column shows β(s,t) for the ff model and f(x,t) for the smooth-effect model.

NCV’s gain is a dependence effect concentrated on the bivariate surface (Figure 6, Table 9). Averaged over the whole core factorial (both G, all signal levels), the NCV/REML MSE ratio for β is 0.12–0.21 under dependent errors and 0.69–1.05 under independent errors; for the mean 0.58–0.74 and 0.97–1.06. In the dependent cells at G = 100 (the pool of the summary) the ratios are 0.12–0.23 for β, 0.59–0.80 for the mean, 0.93–1.04 for γ(t) and 0.83–0.98 for α(t). With the rough truth the gain for β shrinks to 0.21–0.43 (smooth process), the mean’s to 0.67–0.83. A low-rank covariate (spectrum like the running data’s knee angle) makes the β gain larger under dependence (0.09–0.12) and removes it under independent errors (0.71–1.26). The ratio is nearly the same at G = 40 and G = 100 (β: 0.21–0.33 vs 0.26–0.34).

Table 9: NCV/REML MSE ratio: geometric mean over the core cells of each error process (all G and signal levels), 95% replicate-bootstrap intervals.
family estimand iid ou fpc
Gaussian E(Y | X) 0.97 [0.96, 0.98] 0.66 [0.64, 0.68] 0.64 [0.62, 0.65]
Gaussian beta(s,t) 0.73 [0.69, 0.78] 0.15 [0.13, 0.16] 0.12 [0.10, 0.14]
Poisson E(Y | X) 0.97 [0.93, 1.01] 0.59 [0.53, 0.66] 0.58 [0.52, 0.64]
Poisson beta(s,t) 0.69 [0.66, 0.72] 0.17 [0.14, 0.19] 0.15 [0.13, 0.17]
binary E(Y | X) 1.06 [1.04, 1.07] 0.74 [0.72, 0.76] 0.68 [0.66, 0.70]
binary beta(s,t) 1.05 [0.96, 1.15] 0.21 [0.18, 0.24] 0.17 [0.14, 0.19]

3.3.2 Bias and variance

Figure 7: Share of squared bias and variance in the integrated squared error of β and the mean for the REML and NCV fits, core cells at G = 100 and default signal, smooth truth and (where run) rough truth. Absolute values are in the supplementary table.

REML’s excess error under dependence is variance, not bias: in the dependent core cells at G = 100 the squared-bias share of REML’s β error is 0.01, of NCV’s 0.12–0.20 (Figure 7). With the rough truth NCV’s bias share for β rises to 0.26–0.42 (REML 0.01–0.02), the mechanism behind NCV + CL2’s undercoverage there. Per-cell values with the MC SEs of the MSE and of the squared-bias estimate are in synthetic-bias-variance.csv.

3.3.3 Effective degrees of freedom

Under dependent errors REML’s ff EDF exceeds NCV’s by a factor of 1.92–2.31 (independent errors: 1.09–1.31); for α(t) the factor is 1.15–1.83 and for γ(t) 1.21–1.60 (Table 10). NCV’s gain is largest where the EDF gap is largest.

Table 10: Mean EDF per term under REML and NCV, core cells at G = 100 and default signal.
family error term NCV REML ratio
binary smooth alpha(t) 2.83 5.06 1.786
binary iid alpha(t) 4.70 4.47 0.951
binary OU alpha(t) 2.74 5.03 1.832
Gaussian smooth alpha(t) 7.26 8.46 1.166
Gaussian iid alpha(t) 8.09 8.33 1.030
Gaussian OU alpha(t) 7.33 8.41 1.148
Poisson smooth alpha(t) 6.63 8.09 1.220
Poisson iid alpha(t) 7.53 7.97 1.059
Poisson OU alpha(t) 6.69 8.05 1.203
binary smooth beta(s,t) 11.60 26.77 2.308
binary iid beta(s,t) 15.72 17.07 1.086
binary OU beta(s,t) 11.99 25.39 2.117
Gaussian smooth beta(s,t) 21.03 41.84 1.990
Gaussian iid beta(s,t) 25.48 33.50 1.315
Gaussian OU beta(s,t) 21.35 41.09 1.925
Poisson smooth beta(s,t) 19.64 39.37 2.004
Poisson iid beta(s,t) 24.30 31.42 1.293
Poisson OU beta(s,t) 20.07 38.71 1.928
binary smooth gamma(t) 3.70 5.93 1.602
binary iid gamma(t) 5.33 5.21 0.979
binary OU gamma(t) 3.69 5.72 1.548
Gaussian smooth gamma(t) 7.44 9.18 1.233
Gaussian iid gamma(t) 8.39 9.02 1.075
Gaussian OU gamma(t) 7.49 9.12 1.218
Poisson smooth gamma(t) 7.26 8.82 1.215
Poisson iid gamma(t) 8.15 8.68 1.065
Poisson OU gamma(t) 7.25 8.75 1.207

3.3.4 Relative error and informativeness of the intervals

MSE ratios compare the two fits but not the size of the error relative to the effect. Per replicate and estimand (analysis/relative-error.R → summaries/final/relative-error.csv):

  • relative error √(grid mean of (estimate − truth)² / grid mean of truth²); for the mean and α(t) the denominator uses the truth centred at its grid mean (their level is not the effect), while the numerator keeps any level error; 1 means the error is as large as the effect;
  • relative half-width, the interval’s root-mean-square half-width on the same scale;
  • detection: the share of grid points with |truth| > 25% of max |truth| where the interval excludes zero on the side of the truth (β, γ, f);
  • wrong sign: the share of all grid points where the interval excludes zero on the wrong side.

Cell values are medians over replicates (relative error, half-width) or means (detection, wrong sign, coverage).

Figure 8: Relative error of the REML and NCV estimates of β(s,t) per synthetic cell (median over replicates; log scales), by dependence; colour = family, dashed: equal error, dotted: error as large as the effect.

Under independent errors both fits estimate β well: median relative error 0.16 (REML) and 0.12 (NCV) over the cells. Under dependent errors REML’s error is 0.67 (maximum 5.8), above 0.5 in 40 of 69 cells, NCV’s 0.21 (Figure 8, Table 11). In the core cells the REML/NCV ratio of the relative error is 1.1–1.4 under independent and 2.1–3.7 under dependent errors (Table 12); the gap is present at every signal level and largest at low signal. The spread of the selected smoothing parameters does not explain it: the SD of log λ̂ of the ff penalties over replicates is 0.1–0.9 (independent) and 1.1–1.7 (dependent) for REML, 0.7–1.4 and 1.0–4.7 for NCV (largest for binary responses at G = 40; Table 13), and log-scale spreads at different levels of smoothing are not comparable. What matters is where λ̂ lands: within a cell, REML’s bad replicates are those with a small λ̂ (λ-correction run on the 18 core cells at the default signal, lambda-correction/flag-check.R: Spearman correlation between small log λ̂ of one of the two ff penalties and the relative error 0.94–0.95 under dependence, mean over cells). The other estimands are estimated well by both fits (Table 11).

The intervals mirror this. Under dependence REML + CL2 covers β (median 0.943) with a half-width of 1.35 times the size of the effect and detects 0.54 of the clearly non-zero grid points; NCV + CL2 (coverage 0.924) has half-width 0.37 and detects 0.95; the bias-aware interval inherits REML’s noise through δ (half-width 1.14, detection 0.65). Wrong-sign exclusions stay rare for the CL2 intervals (at most 0.023 of the grid for REML + CL2, 0.040 for NCV + CL2) but reach 0.20 for model-based REML intervals.

Table 11: Relative error and interval informativeness per estimand, dependence and interval: cells, median coverage, median and maximum relative error of the estimate, cells with relative error > 0.5, mean share of replicates with relative error > 1, median relative half-width, median and minimum detection rate, maximum wrong-sign rate (all synthetic cells).
estimand dep. arm cells cov. rel rel max cells >0.5 reps >1 hw det det min wrong max
E(Y | X) dep REML, model-based 83 0.65 0.28 1.19 18 0.04 0.27
E(Y | X) dep REML + CL2 83 0.94 0.28 1.19 18 0.04 0.58
E(Y | X) dep NCV + CL2 83 0.92 0.23 0.91 17 0.01 0.42
E(Y | X) dep NCV + CL2, bias-aware 83 0.95 0.23 0.91 17 0.01 0.53
E(Y | X) dep AR(1) working model 9 0.95 0.18 0.21 0 0.00 0.38
E(Y | X) ind REML, model-based 40 0.97 0.11 0.49 0 0.00 0.24
E(Y | X) ind REML + CL2 40 0.96 0.11 0.49 0 0.00 0.24
E(Y | X) ind NCV + CL2 40 0.95 0.10 0.50 1 0.00 0.22
E(Y | X) ind NCV + CL2, bias-aware 40 0.95 0.10 0.50 1 0.00 0.23
beta(s,t) dep REML, model-based 69 0.67 0.67 5.83 40 0.28 0.57 0.83 0.16 0.20
beta(s,t) dep REML + CL2 69 0.94 0.67 5.83 40 0.28 1.35 0.54 0.04 0.02
beta(s,t) dep NCV + CL2 69 0.92 0.21 0.74 3 0.02 0.37 0.95 0.40 0.04
beta(s,t) dep NCV + CL2, bias-aware 69 0.98 0.21 0.74 3 0.02 1.14 0.65 0.04 0.01
beta(s,t) dep AR(1) working model 9 0.99 0.19 0.21 0 0.00 0.50 0.94 0.93 0.00
beta(s,t) ind REML, model-based 37 0.99 0.16 0.40 0 0.00 0.40 0.96 0.43 0.00
beta(s,t) ind REML + CL2 37 0.99 0.16 0.40 0 0.00 0.40 0.96 0.47 0.00
beta(s,t) ind NCV + CL2 37 0.98 0.12 0.41 0 0.00 0.31 0.97 0.56 0.00
beta(s,t) ind NCV + CL2, bias-aware 37 0.99 0.12 0.41 0 0.00 0.32 0.97 0.55 0.00
alpha(t) dep REML, model-based 69 0.66 0.31 1.60 18 0.11 0.31
alpha(t) dep REML + CL2 69 0.95 0.31 1.60 18 0.11 0.65
alpha(t) dep NCV + CL2 69 0.92 0.28 1.23 17 0.09 0.57
alpha(t) dep NCV + CL2, bias-aware 69 0.94 0.28 1.23 17 0.09 0.64
alpha(t) dep AR(1) working model 9 0.95 0.23 0.24 0 0.00 0.49
alpha(t) ind REML, model-based 37 0.96 0.16 0.74 1 0.00 0.34
alpha(t) ind REML + CL2 37 0.95 0.16 0.74 1 0.00 0.35
alpha(t) ind NCV + CL2 37 0.94 0.16 0.74 4 0.01 0.32
alpha(t) ind NCV + CL2, bias-aware 37 0.94 0.16 0.74 4 0.01 0.34
gamma(t) dep REML, model-based 75 0.66 0.22 1.14 17 0.04 0.23 0.99 0.41 0.07
gamma(t) dep REML + CL2 75 0.94 0.22 1.14 17 0.04 0.46 0.94 0.15 0.01
gamma(t) dep NCV + CL2 75 0.92 0.22 1.00 17 0.03 0.42 0.96 0.12 0.01
gamma(t) dep NCV + CL2, bias-aware 75 0.93 0.22 1.00 17 0.03 0.44 0.95 0.06 0.01
gamma(t) dep AR(1) working model 9 0.92 0.17 0.24 0 0.00 0.37 0.98 0.94 0.01
gamma(t) ind REML, model-based 40 0.96 0.11 0.54 1 0.00 0.24 1.00 0.35 0.01
gamma(t) ind REML + CL2 40 0.95 0.11 0.54 1 0.00 0.25 1.00 0.45 0.01
gamma(t) ind NCV + CL2 40 0.94 0.12 0.58 1 0.00 0.23 1.00 0.44 0.01
gamma(t) ind NCV + CL2, bias-aware 40 0.94 0.12 0.58 1 0.00 0.23 1.00 0.42 0.01
Table 12: Relative error of the β estimate (median over replicates), REML and NCV, and their ratio, core cells.
family signal error G NCV REML ratio
binomial high fpc 40 0.43 1.21 2.85
binomial mid fpc 40 0.74 2.22 2.99
binomial high fpc 100 0.29 0.67 2.33
binomial mid fpc 100 0.45 1.18 2.64
binomial high iid 40 0.25 0.28 1.09
binomial mid iid 40 0.38 0.40 1.06
binomial high iid 100 0.18 0.20 1.10
binomial mid iid 100 0.27 0.29 1.06
binomial high ou 40 0.40 0.97 2.44
binomial mid ou 40 0.73 1.75 2.40
binomial high ou 100 0.28 0.60 2.16
binomial mid ou 100 0.43 1.04 2.40
gaussian high fpc 40 0.13 0.35 2.62
gaussian low fpc 40 0.38 1.39 3.67
gaussian mid fpc 40 0.22 0.70 3.22
gaussian high fpc 100 0.09 0.20 2.17
gaussian low fpc 100 0.26 0.70 2.69
gaussian mid fpc 100 0.15 0.36 2.35
gaussian high iid 40 0.07 0.10 1.37
gaussian low iid 40 0.19 0.22 1.12
gaussian mid iid 40 0.12 0.15 1.26
gaussian high iid 100 0.05 0.07 1.36
gaussian low iid 100 0.13 0.16 1.22
gaussian mid iid 100 0.08 0.11 1.31
gaussian high ou 40 0.13 0.33 2.60
gaussian low ou 40 0.37 1.37 3.71
gaussian mid ou 40 0.21 0.66 3.09
gaussian high ou 100 0.09 0.19 2.08
gaussian low ou 100 0.26 0.68 2.67
gaussian mid ou 100 0.15 0.35 2.30
poisson high fpc 40 0.17 0.45 2.62
poisson mid fpc 40 0.24 0.76 3.13
poisson high fpc 100 0.12 0.25 2.13
poisson mid fpc 100 0.17 0.41 2.46
poisson high iid 40 0.10 0.13 1.24
poisson mid iid 40 0.13 0.16 1.22
poisson high iid 100 0.07 0.09 1.32
poisson mid iid 100 0.09 0.12 1.30
poisson high ou 40 0.17 0.42 2.42
poisson mid ou 40 0.24 0.69 2.87
poisson high ou 100 0.12 0.25 2.11
poisson mid ou 100 0.17 0.40 2.40
Table 13: SD over replicates of the selected log smoothing parameters of the ff term (mean over its two penalties), core cells at the default signal.
family error G NCV REML
binomial fpc 40 4.67 1.74
binomial fpc 100 1.91 1.34
binomial iid 40 1.42 0.91
binomial iid 100 1.12 0.27
binomial ou 40 4.26 1.50
binomial ou 100 1.85 1.13
gaussian fpc 40 1.01 1.51
gaussian fpc 100 1.06 1.28
gaussian iid 40 0.89 0.13
gaussian iid 100 0.66 0.10
gaussian ou 40 1.37 1.42
gaussian ou 100 0.97 1.17
poisson fpc 40 1.11 1.48
poisson fpc 100 1.05 1.27
poisson iid 40 0.76 0.13
poisson iid 100 0.89 0.11
poisson ou 40 1.45 1.37
poisson ou 100 1.13 1.16

3.3.5 Pointwise NCV and the low-rank covariate

Ordinary pointwise NCV (mgcv’s default neighbourhoods) is no substitute for curve blocks: under the smooth and the sign-changing error processes its β MSE is 2.86–4.86 times REML’s and its mean MSE 1.34–1.45 times (Table 14), because a held-out point is predicted by its correlated neighbours.

Table 14: Pointwise (non-blocked) NCV relative to REML, Gaussian G = 100.
error estimand MSE pointwise NCV / REML
iid beta(s,t) 0.65 [0.62, 0.68]
iid E(Y | X) 0.96 [0.95, 0.97]
smooth beta(s,t) 2.86 [2.57, 3.21]
smooth E(Y | X) 1.34 [1.32, 1.37]
sign-chg. beta(s,t) 4.86 [4.35, 5.38]
sign-chg. E(Y | X) 1.45 [1.42, 1.47]

3.4 The recommendation rule under both criteria

The recommendation rule compares the proposal (NCV + bias-aware CL2) with the fallback (REML + CL2) on the pool per family and primary estimand: a recipe is adequate if its CE is ≤ 2 pp, and among adequate recipes the interval-score ratio decides (≤ 0.95 proposal, ≥ 1/0.95 fallback, otherwise the simpler fallback). Two calibration criteria are reported (Table 15): a symmetric one that counts over- and undercoverage alike, and one that counts undercoverage only, since width is already priced by the interval score. Under the symmetric criterion the proposal fails adequacy for β in every family (CE 0.03, from overcoverage near 0.98) and the rule picks the fallback for β and the proposal for the mean; under the undercoverage-only criterion the proposal’s CE is 0.00–0.01 and it is chosen for both estimands in all three families on interval score (β ratio 0.69–0.70, mean 0.87–0.92), at every signal level (synthetic-recommendation-by-signal.csv).

The rule’s synthetic output is not the recommendation. On the nine plasmode datasets the undercoverage-only criterion does not select the proposal (Section 10.5: no consistent class, and the proposal undercovers β under REML-fitted truths), and the proposal’s interval-score advantage comes from a construction whose calibration depends on the truth’s smoothness (Section 3.5).

Table 15: The recommendation rule on the synthetic pool under the symmetric and the undercoverage-only calibration criterion. CE = calibration error; score ratio = geometric mean of interval-score ratios proposal / fallback.
family estimand criterion ce_proposal ce_fallback score_ratio decision
binary beta(s,t) symmetric 0.026 0.000 0.704 fallback
binary beta(s,t) under only 0.000 0.000 0.704 proposal
binary E(Y | X) symmetric 0.010 0.008 0.916 proposal
binary E(Y | X) under only 0.010 0.008 0.916 proposal
Gaussian beta(s,t) symmetric 0.032 0.007 0.692 fallback
Gaussian beta(s,t) under only 0.000 0.007 0.692 proposal
Gaussian E(Y | X) symmetric 0.007 0.007 0.873 proposal
Gaussian E(Y | X) under only 0.000 0.007 0.873 proposal
Poisson beta(s,t) symmetric 0.032 0.007 0.688 fallback
Poisson beta(s,t) under only 0.000 0.007 0.688 proposal
Poisson E(Y | X) symmetric 0.005 0.007 0.877 proposal
Poisson E(Y | X) under only 0.000 0.007 0.877 proposal

3.5 Bias-aware intervals: two failure mechanisms

The allowance δ = L(β̂_NCV − β̂_REML), added in quadrature to the CL2 standard error of the NCV fit, fails in two ways.

Inflation by REML’s noise. δ is a difference of two estimates and carries the sampling variance of the REML fit, which the interval ignores. Where REML is noisy the interval is too wide: in the dependent core cells at G = 100 the bias-aware β interval covers 0.981 against REML + CL2’s 0.945 at 0.82 times the width (interval score ratio 0.69); with the larger bases the coverage reaches 0.997–0.998 (Table 16).

Blindness to bias shared by both fits. δ measures only how far NCV moved away from REML. Where the truth is rougher than both fits, both are biased in the same direction and δ is small. In the rough-truth cells with the smooth error process NCV + CL2 covers β at 0.80–0.90 with 36–68% of grid points below 0.90; the allowance lifts the average to 0.93–0.95 but leaves 9–27% of points below 0.90, and the remaining shortfall follows the truth’s curvature (Spearman correlation of the pointwise shortfall with |∂²β/∂s²| + |∂²β/∂t²|: 0.48–0.80, against -0.00 to 0.32 for REML + CL2; Figure 9). The bias-aware interval’s rough-truth lower tail (0.828) is no better than NCV + CL2’s smooth-truth tail (0.85). The frequentist-CL2 variant is worse wherever the Bayesian one is short (rough truth, β: 0.78–0.94).

The hybrid. The NCV estimate with the REML fit’s CL2 standard error covers β at 0.997 in the dependent core cells (5% quantile 0.988, width 1.00 and interval score 0.81 times REML + CL2’s) and at 0.988 with the rough truth (5% quantile 0.959 against REML + CL2’s 0.917). Its real-data results are in Section 10.10.

Table 16: Bias-aware NCV interval and the hybrid (NCV estimate with REML’s CL2 SE) next to REML + CL2: coverage (cov), 5% pointwise quantile (q05), and width and interval score (IS) relative to REML + CL2 (geometric means of per-cell ratios); dependent core cells at G = 100 and the rough-truth cells with the smooth error process.
setting estimand n_cells cov REML+CL2 cov bias-aware cov hybrid q05 REML+CL2 q05 bias-aware q05 hybrid width bias-aware/REML+CL2 width hybrid/REML+CL2 IS bias-aware/REML+CL2 IS hybrid/REML+CL2
dependent core, G = 100 beta(s,t) 14 0.945 0.981 0.997 0.919 0.944 0.988 0.816 1.00 0.690 0.814
dependent core, G = 100 E(Y | X) 14 0.943 0.952 0.973 0.913 0.909 0.935 0.928 1.01 0.884 0.889
rough truth, smooth errors beta(s,t) 7 0.943 0.938 0.988 0.917 0.828 0.959 0.856 1.00 0.824 0.831
rough truth, smooth errors E(Y | X) 7 0.943 0.945 0.964 0.914 0.890 0.917 0.943 1.01 0.927 0.921
Figure 9: Pointwise coverage of β(s,t) over the evaluation grid for four interval constructions, Gaussian, default signal, G = 100, smooth error process: smooth truth (top) and rough truth (bottom); the white contour marks 0.90. Right column: the truth’s curvature |∂²β/∂s²| + |∂²β/∂t²|.

3.6 The AR(1) working model

Fit. The AR(1) working model is pffr(algorithm = "bam", method = "fREML", rho = rho): mgcv’s bam() with AR(1) errors that restart at the first grid point of every curve, so curves stay independent and each curve’s errors are whitened with the same ρ. ρ is profiled. The model is fitted at every ρ in {0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.95, 0.99}; the criterion is bam’s fREML score, which already contains the whitening log-determinant \(-(n - G)\log(1/\sqrt{1 - \rho^2})\) (n data points, G curves), i.e. the restricted likelihood of the AR(1) model. The minimising grid value is refined by a one-dimensional search (optimize()) between its two neighbouring grid values, and the refined ρ replaces it if its criterion is lower. A ρ̂ at either end of the grid (0 or 0.99) is flagged as a boundary solution. Intervals use the AR(1) fit’s model-based covariance. The arm is Gaussian only and runs in the Gaussian cells at G = 100 with the OU (default signal), smooth (default signal), exact-AR(1), sign-changing, heteroskedastic and misregistration (both truths) errors, and in the plasmode cells listed in Table 91. Each fit costs 12 grid fits plus the refinement (Section 14). Mean ρ̂ per cell and the share of boundary solutions are in Table 18.

Modelling the dependence as AR(1) (ρ profiled) is conservative and competitive when the errors are stationary and homoskedastic: coverage 0.93–0.99 on the OU, smooth, exact-AR(1) and sign-changing processes, with interval scores for β 0.74–0.84 times the bias-aware NCV interval’s (Table 17). It fails under misregistration (mean 0.84, β 0.86–0.88; ρ̂ averages 0.32–0.38) and for γ(t) under covariate-dependent variance (above). Fit times: median 39 s per AR(1) fit against 2.0 s (REML) and 8.6 s (NCV) plus about 1.0 s per CL2 covariance, Gaussian G = 100 (10 replicates per error process).

Table 17: AR(1) cells (Gaussian, G = 100): coverage, the interval-score ratio AR(1) / bias-aware NCV and the MSE ratio AR(1) / NCV, 95% bootstrap intervals.
cell error G truth estimand AR(1) working model NCV + CL2, bias-aware REML + CL2 REML, model-based IS AR(1) / bias-aware NCV MSE AR(1) / NCV
12 smooth 100 smooth beta(s,t) 0.993 0.983 0.944 0.657 0.77 [0.73, 0.80] 0.98 [0.82, 1.18]
12 smooth 100 smooth E(Y | X) 0.972 0.959 0.944 0.634 0.98 [0.97, 0.99] 1.04 [1.02, 1.05]
103 var(z) 100 smooth beta(s,t) 0.992 0.984 0.949 0.660 0.78 [0.74, 0.82] 0.92 [0.76, 1.09]
103 var(z) 100 smooth E(Y | X) 0.949 0.955 0.944 0.606 1.04 [1.02, 1.07] 1.05 [1.03, 1.07]
101 var(t) 100 smooth beta(s,t) 0.991 0.983 0.944 0.662 0.80 [0.77, 0.84] 1.00 [0.80, 1.21]
101 var(t) 100 smooth E(Y | X) 0.972 0.959 0.944 0.642 1.04 [1.03, 1.05] 1.10 [1.08, 1.12]
105 var(t,z) 100 smooth beta(s,t) 0.990 0.984 0.950 0.666 0.81 [0.78, 0.86] 1.06 [0.88, 1.25]
105 var(t,z) 100 smooth E(Y | X) 0.951 0.955 0.944 0.615 1.11 [1.08, 1.13] 1.12 [1.10, 1.14]
96 sign-chg. 100 smooth beta(s,t) 0.992 0.985 0.942 0.700 0.84 [0.80, 0.86] 1.13 [1.01, 1.27]
96 sign-chg. 100 smooth E(Y | X) 0.963 0.957 0.942 0.646 0.95 [0.94, 0.96] 1.03 [1.01, 1.06]
10 OU 100 smooth beta(s,t) 0.972 0.983 0.940 0.672 0.78 [0.74, 0.81] 1.30 [1.11, 1.49]
10 OU 100 smooth E(Y | X) 0.934 0.958 0.942 0.646 0.96 [0.95, 0.98] 1.04 [1.03, 1.06]
95 AR(1) 100 smooth beta(s,t) 0.989 0.984 0.940 0.651 0.74 [0.71, 0.77] 1.12 [0.96, 1.27]
95 AR(1) 100 smooth E(Y | X) 0.961 0.959 0.942 0.625 0.94 [0.93, 0.95] 1.02 [1.01, 1.04]
45 misreg. 100 smooth beta(s,t) 0.875 0.976 0.951 0.753 1.41 [1.32, 1.50] 1.29 [1.00, 1.62]
45 misreg. 100 smooth E(Y | X) 0.844 0.952 0.942 0.730 1.49 [1.43, 1.54] 1.09 [1.07, 1.11]
99 misreg. 100 wiggly beta(s,t) 0.860 0.934 0.944 0.729 1.22 [1.15, 1.30] 0.84 [0.70, 0.98]
99 misreg. 100 wiggly E(Y | X) 0.838 0.938 0.937 0.706 1.45 [1.41, 1.50] 1.00 [0.99, 1.01]
Table 18: AR(1) fits in the synthetic cells: mean profiled ρ̂ over replicates, share of replicates with ρ̂ at a grid end, and the median fit time.
cell error truth mean rho boundary share median time s
10 OU smooth 0.659 0 50.2
12 smooth smooth 0.850 0 51.6
45 misreg. smooth 0.320 0 50.2
95 AR(1) smooth 0.790 0 52.8
96 sign-chg. smooth 0.728 0 46.0
99 misreg. wiggly 0.384 0 44.8
101 var(t) smooth 0.863 0 48.9
103 var(z) smooth 0.849 0 47.9
105 var(t,z) smooth 0.862 0 49.5

4 Covariance components, reference distributions and NCV covariances

Three experiments on the 18 core cells at the default signal (family × error process × G, D = 61, R = 200; the study’s replicates and REML fits, reproduced to < 1e-8 relative difference against the stored task records): the covariance ablation (ablation/), per-point Satterthwaite degrees of freedom (satterthwaite/), and mgcv’s own covariance for curve-blocked NCV fits (ncv-jack-recheck/, 3 cells × 20 replicates). Coverage is the grid-average of nominal 95% pointwise intervals; MC SEs are per cell.

4.1 Covariance ablation

Constructions, all on the replicate’s REML fit: model-based V_c; CR1, refund’s curve-clustered sandwich (sandwich = "cluster") without leverage adjustment or small-sample factor; CL2 with the diagonal-leverage approximation of each curve’s adjustment (“I − H_gg approx.”) or with the full-block adjustment, each in the Bayesian form (+ V_p − V_e) and the frequentist form; and the model-based and full-block CL2 intervals of a refit with every smoothing parameter fixed at the cell’s geometric-mean REML value. Critical values z and \(t_{G-1}\).

Figure 10: Covariance ablation: coverage of β(s,t) and the test-cohort mean per covariance construction (z critical value), core cells at the default signal, by family, dependence and G. Points are cells (error processes), bars ± 2 MC SE; dashed: nominal 0.95. Fixed λ: refit with every smoothing parameter at the cell’s geometric-mean REML value.

What each component contributes (paired contrasts over replicates, mean and β, dependent cells): the leverage adjustment over CR1 1.0–4.2 pp, the full block over the \(\mathbf I - \tilde{\mathbf H}_{gg}\) approximation 0.1–0.4 pp, the Bayesian term \(\mathbf V_p - \mathbf V_e\) 0.5–3.0 pp (independent errors: 2.2–10.4 pp), a \(t_{G-1}\) critical value 0.3–0.8 pp, and fixing λ 0.4–2.2 pp for CL2 against -2.3 to 1.5 pp for the model-based intervals. For the binary intercept with smooth errors at G = 40, CL2 covers 0.885 and 0.925 with λ fixed; under independent errors 0.859 and 0.867. The pooled MC SEs of averaged contrasts in the CSV treat cells as independent although they share replicates; per-cell SEs (ablation-contrasts.csv) are exact.

Table 19: Ablation contrasts (coverage difference, mean and range over cells) by estimand, dependence and G.
contrast estimand dependence G diff_min diff_max diff
Bayes - freq (CL2) alpha dependent 40 0.005 0.016 0.008
Bayes - freq (CL2) alpha dependent 100 0.002 0.010 0.005
Bayes - freq (CL2) alpha independent 40 0.020 0.060 0.034
Bayes - freq (CL2) alpha independent 100 0.016 0.049 0.027
Bayes - freq (CL2) beta dependent 40 0.011 0.030 0.018
Bayes - freq (CL2) beta dependent 100 0.009 0.022 0.014
Bayes - freq (CL2) beta independent 40 0.058 0.104 0.075
Bayes - freq (CL2) beta independent 100 0.045 0.073 0.056
Bayes - freq (CL2) gamma dependent 40 0.003 0.018 0.009
Bayes - freq (CL2) gamma dependent 100 0.004 0.011 0.006
Bayes - freq (CL2) gamma independent 40 0.028 0.069 0.043
Bayes - freq (CL2) gamma independent 100 0.013 0.052 0.028
Bayes - freq (CL2) mean dependent 40 0.006 0.018 0.010
Bayes - freq (CL2) mean dependent 100 0.004 0.012 0.007
Bayes - freq (CL2) mean independent 40 0.032 0.068 0.045
Bayes - freq (CL2) mean independent 100 0.022 0.051 0.033
Bayes - freq (CR1) alpha dependent 40 0.005 0.021 0.011
Bayes - freq (CR1) alpha dependent 100 0.002 0.013 0.006
Bayes - freq (CR1) alpha independent 40 0.032 0.072 0.045
Bayes - freq (CR1) alpha independent 100 0.016 0.052 0.028
Bayes - freq (CR1) beta dependent 40 0.017 0.046 0.028
Bayes - freq (CR1) beta dependent 100 0.011 0.027 0.017
Bayes - freq (CR1) beta independent 40 0.083 0.130 0.101
Bayes - freq (CR1) beta independent 100 0.054 0.084 0.066
Bayes - freq (CR1) gamma dependent 40 0.008 0.024 0.014
Bayes - freq (CR1) gamma dependent 100 0.003 0.013 0.007
Bayes - freq (CR1) gamma independent 40 0.036 0.087 0.057
Bayes - freq (CR1) gamma independent 100 0.016 0.059 0.033
Bayes - freq (CR1) mean dependent 40 0.009 0.025 0.015
Bayes - freq (CR1) mean dependent 100 0.005 0.015 0.009
Bayes - freq (CR1) mean independent 40 0.046 0.084 0.060
Bayes - freq (CR1) mean independent 100 0.026 0.058 0.038
CL2 - CR1 alpha dependent 40 0.025 0.034 0.029
CL2 - CR1 alpha dependent 100 0.007 0.012 0.009
CL2 - CR1 alpha independent 40 0.011 0.014 0.013
CL2 - CR1 alpha independent 100 0.004 0.010 0.007
CL2 - CR1 beta dependent 40 0.031 0.042 0.038
CL2 - CR1 beta dependent 100 0.010 0.014 0.012
CL2 - CR1 beta independent 40 0.004 0.005 0.005
CL2 - CR1 beta independent 100 0.001 0.003 0.002
CL2 - CR1 gamma dependent 40 0.032 0.048 0.039
CL2 - CR1 gamma dependent 100 0.011 0.016 0.013
CL2 - CR1 gamma independent 40 0.018 0.024 0.022
CL2 - CR1 gamma independent 100 0.009 0.010 0.009
CL2 - CR1 mean dependent 40 0.033 0.038 0.036
CL2 - CR1 mean dependent 100 0.011 0.014 0.012
CL2 - CR1 mean independent 40 0.014 0.016 0.015
CL2 - CR1 mean independent 100 0.006 0.007 0.006
exact - shortcut alpha dependent 40 0.002 0.004 0.003
exact - shortcut alpha dependent 100 0.000 0.001 0.001
exact - shortcut alpha independent 40 0.001 0.003 0.002
exact - shortcut alpha independent 100 0.001 0.002 0.001
exact - shortcut beta dependent 40 0.003 0.004 0.003
exact - shortcut beta dependent 100 0.001 0.001 0.001
exact - shortcut beta independent 40 0.001 0.001 0.001
exact - shortcut beta independent 100 0.000 0.000 0.000
exact - shortcut gamma dependent 40 0.002 0.006 0.004
exact - shortcut gamma dependent 100 0.000 0.002 0.001
exact - shortcut gamma independent 40 0.003 0.004 0.003
exact - shortcut gamma independent 100 0.001 0.002 0.001
exact - shortcut mean dependent 40 0.003 0.004 0.003
exact - shortcut mean dependent 100 0.001 0.001 0.001
exact - shortcut mean independent 40 0.002 0.002 0.002
exact - shortcut mean independent 100 0.001 0.001 0.001
fixed - reselected (CL2) alpha dependent 40 0.004 0.040 0.014
fixed - reselected (CL2) alpha dependent 100 0.001 0.016 0.006
fixed - reselected (CL2) alpha independent 40 0.004 0.008 0.005
fixed - reselected (CL2) alpha independent 100 0.002 0.015 0.006
fixed - reselected (CL2) beta dependent 40 0.012 0.022 0.016
fixed - reselected (CL2) beta dependent 100 0.007 0.012 0.009
fixed - reselected (CL2) beta independent 40 0.001 0.017 0.006
fixed - reselected (CL2) beta independent 100 0.000 0.002 0.001
fixed - reselected (CL2) gamma dependent 40 0.004 0.031 0.013
fixed - reselected (CL2) gamma dependent 100 0.002 0.022 0.008
fixed - reselected (CL2) gamma independent 40 0.001 0.039 0.014
fixed - reselected (CL2) gamma independent 100 0.001 0.026 0.010
fixed - reselected (CL2) mean dependent 40 0.006 0.020 0.012
fixed - reselected (CL2) mean dependent 100 0.004 0.012 0.006
fixed - reselected (CL2) mean independent 40 0.002 0.018 0.007
fixed - reselected (CL2) mean independent 100 0.001 0.011 0.004
fixed - reselected (model) alpha dependent 40 -0.001 0.008 0.003
fixed - reselected (model) alpha dependent 100 -0.012 0.000 -0.004
fixed - reselected (model) alpha independent 40 -0.035 0.000 -0.012
fixed - reselected (model) alpha independent 100 -0.003 0.001 -0.001
fixed - reselected (model) beta dependent 40 -0.018 0.015 -0.004
fixed - reselected (model) beta dependent 100 -0.023 0.004 -0.008
fixed - reselected (model) beta independent 40 -0.002 0.007 0.001
fixed - reselected (model) beta independent 100 -0.001 -0.001 -0.001
fixed - reselected (model) gamma dependent 40 -0.003 0.012 0.001
fixed - reselected (model) gamma dependent 100 -0.008 0.007 -0.002
fixed - reselected (model) gamma independent 40 0.000 0.003 0.002
fixed - reselected (model) gamma independent 100 0.000 0.007 0.002
fixed - reselected (model) mean dependent 40 -0.005 0.003 -0.002
fixed - reselected (model) mean dependent 100 -0.007 -0.001 -0.003
fixed - reselected (model) mean independent 40 -0.006 -0.001 -0.003
fixed - reselected (model) mean independent 100 -0.001 0.000 0.000
t - z (CL2) alpha dependent 40 0.008 0.012 0.009
t - z (CL2) alpha dependent 100 0.002 0.004 0.003
t - z (CL2) alpha independent 40 0.004 0.009 0.007
t - z (CL2) alpha independent 100 0.002 0.003 0.002
t - z (CL2) beta dependent 40 0.007 0.008 0.008
t - z (CL2) beta dependent 100 0.003 0.003 0.003
t - z (CL2) beta independent 40 0.002 0.003 0.002
t - z (CL2) beta independent 100 0.001 0.001 0.001
t - z (CL2) gamma dependent 40 0.006 0.011 0.008
t - z (CL2) gamma dependent 100 0.002 0.004 0.003
t - z (CL2) gamma independent 40 0.006 0.010 0.008
t - z (CL2) gamma independent 100 0.003 0.004 0.003
t - z (CL2) mean dependent 40 0.007 0.008 0.008
t - z (CL2) mean dependent 100 0.003 0.003 0.003
t - z (CL2) mean independent 40 0.005 0.008 0.006
t - z (CL2) mean independent 100 0.002 0.003 0.002
Table 20: Ablation: grid-averaged SE/SD (root-mean-square estimated SE over the empirical SD of the estimate) and mean width per construction, mean over cells.
arm dependence estimand se_sd width
CL2 (full block) dependent beta 0.943 3.752
CL2 (full block) dependent mean 0.990 1.093
CL2 (full block) independent beta 1.370 1.137
CL2 (full block) independent mean 1.108 0.462
CL2 (full block, freq.) dependent beta 0.899 3.528
CL2 (full block, freq.) dependent mean 0.965 1.069
CL2 (full block, freq.) independent beta 0.982 0.791
CL2 (full block, freq.) independent mean 0.970 0.409
CL2, I - H_gg approx. dependent beta 0.935 3.714
CL2, I - H_gg approx. dependent mean 0.982 1.082
CL2, I - H_gg approx. independent beta 1.362 1.130
CL2, I - H_gg approx. independent mean 1.099 0.458
CL2, I - H_gg approx. (freq.) dependent beta 0.891 3.488
CL2, I - H_gg approx. (freq.) dependent mean 0.956 1.057
CL2, I - H_gg approx. (freq.) independent beta 0.970 0.782
CL2, I - H_gg approx. (freq.) independent mean 0.960 0.404
CR1 dependent beta 0.861 3.407
CR1 dependent mean 0.908 0.983
CR1 independent beta 1.320 1.097
CR1 independent mean 1.051 0.434
CR1 (freq.) dependent beta 0.813 3.161
CR1 (freq.) dependent mean 0.880 0.956
CR1 (freq.) independent beta 0.911 0.734
CR1 (freq.) independent mean 0.905 0.377
fixed lambda, CL2 dependent beta 1.058 3.729
fixed lambda, CL2 dependent mean 1.039 1.103
fixed lambda, CL2 independent beta 1.422 1.133
fixed lambda, CL2 independent mean 1.156 0.462
fixed lambda, model-based dependent beta 0.539 1.962
fixed lambda, model-based dependent mean 0.508 0.516
fixed lambda, model-based independent beta 1.413 1.129
fixed lambda, model-based independent mean 1.146 0.462
model-based (Vc) dependent beta 0.504 2.119
model-based (Vc) dependent mean 0.505 0.528
model-based (Vc) independent beta 1.414 1.185
model-based (Vc) independent mean 1.135 0.471

4.2 Satterthwaite degrees of freedom

Figure 11: CL2 (full block, Bayesian) with three critical values: z, t with G − 1 df, and per-point Satterthwaite (Bell–McCaffrey) df as computed by refund; coverage by estimand, family, dependence and G. Bars ± 2 MC SE.

The per-point Satterthwaite df (median per cell) are 13–27 at G = 40 and 32–84 at G = 100 (relative to G − 1: 0.32–0.85). Satterthwaite adds 0.6–2.7 pp over z at G = 40 and 0.2–1.2 pp at G = 100 for the mean, β and γ, and 0.2–1.8 pp over \(t_{G-1}\). The worst cell under Satterthwaite is binomial alpha with iid errors at G = 40 (0.872): the binary intercept and γ shortfalls are a bias, not a scale problem. refund’s df are computed for the sandwich part only; the variant that accounts for \(\mathbf V_p - \mathbf V_e\) (“B2”) has larger df and lies between \(t_{G-1}\) and the plain Satterthwaite reference (satterthwaite-contrasts-summary.csv). The diagonal Gram matrix gives practically the same df.

Table 21: Critical-value contrasts (coverage difference, mean and range over cells; width ratio) by estimand, dependence and G.
contrast estimand dependence G diff_min diff_max diff width_ratio
Satt - t alpha dependent 40 0.002 0.007 0.004 1.017
Satt - t alpha dependent 100 0.000 0.001 0.000 1.003
Satt - t alpha independent 40 0.002 0.004 0.003 1.013
Satt - t alpha independent 100 0.000 0.001 0.000 1.002
Satt - t beta dependent 40 0.015 0.017 0.016 1.074
Satt - t beta dependent 100 0.005 0.007 0.006 1.028
Satt - t beta independent 40 0.004 0.005 0.004 1.071
Satt - t beta independent 100 0.002 0.003 0.002 1.028
Satt - t gamma dependent 40 0.012 0.018 0.015 1.077
Satt - t gamma dependent 100 0.005 0.009 0.007 1.028
Satt - t gamma independent 40 0.010 0.017 0.014 1.076
Satt - t gamma independent 100 0.005 0.006 0.006 1.028
Satt - t mean dependent 40 0.013 0.014 0.014 1.072
Satt - t mean dependent 100 0.005 0.006 0.005 1.027
Satt - t mean independent 40 0.010 0.013 0.011 1.071
Satt - t mean independent 100 0.004 0.005 0.004 1.026
Satt - z alpha dependent 40 0.010 0.018 0.013 1.050
Satt - z alpha dependent 100 0.002 0.006 0.003 1.015
Satt - z alpha independent 40 0.008 0.013 0.010 1.045
Satt - z alpha independent 100 0.003 0.003 0.003 1.014
Satt - z beta dependent 40 0.022 0.025 0.024 1.108
Satt - z beta dependent 100 0.008 0.010 0.009 1.041
Satt - z beta independent 40 0.006 0.009 0.007 1.106
Satt - z beta independent 100 0.002 0.004 0.003 1.041
Satt - z gamma dependent 40 0.019 0.025 0.022 1.111
Satt - z gamma dependent 100 0.009 0.012 0.010 1.041
Satt - z gamma independent 40 0.017 0.027 0.021 1.110
Satt - z gamma independent 100 0.009 0.009 0.009 1.041
Satt - z mean dependent 40 0.021 0.022 0.022 1.107
Satt - z mean dependent 100 0.008 0.009 0.008 1.040
Satt - z mean independent 40 0.015 0.020 0.017 1.105
Satt - z mean independent 100 0.006 0.008 0.007 1.039
Satt B2 - t alpha dependent 40 0.002 0.005 0.003 1.013
Satt B2 - t alpha dependent 100 0.000 0.000 0.000 1.001
Satt B2 - t alpha independent 40 -0.004 0.000 -0.001 0.998
Satt B2 - t alpha independent 100 -0.001 0.000 0.000 0.998
Satt B2 - t beta dependent 40 0.008 0.012 0.011 1.051
Satt B2 - t beta dependent 100 0.003 0.005 0.004 1.020
Satt B2 - t beta independent 40 -0.001 0.000 0.000 0.993
Satt B2 - t beta independent 100 0.000 0.000 0.000 1.000
Satt B2 - t gamma dependent 40 0.011 0.016 0.012 1.065
Satt B2 - t gamma dependent 100 0.004 0.007 0.006 1.025
Satt B2 - t gamma independent 40 0.004 0.007 0.005 1.034
Satt B2 - t gamma independent 100 0.002 0.004 0.003 1.016
Satt B2 - t mean dependent 40 0.009 0.012 0.011 1.060
Satt B2 - t mean dependent 100 0.004 0.005 0.005 1.023
Satt B2 - t mean independent 40 0.002 0.004 0.003 1.025
Satt B2 - t mean independent 100 0.001 0.002 0.002 1.012
Satt diag - Satt alpha dependent 40 -0.002 0.000 -0.001 0.996
Satt diag - Satt alpha dependent 100 0.000 0.000 0.000 0.999
Satt diag - Satt alpha independent 40 -0.001 0.000 -0.001 0.997
Satt diag - Satt alpha independent 100 0.000 0.000 0.000 0.999
Satt diag - Satt beta dependent 40 -0.001 0.001 0.000 1.001
Satt diag - Satt beta dependent 100 0.000 0.001 0.000 1.001
Satt diag - Satt beta independent 40 0.000 0.000 0.000 1.003
Satt diag - Satt beta independent 100 0.000 0.000 0.000 1.001
Satt diag - Satt gamma dependent 40 -0.001 0.002 0.000 1.004
Satt diag - Satt gamma dependent 100 0.000 0.001 0.000 1.001
Satt diag - Satt gamma independent 40 -0.001 0.002 0.000 1.005
Satt diag - Satt gamma independent 100 0.000 0.000 0.000 1.001
Satt diag - Satt mean dependent 40 -0.001 0.001 0.000 1.003
Satt diag - Satt mean dependent 100 0.000 0.000 0.000 1.001
Satt diag - Satt mean independent 40 0.000 0.000 0.000 1.004
Satt diag - Satt mean independent 100 0.000 0.000 0.000 1.001
Table 22: Per-point Satterthwaite df: 5% quantile, median and 95% quantile over the grid (means over cells and replicates), median relative to G − 1, and the median of the variant including the Vp − Ve term.
estimand G df_q05 df_median df_q95 df_rel df_b2
alpha 40 20.85 27.1 32.3 0.69 34.2
alpha 100 73.13 84.0 91.3 0.85 100.3
beta 40 8.58 13.2 17.4 0.34 30.6
beta 100 22.92 32.3 40.6 0.33 65.7
gamma 40 8.35 12.8 17.0 0.33 16.5
gamma 100 22.44 32.0 40.4 0.32 38.8
mean 40 8.93 14.0 19.1 0.36 19.2
mean 100 24.35 35.2 46.5 0.36 45.4

4.3 mgcv’s covariance for curve-blocked NCV fits

With nei$jackknife = TRUE, mgcv replaces \(\mathbf V_p\) of an NCV fit by a neighbourhood-aware jackknife covariance. For curve neighbourhoods (smooth errors, G = 100, current patched mgcv 1.9-5, the same NCV fits) its standard errors are 0.49–0.77 times the Bayesian ones, and it covers the mean and β at 0.32–0.58, against 0.88–0.95 for CL2 on the same fits (Table 23). mgcv 1.9-1 and 1.9-3 give the same result.

Table 23: Intervals for the NCV fit from mgcv’s covariances and from CL2: coverage (MC SE over 20 replicates), median SE ratio to the Bayesian Vp, mean width.
family estimand arm coverage coverage_se se_ratio_to_bayes width reps
binary beta Bayesian Vp 0.704 1.000 0.993 20
binary beta CL2 0.890 1.577 1.581 20
binary beta jackknife Vc (patched mgcv) 0.615 0.828 0.835 20
binary beta jackknife Vp (jackknife = TRUE) 0.583 0.765 0.751 20
binary mean Bayesian Vp 0.608 1.000 0.088 20
binary mean CL2 0.878 1.867 0.163 20
binary mean jackknife Vc (patched mgcv) 0.445 0.667 0.060 20
binary mean jackknife Vp (jackknife = TRUE) 0.373 0.557 0.049 20
Gaussian beta Bayesian Vp 0.699 1.000 0.599 20
Gaussian beta CL2 0.948 1.844 1.097 20
Gaussian beta jackknife Vc (patched mgcv) 0.559 0.755 0.454 20
Gaussian beta jackknife Vp (jackknife = TRUE) 0.538 0.726 0.427 20
Gaussian mean Bayesian Vp 0.619 1.000 0.306 20
Gaussian mean CL2 0.931 2.135 0.644 20
Gaussian mean jackknife Vc (patched mgcv) 0.365 0.543 0.168 20
Gaussian mean jackknife Vp (jackknife = TRUE) 0.324 0.485 0.148 20
Poisson beta Bayesian Vp 0.698 1.000 0.341 20
Poisson beta CL2 0.937 1.781 0.606 20
Poisson beta jackknife Vc (patched mgcv) 0.568 0.771 0.266 20
Poisson beta jackknife Vp (jackknife = TRUE) 0.545 0.734 0.246 20
Poisson mean Bayesian Vp 0.613 1.000 0.521 20
Poisson mean CL2 0.917 2.061 1.076 20
Poisson mean jackknife Vc (patched mgcv) 0.373 0.562 0.294 20
Poisson mean jackknife Vp (jackknife = TRUE) 0.331 0.499 0.259 20

5 Small G, a null effect and Satterthwaite critical values

Three sets of runs, 200 replicates per cell. (i) Per-point Satterthwaite critical values for REML + CL2 (exact CL2, Bayesian form; as in the Satterthwaite subsection above) on every synthetic cell outside the core block and on the plasmode cells with curve flips and attached residuals (nine datasets, G = 40 and all subjects; satterthwaite/). (ii) The core factorial at G = 20 (cells 124–144): the first 20 curves of each replicate, so the cells share their draws with the G = 40 and G = 100 core cells. (iii) β = 0 (cells 145–152): the smooth-truth setting at the default signal with β set to zero, Gaussian and binary, independent and smooth errors, G = 40 and 100 (small-g-null/). Critical values: z = z0.975, \(t_{G-1}\), and “Satt”, the per-point Satterthwaite df of refund’s coef.pffr(crit = "satterthwaite") (full Gram matrix).

5.1 Satterthwaite critical values beyond the core cells

Checks. Task files: 22,000 synthetic and 24,000 plasmode, 0 failed. The REML estimates, CL2 SEs, model-based SEs and truths reproduce the study’s stored records of the same replicates (15,400 synthetic and 24,000 plasmode task records; largest relative difference 9.4e-06 and 0.0e+00). Scored with z, coverage equals the study’s REML + CL2 summary in all 771 cell × estimand rows compared (largest absolute difference 0.0e+00, the same replicate count in every row). The CL2 covariance rebuilt from the df computation equals refund’s (largest relative difference 0.0e+00), the df use the cell’s G in every replicate, and 0 per-point df are undefined. Software: refund 79a346fb, mgcv 1.9-5.

Synthetic extensions. Satterthwaite never gives lower coverage than z: the smallest paired difference over all synthetic and plasmode cell × estimand rows is 0.01 pp. Over the extension blocks it adds 2.16 pp at G = 40 and 0.75 pp at G = 100 on average (mean width ratio 1.100 and 1.037; Table 26). Coverage under Satterthwaite is below 0.93 in 24 cell × estimand rows (Table 25): misregistration (Poisson, binary; the mean, α, γ); dense grid (binary; α); rough truth (binary; α, γ); low-rank covariate (binary; α); basis size (binary; α). The lowest is Poisson α in the misregistration block at G = 100 (0.865; z 0.858).

Plasmode. Satterthwaite adds 2.29 pp at G = 40 and 1.00 pp with all subjects on average (width ratio 1.115 and 1.047). Averaged over truth and residual sources, coverage stays below 0.93 for gait α (0.925 at G = 40); weather β (0.863 at G = 40, 0.899 at G = 73); weather γ (0.921 at G = 40, 0.927 at G = 73); electricity α (0.879 at G = 40, 0.912 at G = 102) (Table 27). The curve sign flips make the plasmode curves independent, so these shortfalls do not come from dependence between curves.

Degrees of freedom. For β (f), γ and the mean, the median per-point df of a cell is 0.22–0.47 times G − 1 over all synthetic cells outside the core block (including G = 20 and β = 0; median over cells 0.34) and 0.18–0.83 on the plasmode cells (median 0.34); for α it is 0.44–0.97 (plasmode 0.24–0.59; Table 28). For these terms the Satterthwaite reference thus amounts to a t distribution with far fewer df than \(t_{G-1}\).

Table 24: Synthetic extension blocks: coverage of REML + CL2 with z and Satterthwaite critical values, mean over the block’s cells per G and estimand (beta: f(x,t) in the term-type block). Misregistration GLM cells score the mean only.
block G cells mean z mean Satt beta z beta Satt alpha z alpha Satt gamma z gamma Satt
misregistration 40 6 0.924 0.948 0.942 0.964 0.930 0.943 0.893 0.924
misregistration 100 6 0.930 0.940 0.943 0.953 0.919 0.923 0.906 0.922
misregistration (AR(1) cell) 100 1 0.937 0.946 0.944 0.953 0.949 0.951 0.928 0.940
dense grid 100 9 0.947 0.955 0.954 0.962 0.943 0.947 0.944 0.953
rough truth 100 14 0.944 0.953 0.948 0.957 0.945 0.948 0.936 0.946
term type f(x,t) 100 9 0.945 0.960 0.955 0.964 0.941 0.951
extended families 100 8 0.950 0.958 0.962 0.968 0.948 0.951 0.948 0.957
AR(1) home turf 100 1 0.942 0.950 0.940 0.949 0.955 0.957 0.937 0.947
sign-changing 100 3 0.942 0.950 0.947 0.956 0.944 0.948 0.940 0.950
heteroskedastic 40 3 0.934 0.955 0.935 0.958 0.935 0.946 0.932 0.956
heteroskedastic 100 3 0.944 0.952 0.948 0.956 0.948 0.951 0.942 0.952
low-rank covariate 100 6 0.949 0.956 0.970 0.976 0.942 0.945 0.943 0.953
basis size 100 12 0.962 0.968 0.976 0.980 0.950 0.953 0.954 0.962
Table 25: Synthetic extension cells in which REML + CL2 with the Satterthwaite critical value covers less than 0.93 (nominal 0.95 minus the 2 pp adequacy margin): coverage with z, t(G − 1) and Satterthwaite, and the Satterthwaite 5% pointwise quantile.
block family error G signal truth estimand z t(G−1) Satt q05 Satt
misregistration Poisson misreg. 40 high wiggly E(Y | X) 0.899 0.909 0.930 0.865
misregistration Poisson misreg. 100 high smooth E(Y | X) 0.910 0.914 0.924 0.850
misregistration Poisson misreg. 100 high wiggly E(Y | X) 0.906 0.909 0.919 0.850
misregistration binary misreg. 40 high wiggly alpha(t) 0.911 0.921 0.925 0.873
misregistration binary misreg. 100 high wiggly alpha(t) 0.913 0.917 0.917 0.818
misregistration Poisson misreg. 100 high smooth alpha(t) 0.905 0.909 0.910 0.848
misregistration Poisson misreg. 100 high wiggly alpha(t) 0.858 0.864 0.865 0.713
misregistration binary misreg. 40 high smooth gamma(t) 0.897 0.907 0.928 0.885
misregistration binary misreg. 40 high wiggly gamma(t) 0.867 0.877 0.900 0.740
misregistration binary misreg. 100 high wiggly gamma(t) 0.881 0.885 0.896 0.743
misregistration Poisson misreg. 40 high smooth gamma(t) 0.879 0.890 0.918 0.855
misregistration Poisson misreg. 40 high wiggly gamma(t) 0.873 0.882 0.909 0.810
misregistration Poisson misreg. 100 high smooth gamma(t) 0.894 0.899 0.915 0.840
misregistration Poisson misreg. 100 high wiggly gamma(t) 0.885 0.889 0.906 0.802
dense grid binary OU 100 mid smooth alpha(t) 0.919 0.924 0.925 0.887
dense grid binary smooth 100 mid smooth alpha(t) 0.920 0.923 0.925 0.890
rough truth binary iid 100 mid wiggly alpha(t) 0.921 0.924 0.924 0.775
rough truth binary smooth 100 mid wiggly alpha(t) 0.920 0.924 0.925 0.875
rough truth binary iid 100 mid wiggly gamma(t) 0.877 0.882 0.890 0.710
rough truth binary iid 100 high wiggly gamma(t) 0.916 0.920 0.928 0.868
low-rank covariate binary iid 100 mid smooth alpha(t) 0.923 0.927 0.927 0.785
low-rank covariate binary smooth 100 mid smooth alpha(t) 0.922 0.926 0.926 0.885
basis size binary smooth 100 mid smooth alpha(t) 0.915 0.919 0.920 0.865
basis size binary smooth 100 mid smooth alpha(t) 0.899 0.902 0.904 0.853
Table 26: Paired critical-value contrasts for REML + CL2, synthetic extension blocks and plasmode cells: coverage difference in pp (mean, minimum and maximum over cell × estimand rows) and width ratio. Satt diag: diagonal Gram matrix; Satt B2: df rescaled to the Bayesian variance.
setting contrast G rows diff (pp) diff min diff max width ratio width min width max
plasmode Satt - t 40 240 1.525 0.177 3.484 1.08 1.019 1.18
plasmode Satt - t all 240 0.686 0.000 2.032 1.03 1.002 1.09
plasmode Satt - z 40 240 2.287 0.839 4.274 1.11 1.052 1.22
plasmode Satt - z all 240 1.003 0.129 2.758 1.05 1.013 1.11
plasmode Satt B2 - t 40 240 1.357 0.097 3.290 1.07 1.013 1.17
plasmode Satt B2 - t all 240 0.613 -0.016 1.952 1.03 1.001 1.08
plasmode Satt diag - Satt 40 240 0.050 -0.355 2.242 1.01 0.991 1.10
plasmode Satt diag - Satt all 240 0.044 -0.129 1.177 1.00 0.996 1.05
synthetic extensions Satt - t 100 279 0.479 0.000 1.710 1.02 1.002 1.10
synthetic extensions Satt - t 40 36 1.351 0.339 2.855 1.06 1.013 1.15
synthetic extensions Satt - z 100 279 0.747 0.012 2.129 1.04 1.014 1.11
synthetic extensions Satt - z 40 36 2.158 0.737 3.984 1.10 1.045 1.19
synthetic extensions Satt B2 - t 100 279 0.332 -0.145 1.581 1.02 0.990 1.08
synthetic extensions Satt B2 - t 40 36 0.940 -0.226 2.403 1.05 0.994 1.14
synthetic extensions Satt diag - Satt 100 279 0.019 -0.081 0.661 1.00 0.998 1.04
synthetic extensions Satt diag - Satt 40 36 0.077 -0.145 0.806 1.01 0.995 1.12
Table 27: Plasmode cells (curve flips, attached residuals): coverage of REML + CL2 with z and Satterthwaite critical values per dataset and G, mean over truth × residual sources.
app G cells mean z mean Satt beta z beta Satt alpha z alpha Satt gamma z gamma Satt
ECG strain 40 12 0.936 0.964 0.934 0.959 0.949 0.967 0.943 0.977
ECG strain 78 12 0.944 0.960 0.944 0.957 0.949 0.960 0.951 0.967
AF trial 40 6 0.934 0.955 0.920 0.947 0.923 0.938 0.936 0.949
AF trial 118 6 0.946 0.953 0.938 0.947 0.943 0.948 0.946 0.949
running 40 6 0.922 0.948 0.902 0.931 0.927 0.950 0.926 0.951
running 90 6 0.933 0.944 0.919 0.932 0.939 0.950 0.933 0.943
DTI 40 6 0.918 0.944 0.917 0.943 0.936 0.956 0.933 0.951
DTI 92 6 0.932 0.943 0.927 0.938 0.937 0.947 0.932 0.937
gait 40 6 0.936 0.958 0.935 0.958 0.892 0.925 0.946 0.959
gait 138 6 0.943 0.950 0.939 0.946 0.930 0.939 0.932 0.938
ECG 8-lead 40 6 0.944 0.960 0.936 0.963 0.956 0.967 0.951 0.961
ECG 8-lead 100 6 0.952 0.959 0.942 0.955 0.956 0.960 0.960 0.963
ocean 40 6 0.932 0.958 0.928 0.956 0.931 0.954 0.933 0.954
ocean 116 6 0.935 0.943 0.925 0.936 0.943 0.947 0.947 0.952
weather 40 6 0.916 0.940 0.835 0.863 0.939 0.963 0.890 0.921
weather 73 6 0.924 0.938 0.882 0.899 0.927 0.943 0.907 0.927
electricity 40 6 0.922 0.943 0.914 0.941 0.859 0.879 0.966 0.977
electricity 102 6 0.927 0.936 0.927 0.941 0.904 0.912 0.950 0.953
Table 28: Per-point Satterthwaite df: range over cells of the cell’s median df, and the cell median relative to G − 1 (minimum, median, maximum over cells); synthetic cells outside the core block, plasmode cells by G (all = all subjects). Undefined: per-point df that were NA.
setting G estimand cells df min df max df/(G−1) min df/(G−1) median df/(G−1) max undefined
plasmode 40 mean 60 11.43 19.11 0.29 0.35 0.49 0
plasmode 40 beta 60 10.65 13.52 0.27 0.31 0.35 0
plasmode 40 alpha 60 12.36 20.92 0.32 0.35 0.54 0
plasmode 40 gamma 60 7.03 25.35 0.18 0.41 0.65 0
plasmode all mean 60 21.45 50.84 0.28 0.35 0.51 0
plasmode all beta 60 19.81 47.94 0.20 0.30 0.35 0
plasmode all alpha 60 22.62 57.98 0.24 0.34 0.59 0
plasmode all gamma 60 13.56 96.92 0.18 0.46 0.83 0
synthetic 20 mean 21 6.40 7.52 0.34 0.35 0.40 0
synthetic 20 beta 21 6.00 6.94 0.32 0.33 0.37 0
synthetic 20 alpha 21 8.44 12.20 0.44 0.52 0.64 0
synthetic 20 gamma 21 6.10 6.58 0.32 0.33 0.35 0
synthetic 40 mean 13 12.68 18.25 0.33 0.36 0.47 0
synthetic 40 beta 13 11.36 13.55 0.29 0.34 0.35 0
synthetic 40 alpha 13 24.53 35.97 0.63 0.65 0.92 0
synthetic 40 gamma 13 11.35 13.45 0.29 0.33 0.34 0
synthetic 100 mean 76 21.85 46.26 0.22 0.36 0.47 0
synthetic 100 beta 76 24.32 44.31 0.25 0.34 0.45 0
synthetic 100 alpha 67 71.99 96.05 0.73 0.83 0.97 0
synthetic 100 gamma 76 23.97 34.01 0.24 0.33 0.34 0

5.2 The core factorial at G = 20

Figure 12: Coverage of the four main intervals by number of curves G (log scale), mean over the core cells of each family and dependence class (all signal levels; dependent = OU and smooth errors); bars ± 2 MC SE, dashed: nominal 0.95.

Coverage. With dependent errors, REML + CL2 covers β, γ and the mean 0.89–0.92 at G = 20 (means over cells per family and estimand), against 0.92–0.94 at G = 40 and 0.94–0.95 at G = 100; for α the values are 0.85–0.91, 0.90–0.94 and 0.93–0.95, lowest for binary responses (Figure 12, Table 29). NCV + CL2 drops to 0.78–0.90, with 5% pointwise quantiles down to 0.50; it should not be used at this G. The bias-aware NCV interval covers 0.91–0.97 and the model-based REML interval 0.58–0.77. With independent errors, binary α and γ undercover for every arm, including the model-based interval (0.85–0.93; model-based 0.885 for α and 0.928 for γ), so this shortfall is a small-sample problem of the binary fit, not of the sandwich. REML + CL2 intervals at G = 20 are 1.14–2.10 times as wide as at G = 40 (per cell; geometric mean 1.50; Table 30).

Satterthwaite at G = 20 (mid signal only; the Satterthwaite runs cover only the mid-signal cells at this G). With dependent errors, REML + CL2 with the Satterthwaite critical value covers 0.94–0.96 for β, γ and the mean, against 0.89–0.92 with z and 0.91–0.93 with \(t_{G-1}\) (Table 31). Binary α stays at 0.897 (dependent) and 0.844 (independent). With independent Gaussian and Poisson errors Satterthwaite overcovers β, γ and the mean (0.972–0.998).

Accuracy and detection. At G = 20 with dependent errors, the per-replicate median relative error of β is Gaussian 0.30 vs 1.19, Poisson 0.29 vs 0.86, binary 0.74 vs 2.43 (NCV vs REML; medians over cells), and the cell-level relative RMSE is also lower for NCV in every family (Table 32). Detection of clearly non-zero β is 0.17–0.46 for REML + CL2 and 0.11–0.52 for the bias-aware NCV interval (G = 100: 0.42–0.83 and 0.47–0.87).

Table 29: Core factorial at G = 20: coverage (mean 5% pointwise quantile) per arm, mean over the cells of each family, dependence class and estimand (all signal levels).
family dependence estimand REML, model-based REML + CL2 NCV + CL2 NCV + CL2, bias-aware
Gaussian independent E(Y | X) 0.966 (0.93) 0.949 (0.91) 0.941 (0.90) 0.949 (0.91)
Gaussian independent beta(s,t) 0.992 (0.97) 0.987 (0.96) 0.983 (0.95) 0.988 (0.96)
Gaussian independent alpha(t) 0.952 (0.89) 0.934 (0.86) 0.932 (0.86) 0.937 (0.87)
Gaussian independent gamma(t) 0.956 (0.93) 0.932 (0.91) 0.927 (0.90) 0.932 (0.91)
Gaussian dependent E(Y | X) 0.576 (0.50) 0.909 (0.87) 0.875 (0.79) 0.943 (0.90)
Gaussian dependent beta(s,t) 0.597 (0.51) 0.912 (0.88) 0.882 (0.80) 0.975 (0.95)
Gaussian dependent alpha(t) 0.580 (0.51) 0.904 (0.86) 0.864 (0.71) 0.920 (0.83)
Gaussian dependent gamma(t) 0.589 (0.53) 0.917 (0.89) 0.872 (0.81) 0.927 (0.89)
Poisson independent E(Y | X) 0.968 (0.94) 0.950 (0.92) 0.934 (0.89) 0.945 (0.91)
Poisson independent beta(s,t) 0.993 (0.98) 0.989 (0.96) 0.982 (0.95) 0.989 (0.96)
Poisson independent alpha(t) 0.956 (0.91) 0.939 (0.90) 0.920 (0.85) 0.935 (0.89)
Poisson independent gamma(t) 0.955 (0.93) 0.931 (0.91) 0.918 (0.90) 0.928 (0.91)
Poisson dependent E(Y | X) 0.650 (0.57) 0.907 (0.87) 0.874 (0.80) 0.934 (0.89)
Poisson dependent beta(s,t) 0.685 (0.59) 0.912 (0.88) 0.903 (0.84) 0.969 (0.94)
Poisson dependent alpha(t) 0.645 (0.56) 0.906 (0.85) 0.864 (0.76) 0.923 (0.85)
Poisson dependent gamma(t) 0.662 (0.60) 0.914 (0.88) 0.862 (0.80) 0.919 (0.88)
binary independent E(Y | X) 0.939 (0.85) 0.903 (0.79) 0.907 (0.82) 0.926 (0.84)
binary independent beta(s,t) 0.957 (0.86) 0.935 (0.82) 0.947 (0.87) 0.959 (0.88)
binary independent alpha(t) 0.885 (0.76) 0.847 (0.66) 0.850 (0.66) 0.872 (0.71)
binary independent gamma(t) 0.928 (0.87) 0.875 (0.78) 0.874 (0.79) 0.893 (0.81)
binary dependent E(Y | X) 0.722 (0.64) 0.895 (0.85) 0.831 (0.69) 0.936 (0.87)
binary dependent beta(s,t) 0.774 (0.70) 0.912 (0.88) 0.783 (0.62) 0.954 (0.90)
binary dependent alpha(t) 0.680 (0.57) 0.852 (0.77) 0.832 (0.67) 0.932 (0.80)
binary dependent gamma(t) 0.721 (0.66) 0.895 (0.85) 0.815 (0.71) 0.913 (0.85)
Table 30: Coverage of REML + CL2 (REML) and NCV + CL2 (NCV) at G = 20, 40 and 100 (core cells, all signal levels, mean over cells), and the width of REML + CL2 at G = 20 relative to G = 40 (width; geometric mean of per-cell ratios).
family dependence estimand REML 20 REML 40 REML 100 NCV 20 NCV 40 NCV 100 width
Gaussian indep. alpha 0.934 0.945 0.953 0.932 0.939 0.945 1.42
Gaussian indep. beta 0.987 0.987 0.985 0.983 0.982 0.981 1.32
Gaussian indep. gamma 0.932 0.946 0.950 0.927 0.937 0.944 1.44
Gaussian indep. mean 0.949 0.957 0.960 0.941 0.947 0.950 1.41
Gaussian dep. alpha 0.904 0.937 0.950 0.864 0.904 0.937 1.51
Gaussian dep. beta 0.912 0.926 0.942 0.882 0.918 0.932 1.65
Gaussian dep. gamma 0.917 0.942 0.943 0.872 0.912 0.925 1.54
Gaussian dep. mean 0.909 0.931 0.943 0.875 0.912 0.928 1.56
Poisson indep. alpha 0.939 0.952 0.950 0.920 0.933 0.931 1.41
Poisson indep. beta 0.989 0.988 0.982 0.982 0.983 0.979 1.35
Poisson indep. gamma 0.931 0.945 0.949 0.918 0.933 0.942 1.48
Poisson indep. mean 0.950 0.956 0.958 0.934 0.943 0.945 1.50
Poisson dep. alpha 0.906 0.938 0.949 0.864 0.903 0.924 1.47
Poisson dep. beta 0.912 0.928 0.943 0.903 0.923 0.933 1.53
Poisson dep. gamma 0.914 0.937 0.941 0.862 0.904 0.924 1.55
Poisson dep. mean 0.907 0.932 0.943 0.874 0.908 0.925 1.83
binary indep. alpha 0.847 0.899 0.936 0.850 0.896 0.922 1.26
binary indep. beta 0.935 0.979 0.990 0.947 0.975 0.981 1.20
binary indep. gamma 0.875 0.906 0.929 0.874 0.893 0.917 1.34
binary indep. mean 0.903 0.937 0.954 0.907 0.930 0.941 1.31
binary dep. alpha 0.852 0.900 0.928 0.832 0.853 0.873 1.54
binary dep. beta 0.912 0.934 0.951 0.783 0.844 0.913 1.63
binary dep. gamma 0.895 0.922 0.936 0.815 0.822 0.867 1.59
binary dep. mean 0.895 0.925 0.942 0.831 0.861 0.895 1.38
Table 31: REML + CL2 with z, t(G − 1) and Satterthwaite critical values, core cells at mid signal: coverage at G = 20 (q05: the Satterthwaite 5% pointwise quantile), 40 and 100, mean over the cells of each family, dependence class and estimand.
family dependence estimand z 20 t 20 Satt 20 q05 20 z 40 Satt 40 z 100 Satt 100
Gaussian indep. alpha 0.939 0.952 0.963 0.915 0.947 0.956 0.956 0.959
Gaussian indep. beta 0.989 0.993 0.998 0.990 0.989 0.995 0.986 0.989
Gaussian indep. gamma 0.937 0.950 0.974 0.955 0.951 0.969 0.950 0.959
Gaussian indep. mean 0.952 0.964 0.982 0.965 0.958 0.973 0.961 0.967
Gaussian dep. alpha 0.905 0.922 0.945 0.911 0.938 0.952 0.951 0.953
Gaussian dep. beta 0.913 0.930 0.961 0.938 0.926 0.950 0.942 0.951
Gaussian dep. gamma 0.918 0.934 0.964 0.948 0.942 0.961 0.943 0.953
Gaussian dep. mean 0.909 0.927 0.958 0.935 0.931 0.953 0.943 0.951
Poisson indep. alpha 0.937 0.953 0.963 0.912 0.953 0.961 0.951 0.954
Poisson indep. beta 0.990 0.993 0.998 0.990 0.989 0.995 0.986 0.989
Poisson indep. gamma 0.930 0.943 0.972 0.953 0.948 0.967 0.955 0.965
Poisson indep. mean 0.949 0.961 0.981 0.960 0.958 0.974 0.960 0.967
Poisson dep. alpha 0.904 0.923 0.941 0.891 0.934 0.945 0.949 0.952
Poisson dep. beta 0.912 0.929 0.960 0.935 0.928 0.953 0.943 0.953
Poisson dep. gamma 0.915 0.931 0.962 0.946 0.940 0.963 0.941 0.951
Poisson dep. mean 0.908 0.925 0.956 0.930 0.932 0.954 0.944 0.953
binary indep. alpha 0.804 0.825 0.844 0.613 0.859 0.872 0.924 0.927
binary indep. beta 0.898 0.911 0.933 0.800 0.973 0.982 0.990 0.993
binary indep. gamma 0.850 0.872 0.914 0.833 0.890 0.918 0.923 0.932
binary indep. mean 0.879 0.898 0.927 0.810 0.925 0.946 0.949 0.957
binary dep. alpha 0.856 0.879 0.897 0.821 0.894 0.909 0.923 0.928
binary dep. beta 0.910 0.928 0.958 0.935 0.932 0.954 0.951 0.960
binary dep. gamma 0.895 0.914 0.950 0.919 0.921 0.945 0.931 0.941
binary dep. mean 0.895 0.915 0.945 0.913 0.924 0.946 0.940 0.949
Table 32: Relative error of the REML and NCV estimates (cell level: root of the cell’s MSE over the truth’s mean square; rep. median: med.: median over replicates of the per-replicate relative error), median over cells, and detection of clearly non-zero β (mean over cells) for REML + CL2 and the bias-aware NCV interval (NCV-b), core cells by G.
estimand family dependence G cells REML cell NCV cell REML med. NCV med. det. REML det. NCV-b
mean Gaussian indep. 20 3 0.197 0.197 0.193 0.193
mean Gaussian indep. 40 3 0.139 0.138 0.135 0.133
mean Gaussian indep. 100 3 0.091 0.089 0.091 0.088
mean Gaussian dep. 20 6 0.595 0.427 0.570 0.402
mean Gaussian dep. 40 6 0.365 0.283 0.358 0.270
mean Gaussian dep. 100 6 0.217 0.181 0.215 0.178
mean Poisson indep. 20 2 0.177 0.185 0.156 0.160
mean Poisson indep. 40 2 0.114 0.114 0.103 0.103
mean Poisson indep. 100 2 0.070 0.069 0.067 0.065
mean Poisson dep. 20 4 0.674 0.405 0.470 0.351
mean Poisson dep. 40 4 0.328 0.244 0.280 0.217
mean Poisson dep. 100 4 0.176 0.143 0.160 0.130
mean binary indep. 20 2 0.572 0.604 0.539 0.566
mean binary indep. 40 2 0.398 0.412 0.386 0.393
mean binary indep. 100 2 0.262 0.268 0.258 0.260
mean binary dep. 20 4 1.452 1.031 1.352 0.971
mean binary dep. 40 4 0.905 0.734 0.868 0.704
mean binary dep. 100 4 0.549 0.482 0.530 0.468
beta Gaussian indep. 20 3 0.193 0.182 0.185 0.159 0.903 0.912
beta Gaussian indep. 40 3 0.150 0.139 0.146 0.116 0.948 0.959
beta Gaussian indep. 100 3 0.112 0.090 0.109 0.083 0.977 0.982
beta Gaussian dep. 20 6 1.491 0.484 1.188 0.301 0.361 0.419
beta Gaussian dep. 40 6 0.865 0.287 0.680 0.216 0.533 0.601
beta Gaussian dep. 100 6 0.461 0.187 0.353 0.152 0.737 0.796
beta Poisson indep. 20 2 0.195 0.191 0.189 0.162 0.921 0.930
beta Poisson indep. 40 2 0.149 0.126 0.145 0.118 0.956 0.964
beta Poisson indep. 100 2 0.110 0.090 0.108 0.082 0.980 0.986
beta Poisson dep. 20 4 1.217 0.471 0.865 0.289 0.456 0.523
beta Poisson dep. 40 4 0.728 0.264 0.571 0.206 0.628 0.703
beta Poisson dep. 100 4 0.403 0.178 0.322 0.141 0.833 0.874
beta binary indep. 20 2 0.494 0.610 0.449 0.440 0.595 0.548
beta binary indep. 40 2 0.358 0.376 0.340 0.317 0.744 0.747
beta binary indep. 100 2 0.257 0.261 0.246 0.229 0.862 0.879
beta binary dep. 20 4 3.586 1.133 2.428 0.743 0.169 0.108
beta binary dep. 40 4 1.837 0.795 1.479 0.577 0.245 0.241
beta binary dep. 100 4 0.989 0.441 0.853 0.359 0.415 0.475

5.3 A null effect: β = 0

Pointwise false-positive rate (share of grid points whose interval excludes zero; nominal 5%; Table 33). With smooth errors, REML + CL2 has 5.4–7.6 pp, with \(t_{G-1}\) 5.1–6.8 pp and with Satterthwaite 4.6–5.2 pp. The model-based intervals reach 22.8–39.9 pp (REML) and 46.2–57.3 pp (NCV), NCV + CL2 11.1–15.1 pp. With independent errors REML + CL2 has 4.2–5.0 pp at G = 100 and 5.6 pp for binary at G = 40.

The exception is Gaussian, independent errors, G = 40: REML + CL2 has 9.5 pp (MC SE 1.8 pp) and Satterthwaite 7.5 pp, against 5.0 pp at G = 100. The excluded points are concentrated in a minority of replicates: 0.18 of the replicates have more than 5% of the grid excluding zero, and the 90% quantile of the per-replicate share is 0.24. Under β = 0 the REML fit shrinks β close to the null space of its penalty in most replicates, and in the remaining ones a large part of the grid excludes zero. This is the known weakness of Bayesian smoother intervals for terms shrunk to the penalty null space (Marra and Wood, 2012). It does not carry over to the non-null core cells, where the REML ff term is far from the null space (mean EDF 28.0 in the matching core cell).

The bias-aware NCV interval has the lowest rate under smooth errors (1.7–1.8 pp). Its variance is the NCV + CL2 variance plus (NCV − REML)², and under β = 0 the REML estimate is noisy (RMS 0.70–2.04 against 0.12–0.41 for NCV), so the low rate reflects inflated widths, not calibration.

Replicates with excluded points (descriptive; Table 34). Under smooth errors, 0.77–0.92 of the replicates have at least one grid point where the REML + CL2 interval excludes zero (0.72–0.83 with Satterthwaite) and 0.42–0.62 have more than 5% of the grid excluding zero. These shares are not error rates: the intervals are pointwise, and a statement that β is zero everywhere needs a simultaneous band or a global test, which this study does not evaluate.

Size of the null estimate (Table 35; RMS over the grid, mean over replicates). The NCV estimate is 0.15–0.21 times the REML estimate’s RMS under smooth errors and 1.56–1.68 times under independent errors.

Other estimands (Table 36). REML + CL2 covers the mean, α and γ at 0.90–0.95 under smooth errors and 0.85–0.95 under independent errors; for α and γ the difference to the matching non-null core cell is -0.7 to 1.6 pp. Its lowest value is α in the binary cell with independent errors at G = 40 (0.852). NCV + CL2 covers 0.84–0.94 under smooth errors, the bias-aware NCV interval 0.91–0.97.

Table 33: β = 0: pointwise false-positive rate in % (MC SE), the share of grid points whose 95% interval excludes zero, mean over replicates. Bias-aware: NCV + CL2 with the squared NCV − REML difference added to the variance.
family error G REML, model-based REML + CL2 REML + CL2, t(G−1) REML + CL2, Satt NCV, model-based NCV + CL2 NCV + CL2, bias-aware
Gaussian iid 40 2.4 (0.9) 9.5 (1.8) 8.6 (1.7) 7.5 (1.7) 6.6 (1.4) 9.6 (1.7) 7.9 (1.7)
Gaussian iid 100 0.9 (0.4) 5.0 (1.3) 4.9 (1.3) 4.6 (1.3) 4.0 (0.9) 4.7 (1.0) 3.5 (1.0)
Gaussian smooth 40 39.9 (1.1) 7.6 (0.5) 6.8 (0.4) 5.2 (0.4) 51.6 (2.6) 13.0 (1.5) 1.7 (0.3)
Gaussian smooth 100 36.1 (1.0) 5.8 (0.4) 5.5 (0.4) 4.9 (0.3) 57.3 (2.6) 15.1 (1.9) 1.7 (0.3)
binary iid 40 0.9 (0.4) 5.6 (1.3) 4.8 (1.2) 2.9 (0.9) 4.0 (0.9) 6.0 (1.2) 3.5 (1.0)
binary iid 100 1.5 (0.7) 4.2 (1.2) 3.4 (1.1) 3.1 (1.0) 3.3 (0.9) 4.8 (1.1) 3.7 (1.1)
binary smooth 40 25.0 (1.1) 7.1 (0.5) 6.3 (0.5) 4.8 (0.4) 46.2 (2.5) 11.1 (1.4) 1.8 (0.3)
binary smooth 100 22.8 (1.1) 5.4 (0.4) 5.1 (0.4) 4.6 (0.4) 47.6 (2.7) 11.8 (1.6) 1.8 (0.4)
Table 34: β = 0, descriptive: share of replicates with at least one grid point excluding zero / with more than 5% of the grid excluding zero. Not error rates (pointwise intervals).
family error G REML, model-based REML + CL2 REML + CL2, t(G−1) REML + CL2, Satt NCV, model-based NCV + CL2 NCV + CL2, bias-aware
Gaussian iid 40 0.07 / 0.06 0.20 / 0.18 0.18 / 0.17 0.15 / 0.14 0.24 / 0.18 0.29 / 0.22 0.16 / 0.14
Gaussian iid 100 0.04 / 0.03 0.14 / 0.11 0.12 / 0.11 0.12 / 0.10 0.23 / 0.16 0.24 / 0.17 0.10 / 0.09
Gaussian smooth 40 1.00 / 0.98 0.92 / 0.62 0.88 / 0.56 0.83 / 0.41 0.73 / 0.73 0.41 / 0.41 0.40 / 0.10
Gaussian smooth 100 0.99 / 0.97 0.86 / 0.48 0.86 / 0.45 0.81 / 0.41 0.80 / 0.80 0.41 / 0.40 0.38 / 0.12
binary iid 40 0.04 / 0.04 0.14 / 0.14 0.14 / 0.12 0.11 / 0.09 0.23 / 0.17 0.27 / 0.20 0.12 / 0.10
binary iid 100 0.04 / 0.04 0.13 / 0.10 0.12 / 0.09 0.10 / 0.08 0.22 / 0.14 0.27 / 0.16 0.12 / 0.09
binary smooth 40 0.94 / 0.89 0.83 / 0.54 0.81 / 0.48 0.76 / 0.33 0.73 / 0.73 0.37 / 0.35 0.34 / 0.09
binary smooth 100 0.94 / 0.87 0.77 / 0.42 0.75 / 0.40 0.72 / 0.34 0.73 / 0.73 0.34 / 0.33 0.32 / 0.12
Table 35: β = 0: RMS of the REML and NCV estimates of β over the grid (mean over replicates) and their ratio.
family error G RMS REML RMS NCV NCV / REML
Gaussian iid 40 0.036 0.059 1.623
Gaussian iid 100 0.021 0.034 1.629
Gaussian smooth 40 1.398 0.205 0.146
Gaussian smooth 100 0.702 0.117 0.166
binary iid 40 0.084 0.142 1.685
binary iid 100 0.053 0.083 1.558
binary smooth 40 2.043 0.410 0.201
binary smooth 100 1.005 0.208 0.207
Table 36: β = 0: coverage of the other estimands per arm, and REML + CL2 in the matching non-null core cell for α and γ (whose truths are unchanged).
family error G estimand REML, model-based REML + CL2 NCV + CL2 NCV + CL2, bias-aware REML + CL2, core cell
Gaussian iid 40 E(Y | X) 0.961 0.944 0.935 0.944
Gaussian iid 40 alpha(t) 0.951 0.944 0.934 0.939 0.947
Gaussian iid 40 gamma(t) 0.961 0.949 0.944 0.947 0.951
Gaussian iid 100 E(Y | X) 0.961 0.948 0.941 0.949
Gaussian iid 100 alpha(t) 0.954 0.952 0.939 0.945 0.956
Gaussian iid 100 gamma(t) 0.961 0.951 0.946 0.951 0.950
Gaussian smooth 40 E(Y | X) 0.600 0.930 0.918 0.965
Gaussian smooth 40 alpha(t) 0.616 0.936 0.922 0.940 0.937
Gaussian smooth 40 gamma(t) 0.621 0.945 0.928 0.947 0.946
Gaussian smooth 100 E(Y | X) 0.624 0.943 0.926 0.967
Gaussian smooth 100 alpha(t) 0.641 0.950 0.939 0.950 0.950
Gaussian smooth 100 gamma(t) 0.654 0.949 0.936 0.948 0.948
binary iid 40 E(Y | X) 0.941 0.893 0.898 0.918
binary iid 40 alpha(t) 0.900 0.852 0.870 0.884 0.859
binary iid 40 gamma(t) 0.938 0.888 0.878 0.897 0.890
binary iid 100 E(Y | X) 0.953 0.925 0.926 0.936
binary iid 100 alpha(t) 0.943 0.923 0.923 0.930 0.924
binary iid 100 gamma(t) 0.944 0.918 0.916 0.920 0.923
binary smooth 40 E(Y | X) 0.705 0.923 0.872 0.953
binary smooth 40 alpha(t) 0.680 0.901 0.869 0.925 0.885
binary smooth 40 gamma(t) 0.699 0.930 0.845 0.912 0.922
binary smooth 100 E(Y | X) 0.716 0.938 0.873 0.943
binary smooth 100 alpha(t) 0.714 0.925 0.860 0.917 0.920
binary smooth 100 gamma(t) 0.715 0.937 0.854 0.905 0.939

6 Misspecified truth

Does REML + CL2 cover the true surface when β(s,t) is not in the spline space, and does a larger basis repair it? (misspec/, Gaussian, R² 0.5, D = 61, M1, R = 200.) Three truths, each scored against the exact functions rather than their basis projection: T0 the study’s smooth β (control); T1 = T0 + a 2-D Gaussian bump (sd 0.05, centre (0.3, 0.6)); T2 = T0 + Σ_{j=12..16} √2 cos(jπs) sin(πt), directions the functional covariates barely excite. Each feature carries 20% of the β-term signal, then β is rescaled to the study’s signal; α and γ are the study’s. Cells: truth × {iid G = 100, smooth G = 100, smooth G = 40} × basis {default: ff 8 × 10, t 12; xlarge: ff 23 × 31, t 39}. Arms: REML model-based, REML + CL2 (Bayesian and frequentist), NCV + CL2 (Bayesian); z intervals. The NCV fits in the xlarge cells use replicates 1–100 only; the T0 xlarge G = 100 cells are the study’s cells (replicates 1–4 recomputed). Common random numbers against the study’s records of the T0 cells: REML estimates and SEs agree to about 1e-12, NCV estimates to 2.3e-06 absolute. Bump region: β grid points within 2 sd (elliptical) of the bump centre.

Figure 13: Misspecified truth: coverage of the exact β(s,t) and test-cohort mean by truth (rows), setting (columns), basis (colour) and interval (y axis); bars ± 2 MC SE; dashed: nominal 0.95. Open symbols for β in the T1 row: coverage inside the bump region.

Control (T0). REML + CL2 covers β at 0.93–1.00 and the mean at 0.93–0.98; model-based intervals under smooth errors cover β at 0.60–0.67, as in the main study.

Default basis. Approximation bias lowers the coverage of β and the mean sharply under T2 and inside T1’s bump. T1: REML + CL2 covers β at 0.88–0.91 on average but only 0.17–0.58 inside the bump region, where bias-eliminated coverage is 0.92–0.95 (Table 39): the loss is bias, not variance. T2: REML + CL2 covers β at 0.30–0.56 and the mean at 0.61–0.85; mean |bias|/SD for β is 1.9–7.9. NCV + CL2 is no better (β 0.27–0.33).

xlarge basis. Under smooth errors REML + CL2 recovers the control’s (T0) coverage of the exact truth: β 0.93–0.95, mean 0.94–0.95, T1 bump region 0.93–0.94; the paired gain for T2 β at G = 100 is 49 pp (Table 41). Under iid errors it does not: T1 bump region 0.61, T2 β 0.86 (mean |bias|/SD for β 0.29 and 1.03, against 0.05–0.25 under smooth errors). NCV + CL2 stays biased even with the xlarge basis: T1 bump region 0.20–0.50, T2 β under smooth errors 0.41–0.79 (NCV in the xlarge cells: 100 replicates, MC SE up to 0.016). The xlarge REML coverage is bought with very variable estimates: REML’s β MSE under smooth errors is 11.8–66.9 against 0.12–39.47 for NCV (default basis REML: 0.8–40.5; Table 42).

α and γ are unaffected: REML + CL2 covers them at 0.93–0.98 in every cell.

Table 37: Misspecified truths: feature amplitude, the feature’s share of ∫β², and the relative L2 error and residual share of the β-term signal after projecting the full β onto the default and xlarge ff tensor spaces.
truth amplitude share ∫β² rel. L2 err. default resid. signal default rel. L2 err. xlarge resid. signal xlarge
T0 smooth 0.0 0.00 0.00 0.000 0.000 0.000
T1 bump 9.3 0.21 0.26 0.023 0.004 0.000
T2 weak 3.8 0.93 0.89 0.220 0.097 0.001
Table 38: Misspecified truth: coverage of the exact truth (grid average, MC SE) per estimand, truth, setting, basis and interval.
estimand truth setting basis REML model-based REML + CL2 REML + CL2 (freq.) NCV + CL2
alpha T0 smooth iid, G = 100 default 0.956 (0.004) 0.956 (0.004) 0.941 (0.005) 0.945 (0.005)
alpha T0 smooth iid, G = 100 xlarge 0.978 (0.002) 0.975 (0.002) 0.940 (0.004) 0.967 (0.004)
alpha T0 smooth smooth, G = 100 default 0.641 (0.011) 0.950 (0.005) 0.948 (0.005) 0.941 (0.006)
alpha T0 smooth smooth, G = 100 xlarge 0.739 (0.010) 0.954 (0.004) 0.942 (0.005) 0.944 (0.007)
alpha T0 smooth smooth, G = 40 default 0.614 (0.013) 0.937 (0.007) 0.933 (0.007) 0.919 (0.008)
alpha T0 smooth smooth, G = 40 xlarge 0.640 (0.012) 0.938 (0.006) 0.926 (0.007) 0.932 (0.009)
alpha T1 bump iid, G = 100 default 0.953 (0.004) 0.954 (0.004) 0.941 (0.005) 0.947 (0.005)
alpha T1 bump iid, G = 100 xlarge 0.978 (0.002) 0.974 (0.003) 0.942 (0.004) 0.966 (0.004)
alpha T1 bump smooth, G = 100 default 0.645 (0.011) 0.949 (0.005) 0.947 (0.005) 0.937 (0.006)
alpha T1 bump smooth, G = 100 xlarge 0.739 (0.010) 0.955 (0.004) 0.942 (0.005) 0.943 (0.007)
alpha T1 bump smooth, G = 40 default 0.616 (0.013) 0.935 (0.007) 0.932 (0.007) 0.919 (0.008)
alpha T1 bump smooth, G = 40 xlarge 0.641 (0.012) 0.938 (0.006) 0.926 (0.007) 0.927 (0.009)
alpha T2 weak iid, G = 100 default 0.842 (0.012) 0.945 (0.007) 0.937 (0.007) 0.941 (0.007)
alpha T2 weak iid, G = 100 xlarge 0.975 (0.003) 0.973 (0.003) 0.939 (0.004) 0.968 (0.004)
alpha T2 weak smooth, G = 100 default 0.634 (0.013) 0.946 (0.006) 0.944 (0.006) 0.936 (0.006)
alpha T2 weak smooth, G = 100 xlarge 0.732 (0.010) 0.955 (0.004) 0.941 (0.005) 0.941 (0.007)
alpha T2 weak smooth, G = 40 default 0.597 (0.013) 0.936 (0.007) 0.932 (0.008) 0.929 (0.008)
alpha T2 weak smooth, G = 40 xlarge 0.629 (0.013) 0.936 (0.006) 0.926 (0.007) 0.939 (0.009)
beta T0 smooth iid, G = 100 default 0.989 (0.001) 0.986 (0.001) 0.940 (0.003) 0.982 (0.001)
beta T0 smooth iid, G = 100 xlarge 1.000 (0.000) 1.000 (0.000) 0.942 (0.002) 0.999 (0.000)
beta T0 smooth smooth, G = 100 default 0.657 (0.008) 0.944 (0.003) 0.935 (0.003) 0.934 (0.004)
beta T0 smooth smooth, G = 100 xlarge 0.673 (0.006) 0.954 (0.002) 0.939 (0.002) 0.972 (0.003)
beta T0 smooth smooth, G = 40 default 0.615 (0.009) 0.926 (0.004) 0.915 (0.004) 0.924 (0.005)
beta T0 smooth smooth, G = 40 xlarge 0.604 (0.006) 0.938 (0.003) 0.923 (0.003) 0.963 (0.003)
beta T1 bump iid, G = 100 default 0.882 (0.001) 0.878 (0.001) 0.823 (0.002) 0.875 (0.002)
beta T1 bump iid, G = 100 xlarge 0.983 (0.000) 0.982 (0.000) 0.907 (0.001) 0.974 (0.001)
beta T1 bump smooth, G = 100 default 0.620 (0.006) 0.908 (0.003) 0.899 (0.003) 0.866 (0.003)
beta T1 bump smooth, G = 100 xlarge 0.681 (0.005) 0.955 (0.002) 0.939 (0.002) 0.932 (0.002)
beta T1 bump smooth, G = 40 default 0.604 (0.008) 0.909 (0.003) 0.898 (0.004) 0.875 (0.004)
beta T1 bump smooth, G = 40 xlarge 0.607 (0.006) 0.938 (0.003) 0.924 (0.003) 0.930 (0.003)
beta T2 weak iid, G = 100 default 0.265 (0.002) 0.299 (0.002) 0.273 (0.002) 0.275 (0.005)
beta T2 weak iid, G = 100 xlarge 0.856 (0.002) 0.860 (0.002) 0.769 (0.003) 0.887 (0.004)
beta T2 weak smooth, G = 100 default 0.251 (0.002) 0.441 (0.003) 0.433 (0.004) 0.275 (0.004)
beta T2 weak smooth, G = 100 xlarge 0.621 (0.005) 0.935 (0.002) 0.920 (0.002) 0.791 (0.016)
beta T2 weak smooth, G = 40 default 0.293 (0.003) 0.559 (0.004) 0.548 (0.004) 0.333 (0.004)
beta T2 weak smooth, G = 40 xlarge 0.579 (0.005) 0.932 (0.003) 0.918 (0.003) 0.409 (0.014)
gamma T0 smooth iid, G = 100 default 0.960 (0.004) 0.950 (0.005) 0.937 (0.005) 0.946 (0.005)
gamma T0 smooth iid, G = 100 xlarge 0.976 (0.002) 0.973 (0.003) 0.936 (0.004) 0.966 (0.004)
gamma T0 smooth smooth, G = 100 default 0.655 (0.012) 0.948 (0.005) 0.945 (0.006) 0.935 (0.006)
gamma T0 smooth smooth, G = 100 xlarge 0.734 (0.011) 0.950 (0.005) 0.939 (0.005) 0.935 (0.007)
gamma T0 smooth smooth, G = 40 default 0.621 (0.012) 0.946 (0.006) 0.941 (0.006) 0.927 (0.007)
gamma T0 smooth smooth, G = 40 xlarge 0.643 (0.013) 0.932 (0.007) 0.921 (0.007) 0.929 (0.010)
gamma T1 bump iid, G = 100 default 0.956 (0.004) 0.949 (0.004) 0.937 (0.005) 0.944 (0.005)
gamma T1 bump iid, G = 100 xlarge 0.976 (0.002) 0.975 (0.002) 0.936 (0.004) 0.968 (0.004)
gamma T1 bump smooth, G = 100 default 0.657 (0.012) 0.950 (0.005) 0.947 (0.005) 0.936 (0.006)
gamma T1 bump smooth, G = 100 xlarge 0.736 (0.011) 0.950 (0.005) 0.937 (0.005) 0.939 (0.007)
gamma T1 bump smooth, G = 40 default 0.630 (0.013) 0.947 (0.006) 0.942 (0.006) 0.927 (0.007)
gamma T1 bump smooth, G = 40 xlarge 0.640 (0.013) 0.932 (0.007) 0.922 (0.007) 0.924 (0.010)
gamma T2 weak iid, G = 100 default 0.839 (0.012) 0.946 (0.008) 0.935 (0.009) 0.930 (0.009)
gamma T2 weak iid, G = 100 xlarge 0.975 (0.003) 0.974 (0.003) 0.935 (0.004) 0.966 (0.004)
gamma T2 weak smooth, G = 100 default 0.622 (0.013) 0.944 (0.007) 0.940 (0.007) 0.933 (0.007)
gamma T2 weak smooth, G = 100 xlarge 0.729 (0.011) 0.950 (0.005) 0.937 (0.005) 0.931 (0.008)
gamma T2 weak smooth, G = 40 default 0.604 (0.013) 0.945 (0.007) 0.940 (0.007) 0.936 (0.007)
gamma T2 weak smooth, G = 40 xlarge 0.635 (0.013) 0.934 (0.007) 0.922 (0.007) 0.931 (0.010)
mean T0 smooth iid, G = 100 default 0.967 (0.001) 0.961 (0.002) 0.939 (0.002) 0.950 (0.002)
mean T0 smooth iid, G = 100 xlarge 0.985 (0.001) 0.982 (0.001) 0.938 (0.001) 0.974 (0.001)
mean T0 smooth smooth, G = 100 default 0.634 (0.005) 0.944 (0.002) 0.940 (0.002) 0.929 (0.003)
mean T0 smooth smooth, G = 100 xlarge 0.706 (0.003) 0.951 (0.002) 0.939 (0.002) 0.943 (0.003)
mean T0 smooth smooth, G = 40 default 0.606 (0.005) 0.931 (0.003) 0.926 (0.003) 0.922 (0.004)
mean T0 smooth smooth, G = 40 xlarge 0.633 (0.004) 0.938 (0.002) 0.926 (0.002) 0.935 (0.004)
mean T1 bump iid, G = 100 default 0.815 (0.001) 0.810 (0.002) 0.781 (0.002) 0.807 (0.002)
mean T1 bump iid, G = 100 xlarge 0.966 (0.001) 0.964 (0.001) 0.914 (0.001) 0.953 (0.001)
mean T1 bump smooth, G = 100 default 0.582 (0.004) 0.898 (0.002) 0.894 (0.002) 0.868 (0.002)
mean T1 bump smooth, G = 100 xlarge 0.708 (0.003) 0.950 (0.001) 0.938 (0.002) 0.922 (0.003)
mean T1 bump smooth, G = 40 default 0.584 (0.005) 0.912 (0.003) 0.906 (0.003) 0.886 (0.004)
mean T1 bump smooth, G = 40 xlarge 0.633 (0.004) 0.938 (0.002) 0.926 (0.002) 0.916 (0.004)
mean T2 weak iid, G = 100 default 0.506 (0.002) 0.614 (0.003) 0.591 (0.003) 0.597 (0.004)
mean T2 weak iid, G = 100 xlarge 0.948 (0.001) 0.949 (0.001) 0.896 (0.002) 0.957 (0.002)
mean T2 weak smooth, G = 100 default 0.439 (0.003) 0.771 (0.003) 0.765 (0.003) 0.686 (0.003)
mean T2 weak smooth, G = 100 xlarge 0.697 (0.003) 0.948 (0.002) 0.937 (0.002) 0.895 (0.007)
mean T2 weak smooth, G = 40 default 0.478 (0.004) 0.851 (0.003) 0.844 (0.004) 0.775 (0.004)
mean T2 weak smooth, G = 40 xlarge 0.622 (0.004) 0.937 (0.002) 0.926 (0.002) 0.801 (0.005)
Table 39: T1 (bump): coverage of β inside the bump region and elsewhere, and bias-eliminated coverage inside the bump region.
setting basis arm bump_region elsewhere bump_region_bias_elim
iid, G = 100 default REML model-based 0.172 0.901 0.955
iid, G = 100 default REML + CL2 0.171 0.897 0.950
iid, G = 100 default REML + CL2 (freq.) 0.145 0.841 0.901
iid, G = 100 default NCV + CL2 0.200 0.893 0.830
iid, G = 100 xlarge REML model-based 0.619 0.993 1.000
iid, G = 100 xlarge REML + CL2 0.608 0.992 1.000
iid, G = 100 xlarge REML + CL2 (freq.) 0.419 0.920 0.923
iid, G = 100 xlarge NCV + CL2 0.502 0.986 0.989
smooth, G = 100 default REML model-based 0.223 0.630 0.557
smooth, G = 100 default REML + CL2 0.468 0.920 0.924
smooth, G = 100 default REML + CL2 (freq.) 0.457 0.910 0.916
smooth, G = 100 default NCV + CL2 0.173 0.885 0.730
smooth, G = 100 xlarge REML model-based 0.641 0.682 0.650
smooth, G = 100 xlarge REML + CL2 0.942 0.955 0.949
smooth, G = 100 xlarge REML + CL2 (freq.) 0.926 0.939 0.934
smooth, G = 100 xlarge NCV + CL2 0.224 0.951 0.890
smooth, G = 40 default REML model-based 0.280 0.612 0.526
smooth, G = 40 default REML + CL2 0.583 0.918 0.921
smooth, G = 40 default REML + CL2 (freq.) 0.574 0.907 0.911
smooth, G = 40 default NCV + CL2 0.160 0.894 0.876
smooth, G = 40 xlarge REML model-based 0.554 0.608 0.564
smooth, G = 40 xlarge REML + CL2 0.928 0.939 0.930
smooth, G = 40 xlarge REML + CL2 (freq.) 0.916 0.924 0.920
smooth, G = 40 xlarge NCV + CL2 0.203 0.949 0.956
Table 40: T1/T2: coverage, bias-eliminated coverage, 5% pointwise quantile of coverage, mean |bias|/SD and SE/SD for REML + CL2 and NCV + CL2.
estimand truth setting basis arm coverage coverage_bias_elim pointwise_q05 mean_absbias_sd se_sd_ratio
beta T1 bump iid, G = 100 default REML + CL2 0.878 0.981 0.013 0.869 1.246
beta T1 bump iid, G = 100 default NCV + CL2 0.875 0.961 0.117 0.582 1.096
beta T1 bump iid, G = 100 xlarge REML + CL2 0.982 1.000 0.986 0.290 1.848
beta T1 bump iid, G = 100 xlarge NCV + CL2 0.974 0.999 0.912 0.327 1.844
beta T1 bump smooth, G = 100 default REML + CL2 0.908 0.940 0.686 0.267 0.958
beta T1 bump smooth, G = 100 default NCV + CL2 0.866 0.930 0.275 0.415 0.927
beta T1 bump smooth, G = 100 xlarge REML + CL2 0.955 0.956 0.930 0.064 1.029
beta T1 bump smooth, G = 100 xlarge NCV + CL2 0.932 0.978 0.560 0.355 1.184
beta T1 bump smooth, G = 40 default REML + CL2 0.909 0.925 0.836 0.182 0.927
beta T1 bump smooth, G = 40 default NCV + CL2 0.875 0.934 0.501 0.412 0.921
beta T1 bump smooth, G = 40 xlarge REML + CL2 0.938 0.939 0.905 0.048 1.002
beta T1 bump smooth, G = 40 xlarge NCV + CL2 0.930 0.975 0.700 0.369 1.094
beta T2 weak iid, G = 100 default REML + CL2 0.299 0.961 0.000 7.931 1.003
beta T2 weak iid, G = 100 default NCV + CL2 0.275 0.880 0.000 6.367 0.896
beta T2 weak iid, G = 100 xlarge REML + CL2 0.860 0.988 0.101 1.025 1.301
beta T2 weak iid, G = 100 xlarge NCV + CL2 0.887 0.975 0.322 0.659 1.186
beta T2 weak smooth, G = 100 default REML + CL2 0.441 0.922 0.000 3.279 0.948
beta T2 weak smooth, G = 100 default NCV + CL2 0.275 0.928 0.000 6.619 0.849
beta T2 weak smooth, G = 100 xlarge REML + CL2 0.935 0.953 0.850 0.247 1.035
beta T2 weak smooth, G = 100 xlarge NCV + CL2 0.791 0.871 0.300 0.557 0.904
beta T2 weak smooth, G = 40 default REML + CL2 0.559 0.911 0.000 1.901 0.916
beta T2 weak smooth, G = 40 default NCV + CL2 0.333 0.918 0.000 4.522 0.802
beta T2 weak smooth, G = 40 xlarge REML + CL2 0.932 0.937 0.890 0.131 1.013
beta T2 weak smooth, G = 40 xlarge NCV + CL2 0.409 0.885 0.040 1.655 0.787
mean T1 bump iid, G = 100 default REML + CL2 0.810 0.961 0.057 0.940 1.087
mean T1 bump iid, G = 100 default NCV + CL2 0.807 0.954 0.080 0.881 1.045
mean T1 bump iid, G = 100 xlarge REML + CL2 0.964 0.984 0.917 0.266 1.252
mean T1 bump iid, G = 100 xlarge NCV + CL2 0.953 0.985 0.840 0.398 1.275
mean T1 bump smooth, G = 100 default REML + CL2 0.898 0.944 0.690 0.374 1.001
mean T1 bump smooth, G = 100 default NCV + CL2 0.868 0.940 0.482 0.507 0.980
mean T1 bump smooth, G = 100 xlarge REML + CL2 0.950 0.952 0.925 0.086 1.036
mean T1 bump smooth, G = 100 xlarge NCV + CL2 0.922 0.959 0.780 0.360 1.070
mean T1 bump smooth, G = 40 default REML + CL2 0.912 0.932 0.820 0.240 0.995
mean T1 bump smooth, G = 40 default NCV + CL2 0.886 0.933 0.642 0.408 0.992
mean T1 bump smooth, G = 40 xlarge REML + CL2 0.938 0.938 0.910 0.065 1.023
mean T1 bump smooth, G = 40 xlarge NCV + CL2 0.916 0.951 0.790 0.366 1.063
mean T2 weak iid, G = 100 default REML + CL2 0.614 0.952 0.000 1.773 1.031
mean T2 weak iid, G = 100 default NCV + CL2 0.597 0.943 0.005 1.727 0.985
mean T2 weak iid, G = 100 xlarge REML + CL2 0.949 0.978 0.840 0.454 1.195
mean T2 weak iid, G = 100 xlarge NCV + CL2 0.957 0.975 0.880 0.347 1.169
mean T2 weak smooth, G = 100 default REML + CL2 0.771 0.943 0.165 0.935 0.998
mean T2 weak smooth, G = 100 default NCV + CL2 0.686 0.939 0.030 1.294 0.975
mean T2 weak smooth, G = 100 xlarge REML + CL2 0.948 0.951 0.920 0.130 1.036
mean T2 weak smooth, G = 100 xlarge NCV + CL2 0.895 0.936 0.725 0.432 1.006
mean T2 weak smooth, G = 40 default REML + CL2 0.851 0.928 0.535 0.553 0.981
mean T2 weak smooth, G = 40 default NCV + CL2 0.775 0.929 0.207 0.862 0.975
mean T2 weak smooth, G = 40 xlarge REML + CL2 0.937 0.938 0.910 0.090 1.028
mean T2 weak smooth, G = 40 xlarge NCV + CL2 0.801 0.939 0.274 0.749 0.981
Table 41: Paired coverage contrasts xlarge − default basis (same replicates), with MC SE.
estimand truth setting arm n_pairs diff diff_se
beta T0 smooth iid, G = 100 NCV + CL2 100 0.016 0.002
beta T0 smooth iid, G = 100 REML + CL2 200 0.014 0.001
beta T0 smooth smooth, G = 100 NCV + CL2 100 0.032 0.003
beta T0 smooth smooth, G = 100 REML + CL2 200 0.011 0.004
beta T0 smooth smooth, G = 40 NCV + CL2 100 0.039 0.004
beta T0 smooth smooth, G = 40 REML + CL2 200 0.012 0.005
beta T1 bump iid, G = 100 NCV + CL2 100 0.099 0.002
beta T1 bump iid, G = 100 REML + CL2 200 0.105 0.001
beta T1 bump smooth, G = 100 NCV + CL2 100 0.060 0.003
beta T1 bump smooth, G = 100 REML + CL2 200 0.047 0.003
beta T1 bump smooth, G = 40 NCV + CL2 100 0.053 0.003
beta T1 bump smooth, G = 40 REML + CL2 200 0.029 0.004
beta T2 weak iid, G = 100 NCV + CL2 100 0.610 0.008
beta T2 weak iid, G = 100 REML + CL2 200 0.561 0.003
beta T2 weak smooth, G = 100 NCV + CL2 100 0.515 0.017
beta T2 weak smooth, G = 100 REML + CL2 200 0.493 0.004
beta T2 weak smooth, G = 40 NCV + CL2 100 0.080 0.012
beta T2 weak smooth, G = 40 REML + CL2 200 0.373 0.005
mean T0 smooth iid, G = 100 NCV + CL2 100 0.018 0.002
mean T0 smooth iid, G = 100 REML + CL2 200 0.022 0.001
mean T0 smooth smooth, G = 100 NCV + CL2 100 0.007 0.001
mean T0 smooth smooth, G = 100 REML + CL2 200 0.007 0.002
mean T0 smooth smooth, G = 40 NCV + CL2 100 0.007 0.002
mean T0 smooth smooth, G = 40 REML + CL2 200 0.006 0.003
mean T1 bump iid, G = 100 NCV + CL2 100 0.143 0.002
mean T1 bump iid, G = 100 REML + CL2 200 0.154 0.002
mean T1 bump smooth, G = 100 NCV + CL2 100 0.049 0.001
mean T1 bump smooth, G = 100 REML + CL2 200 0.052 0.002
mean T1 bump smooth, G = 40 NCV + CL2 100 0.027 0.001
mean T1 bump smooth, G = 40 REML + CL2 200 0.025 0.003
mean T2 weak iid, G = 100 NCV + CL2 100 0.362 0.006
mean T2 weak iid, G = 100 REML + CL2 200 0.336 0.003
mean T2 weak smooth, G = 100 NCV + CL2 100 0.205 0.007
mean T2 weak smooth, G = 100 REML + CL2 200 0.177 0.003
mean T2 weak smooth, G = 40 NCV + CL2 100 0.025 0.002
mean T2 weak smooth, G = 40 REML + CL2 200 0.086 0.004
Table 42: MSE and squared-bias share of MSE for REML and NCV estimates, per truth, setting and basis.
estimand truth setting basis mse_REML mse_NCV bias_share_REML bias_share_NCV
beta T0 smooth iid, G = 100 default 0.041 0.027 0.044 0.213
beta T0 smooth iid, G = 100 xlarge 0.090 0.041 0.043 0.260
beta T0 smooth smooth, G = 100 default 0.752 0.118 0.007 0.128
beta T0 smooth smooth, G = 100 xlarge 11.772 0.118 0.003 0.172
beta T0 smooth smooth, G = 40 default 2.750 0.263 0.009 0.111
beta T0 smooth smooth, G = 40 xlarge 52.770 0.255 -0.001 0.169
beta T1 bump iid, G = 100 default 0.331 0.364 0.836 0.694
beta T1 bump iid, G = 100 xlarge 0.234 0.237 0.485 0.581
beta T1 bump smooth, G = 100 default 1.111 0.512 0.215 0.627
beta T1 bump smooth, G = 100 xlarge 12.527 0.423 0.002 0.603
beta T1 bump smooth, G = 40 default 3.136 0.656 0.082 0.580
beta T1 bump smooth, G = 40 xlarge 54.334 0.655 -0.001 0.513
beta T2 weak iid, G = 100 default 39.416 38.276 0.994 0.987
beta T2 weak iid, G = 100 xlarge 7.724 9.856 0.807 0.526
beta T2 weak smooth, G = 100 default 38.119 39.378 0.959 0.990
beta T2 weak smooth, G = 100 xlarge 20.566 18.944 0.166 0.470
beta T2 weak smooth, G = 40 default 40.543 39.877 0.882 0.984
beta T2 weak smooth, G = 40 xlarge 66.856 39.467 0.045 0.876
mean T0 smooth iid, G = 100 default 0.008 0.008 0.043 0.134
mean T0 smooth iid, G = 100 xlarge 0.014 0.011 0.046 0.212
mean T0 smooth smooth, G = 100 default 0.049 0.034 0.005 0.102
mean T0 smooth smooth, G = 100 xlarge 0.121 0.037 0.003 0.146
mean T0 smooth smooth, G = 40 default 0.142 0.083 0.005 0.096
mean T0 smooth smooth, G = 40 xlarge 0.471 0.090 0.001 0.146
mean T1 bump iid, G = 100 default 0.031 0.031 0.703 0.673
mean T1 bump iid, G = 100 xlarge 0.018 0.018 0.196 0.317
mean T1 bump smooth, G = 100 default 0.072 0.063 0.275 0.433
mean T1 bump smooth, G = 100 xlarge 0.127 0.050 0.009 0.268
mean T1 bump smooth, G = 40 default 0.167 0.115 0.126 0.304
mean T1 bump smooth, G = 40 xlarge 0.482 0.107 0.002 0.224
mean T2 weak iid, G = 100 default 0.141 0.135 0.854 0.846
mean T2 weak iid, G = 100 xlarge 0.035 0.034 0.289 0.185
mean T2 weak smooth, G = 100 default 0.174 0.166 0.622 0.748
mean T2 weak smooth, G = 100 xlarge 0.147 0.112 0.025 0.266
mean T2 weak smooth, G = 40 default 0.300 0.235 0.359 0.563
mean T2 weak smooth, G = 40 xlarge 0.529 0.246 0.009 0.509

7 Same-package comparators

refund’s own remedies for dependent residuals against REML + CL2 (comparators/, Gaussian M1; R = 200 with common random numbers, REML estimates and SEs equal to the study’s records). Cells: the six Gaussian core cells (iid / OU / smooth errors × G = 40, 100, default signal) and twelve plasmode cells (the six datasets with independent curves, log-midpoint truth, REML residuals, curve flips, all subjects and G = 40). Arms:

  • REML model-based (V_c) and REML + CL2 (the study’s arms);
  • pcre: REML fit with a pcre() curve effect on the eigenfunctions of the REML residual curves (fpca.sc, pve 0.95), model-based V_c;
  • GLS raw / GLS FPCA: the pre-deprecation pffr_gls() algorithm (refund’s pffrGLS() only errors in the study build) with the residual covariance estimated by the raw covariance of the REML residual curves (refund’s documented use) or by the FPCA covariance plus white noise; model-based V_c;
  • curve bootstrap of the REML fit (resampling and refit as pffr_coefboot(), B = 199, replicates 1–100): percentile intervals and bootstrap-SE Wald intervals around the REML estimate.

Point estimates: pcre and both GLS arms have their own; the bootstrap arms use the REML estimate. NCV’s estimates for the same cells and replicates come from the study (summaries/final/cells.csv, summaries/plasmode/coverage.csv). Relative error as in Section 3.3.4, at the cell level: √(MSE / grid mean of the squared truth), the truth centred for the mean and α(t).

Figure 14: Same-package comparators: grid-averaged coverage per cell (points) by estimand and setting; dashed: nominal 0.95. Synthetic: Gaussian core cells (independent: iid; dependent: OU and smooth errors); plasmode: six datasets with independent curves, all subjects and G = 40.
Figure 15: Point-estimate accuracy of the comparators relative to the NCV fit: MSE of each estimator divided by the NCV fit’s MSE per cell (log scale; < 1 = better than NCV), by estimand and setting. REML is included for reference; the bootstrap arms use the REML estimate.

Coverage. Under dependent synthetic errors pcre and GLS with the FPCA covariance cover β at 0.93–0.97 and 0.93–0.97, REML + CL2 at 0.93–0.94. On the plasmode cells, with real residual curves, they fall to 0.59–0.86 and 0.60–0.86 while REML + CL2 stays at 0.91–0.94 (Figure 14, Table 43). GLS with the raw residual covariance, refund’s documented use, undercovers everywhere (β 0.59–0.89 even under independent errors). pcre’s intervals for α(t) cover at 0.51–0.59 under dependent synthetic errors. The curve bootstrap covers β at 0.93–0.97 (percentile, plasmode) with intervals 1.42 times as wide as REML + CL2’s, at a median of 507 s per replicate against 2.4 s for the REML fit.

Point estimates. Relative to the NCV fit, the β MSE of pcre and of GLS (FPCA covariance) is 1.41–2.50 and 1.41–2.53 times NCV’s under dependent synthetic errors, REML’s 5.76–10.45 times (Figure 15, Table 44): both remedies remove most of REML’s excess error but stay above NCV’s. On the plasmode cells the ratios are 0.23–1.25 (pcre) and 0.21–1.20 (GLS FPCA), against 1.08–8.54 for REML; pcre’s MSE is below NCV’s in 8 of 12 cells. For the mean the ratios of pcre to NCV are 1.13–1.26 (synthetic dependent) and 0.86–1.30 (plasmode); for γ(t) 1.01–1.09 and 0.66–2.21; for α(t) 1.04–1.06 and 0.71–1.37. Under independent errors pcre and GLS (FPCA) estimate β like the REML fit (MSE 0.97–0.98 and 0.99 times REML’s), and NCV 0.65–0.85 times. Relative errors of β per plasmode cell are in Table 45.

Table 43: Same-package comparators: mean and minimum coverage over cells, mean 5% pointwise quantile, and width and interval score relative to REML + CL2 (geometric means of per-cell ratios), by setting, estimand and arm.
setting estimand arm cells coverage coverage_min q05 width_rel score_rel
plasmode E(Y | X) REML model-based 12 0.62 0.50 0.32 0.42 2.70
plasmode E(Y | X) REML + CL2 12 0.94 0.92 0.88 1.00 1.00
plasmode E(Y | X) pcre 12 0.78 0.73 0.54 0.63 1.46
plasmode E(Y | X) GLS (FPCA cov.) 12 0.80 0.66 0.58 0.63 1.35
plasmode E(Y | X) GLS (raw cov.) 12 0.58 0.46 0.43 0.38 1.99
plasmode E(Y | X) bootstrap percentile 12 0.95 0.94 0.90 1.14 1.05
plasmode E(Y | X) bootstrap Wald 12 0.96 0.94 0.91 1.12 1.00
plasmode beta(s,t) REML model-based 12 0.58 0.47 0.32 0.39 2.90
plasmode beta(s,t) REML + CL2 12 0.93 0.91 0.88 1.00 1.00
plasmode beta(s,t) pcre 12 0.74 0.59 0.42 0.40 1.05
plasmode beta(s,t) GLS (FPCA cov.) 12 0.73 0.60 0.45 0.38 1.03
plasmode beta(s,t) GLS (raw cov.) 12 0.56 0.45 0.38 0.30 1.62
plasmode beta(s,t) bootstrap percentile 12 0.95 0.93 0.91 1.42 1.22
plasmode beta(s,t) bootstrap Wald 12 0.97 0.94 0.93 1.39 1.15
plasmode alpha(t) REML model-based 12 0.58 0.42 0.33 0.39 2.83
plasmode alpha(t) REML + CL2 12 0.93 0.89 0.89 1.00 1.00
plasmode alpha(t) pcre 12 0.76 0.59 0.63 0.62 1.52
plasmode alpha(t) GLS (FPCA cov.) 12 0.75 0.57 0.63 0.58 1.50
plasmode alpha(t) GLS (raw cov.) 12 0.57 0.40 0.50 0.35 1.95
plasmode alpha(t) bootstrap percentile 12 0.95 0.93 0.92 1.07 0.97
plasmode alpha(t) bootstrap Wald 12 0.95 0.92 0.91 1.06 0.96
plasmode gamma(t) REML model-based 12 0.62 0.50 0.37 0.43 2.67
plasmode gamma(t) REML + CL2 12 0.94 0.92 0.90 1.00 1.00
plasmode gamma(t) pcre 12 0.80 0.44 0.64 0.71 1.33
plasmode gamma(t) GLS (FPCA cov.) 12 0.79 0.50 0.64 0.65 1.33
plasmode gamma(t) GLS (raw cov.) 12 0.60 0.43 0.48 0.40 1.89
plasmode gamma(t) bootstrap percentile 12 0.95 0.94 0.92 1.13 1.05
plasmode gamma(t) bootstrap Wald 12 0.96 0.93 0.91 1.11 1.02
syn. dep. E(Y | X) REML model-based 4 0.63 0.61 0.54 0.47 2.05
syn. dep. E(Y | X) REML + CL2 4 0.94 0.93 0.91 1.00 1.00
syn. dep. E(Y | X) pcre 4 0.90 0.88 0.84 0.76 0.91
syn. dep. E(Y | X) GLS (FPCA cov.) 4 0.92 0.90 0.88 0.81 0.88
syn. dep. E(Y | X) GLS (raw cov.) 4 0.61 0.38 0.55 0.43 2.03
syn. dep. E(Y | X) bootstrap percentile 4 0.95 0.94 0.91 1.17 1.10
syn. dep. E(Y | X) bootstrap Wald 4 0.97 0.96 0.93 1.16 1.02
syn. dep. beta(s,t) REML model-based 4 0.65 0.61 0.56 0.49 2.06
syn. dep. beta(s,t) REML + CL2 4 0.93 0.93 0.91 1.00 1.00
syn. dep. beta(s,t) pcre 4 0.96 0.93 0.92 0.59 0.55
syn. dep. beta(s,t) GLS (FPCA cov.) 4 0.95 0.93 0.91 0.58 0.55
syn. dep. beta(s,t) GLS (raw cov.) 4 0.69 0.46 0.63 0.40 1.33
syn. dep. beta(s,t) bootstrap percentile 4 0.95 0.94 0.91 1.60 1.41
syn. dep. beta(s,t) bootstrap Wald 4 0.98 0.97 0.94 1.57 1.28
syn. dep. alpha(t) REML model-based 4 0.64 0.61 0.56 0.47 2.04
syn. dep. alpha(t) REML + CL2 4 0.94 0.94 0.92 1.00 1.00
syn. dep. alpha(t) pcre 4 0.56 0.51 0.50 0.40 2.41
syn. dep. alpha(t) GLS (FPCA cov.) 4 0.92 0.90 0.87 0.90 1.02
syn. dep. alpha(t) GLS (raw cov.) 4 0.54 0.28 0.50 0.46 3.07
syn. dep. alpha(t) bootstrap percentile 4 0.95 0.94 0.92 1.05 1.02
syn. dep. alpha(t) bootstrap Wald 4 0.95 0.95 0.92 1.04 1.00
syn. dep. gamma(t) REML model-based 4 0.65 0.62 0.58 0.47 1.96
syn. dep. gamma(t) REML + CL2 4 0.94 0.94 0.92 1.00 1.00
syn. dep. gamma(t) pcre 4 0.93 0.92 0.90 0.92 0.97
syn. dep. gamma(t) GLS (FPCA cov.) 4 0.92 0.90 0.89 0.90 0.98
syn. dep. gamma(t) GLS (raw cov.) 4 0.62 0.42 0.58 0.45 2.00
syn. dep. gamma(t) bootstrap percentile 4 0.96 0.94 0.92 1.07 1.01
syn. dep. gamma(t) bootstrap Wald 4 0.96 0.95 0.93 1.05 0.97
syn. iid E(Y | X) REML model-based 2 0.97 0.97 0.94 1.01 0.98
syn. iid E(Y | X) REML + CL2 2 0.96 0.96 0.93 1.00 1.00
syn. iid E(Y | X) pcre 2 0.97 0.97 0.94 1.03 0.99
syn. iid E(Y | X) GLS (FPCA cov.) 2 0.97 0.97 0.94 1.02 0.98
syn. iid E(Y | X) GLS (raw cov.) 2 0.53 0.29 0.47 0.42 3.05
syn. iid E(Y | X) bootstrap percentile 2 0.94 0.93 0.90 0.93 1.01
syn. iid E(Y | X) bootstrap Wald 2 0.94 0.94 0.90 0.92 0.98
syn. iid beta(s,t) REML model-based 2 0.99 0.99 0.97 1.02 1.01
syn. iid beta(s,t) REML + CL2 2 0.99 0.99 0.97 1.00 1.00
syn. iid beta(s,t) pcre 2 0.99 0.99 0.98 1.04 1.02
syn. iid beta(s,t) GLS (FPCA cov.) 2 0.99 0.99 0.98 1.02 1.01
syn. iid beta(s,t) GLS (raw cov.) 2 0.74 0.59 0.65 0.49 1.50
syn. iid beta(s,t) bootstrap percentile 2 0.94 0.94 0.90 0.82 0.98
syn. iid beta(s,t) bootstrap Wald 2 0.96 0.96 0.92 0.81 0.90
syn. iid alpha(t) REML model-based 2 0.96 0.96 0.93 1.01 0.98
syn. iid alpha(t) REML + CL2 2 0.95 0.95 0.92 1.00 1.00
syn. iid alpha(t) pcre 2 0.96 0.96 0.93 1.00 0.98
syn. iid alpha(t) GLS (FPCA cov.) 2 0.96 0.96 0.94 1.01 0.98
syn. iid alpha(t) GLS (raw cov.) 2 0.41 0.17 0.36 0.42 5.72
syn. iid alpha(t) bootstrap percentile 2 0.94 0.93 0.90 0.95 1.01
syn. iid alpha(t) bootstrap Wald 2 0.94 0.93 0.91 0.95 0.99
syn. iid gamma(t) REML model-based 2 0.96 0.96 0.93 1.01 0.97
syn. iid gamma(t) REML + CL2 2 0.95 0.95 0.92 1.00 1.00
syn. iid gamma(t) pcre 2 0.96 0.96 0.94 1.04 0.98
syn. iid gamma(t) GLS (FPCA cov.) 2 0.96 0.96 0.94 1.02 0.97
syn. iid gamma(t) GLS (raw cov.) 2 0.58 0.36 0.51 0.41 2.40
syn. iid gamma(t) bootstrap percentile 2 0.94 0.94 0.89 0.95 1.00
syn. iid gamma(t) bootstrap Wald 2 0.94 0.94 0.90 0.94 0.97
Table 44: Point-estimate accuracy: median relative error over cells, and MSE relative to REML and to the NCV fit (geometric mean of per-cell ratios; range for NCV), by setting, estimand and estimator. The bootstrap arms share the REML estimate.
setting estimand fit cells rel_error mse_vs_REML vs_NCV_min vs_NCV_max mse_vs_NCV
plasmode E(Y | X) REML 12 0.21 1.00 1.02 1.48 1.14
plasmode E(Y | X) NCV 12 0.19 0.87 1.00 1.00 1.00
plasmode E(Y | X) pcre 12 0.21 0.97 0.86 1.30 1.11
plasmode E(Y | X) GLS (FPCA cov.) 12 0.19 0.89 0.77 1.27 1.01
plasmode E(Y | X) GLS (raw cov.) 12 0.18 0.79 0.67 1.21 0.91
plasmode beta(s,t) REML 12 1.49 1.00 1.08 8.54 2.73
plasmode beta(s,t) NCV 12 0.96 0.37 1.00 1.00 1.00
plasmode beta(s,t) pcre 12 0.78 0.26 0.23 1.25 0.72
plasmode beta(s,t) GLS (FPCA cov.) 12 0.76 0.25 0.21 1.20 0.68
plasmode beta(s,t) GLS (raw cov.) 12 0.89 0.35 0.47 2.06 0.94
plasmode alpha(t) REML 12 0.64 1.00 0.86 1.47 1.07
plasmode alpha(t) NCV 12 0.63 0.93 1.00 1.00 1.00
plasmode alpha(t) pcre 12 0.65 0.95 0.71 1.37 1.01
plasmode alpha(t) GLS (FPCA cov.) 12 0.66 0.86 0.58 1.24 0.92
plasmode alpha(t) GLS (raw cov.) 12 0.61 0.73 0.34 1.16 0.78
plasmode gamma(t) REML 12 0.85 1.00 0.91 1.71 1.17
plasmode gamma(t) NCV 12 0.82 0.85 1.00 1.00 1.00
plasmode gamma(t) pcre 12 0.89 0.86 0.66 2.21 1.01
plasmode gamma(t) GLS (FPCA cov.) 12 0.87 0.80 0.64 1.54 0.94
plasmode gamma(t) GLS (raw cov.) 12 0.75 0.79 0.63 1.34 0.93
syn. dep. E(Y | X) REML 4 0.29 1.00 1.43 1.70 1.55
syn. dep. E(Y | X) NCV 4 0.23 0.65 1.00 1.00 1.00
syn. dep. E(Y | X) pcre 4 0.25 0.77 1.13 1.26 1.19
syn. dep. E(Y | X) GLS (FPCA cov.) 4 0.25 0.77 1.14 1.25 1.19
syn. dep. E(Y | X) GLS (raw cov.) 4 0.29 0.96 1.04 1.89 1.48
syn. dep. beta(s,t) REML 4 0.65 1.00 5.76 10.45 7.41
syn. dep. beta(s,t) NCV 4 0.24 0.13 1.00 1.00 1.00
syn. dep. beta(s,t) pcre 4 0.31 0.24 1.41 2.50 1.75
syn. dep. beta(s,t) GLS (FPCA cov.) 4 0.31 0.24 1.41 2.53 1.79
syn. dep. beta(s,t) GLS (raw cov.) 4 0.52 0.51 1.61 7.25 3.75
syn. dep. alpha(t) REML 4 0.32 1.00 1.03 1.10 1.06
syn. dep. alpha(t) NCV 4 0.31 0.94 1.00 1.00 1.00
syn. dep. alpha(t) pcre 4 0.32 0.99 1.04 1.06 1.05
syn. dep. alpha(t) GLS (FPCA cov.) 4 0.32 0.99 1.04 1.06 1.05
syn. dep. alpha(t) GLS (raw cov.) 4 0.41 1.58 1.04 2.69 1.68
syn. dep. gamma(t) REML 4 0.24 1.00 1.04 1.12 1.07
syn. dep. gamma(t) NCV 4 0.24 0.93 1.00 1.00 1.00
syn. dep. gamma(t) pcre 4 0.24 0.97 1.01 1.09 1.04
syn. dep. gamma(t) GLS (FPCA cov.) 4 0.24 0.96 1.01 1.07 1.03
syn. dep. gamma(t) GLS (raw cov.) 4 0.25 0.99 0.94 1.24 1.06
syn. iid E(Y | X) REML 2 0.11 1.00 1.02 1.04 1.03
syn. iid E(Y | X) NCV 2 0.11 0.97 1.00 1.00 1.00
syn. iid E(Y | X) pcre 2 0.11 1.00 1.02 1.04 1.03
syn. iid E(Y | X) GLS (FPCA cov.) 2 0.11 1.00 1.02 1.04 1.03
syn. iid E(Y | X) GLS (raw cov.) 2 0.15 1.61 1.51 1.83 1.66
syn. iid beta(s,t) REML 2 0.13 1.00 1.17 1.53 1.34
syn. iid beta(s,t) NCV 2 0.11 0.75 1.00 1.00 1.00
syn. iid beta(s,t) pcre 2 0.13 0.98 1.14 1.51 1.31
syn. iid beta(s,t) GLS (FPCA cov.) 2 0.13 0.99 1.16 1.52 1.33
syn. iid beta(s,t) GLS (raw cov.) 2 0.14 1.13 1.12 2.06 1.52
syn. iid alpha(t) REML 2 0.15 1.00 0.96 0.96 0.96
syn. iid alpha(t) NCV 2 0.16 1.04 1.00 1.00 1.00
syn. iid alpha(t) pcre 2 0.15 1.00 0.96 0.96 0.96
syn. iid alpha(t) GLS (FPCA cov.) 2 0.15 1.00 0.96 0.96 0.96
syn. iid alpha(t) GLS (raw cov.) 2 0.30 3.37 2.14 4.90 3.24
syn. iid gamma(t) REML 2 0.12 1.00 0.96 0.96 0.96
syn. iid gamma(t) NCV 2 0.12 1.04 1.00 1.00 1.00
syn. iid gamma(t) pcre 2 0.12 1.00 0.96 0.97 0.96
syn. iid gamma(t) GLS (FPCA cov.) 2 0.12 1.00 0.96 0.96 0.96
syn. iid gamma(t) GLS (raw cov.) 2 0.12 1.11 0.97 1.18 1.07
Table 45: Relative error of the β estimate per plasmode comparator cell (log-midpoint truth, REML residuals; all subjects and G = 40).
app G REML pcre GLS (raw cov.) GLS (FPCA cov.) NCV
ECG strain 78 0.74 0.74 0.66 0.71 0.71
ECG strain 40 1.10 0.97 0.95 0.94 0.97
AF trial 118 1.61 0.80 0.69 0.79 0.87
AF trial 40 3.43 1.19 1.08 1.16 1.49
running 90 1.05 0.70 0.68 0.66 0.75
running 40 1.75 0.97 1.01 0.91 0.95
DTI 92 0.63 0.55 0.52 0.54 0.49
DTI 40 0.93 0.75 0.83 0.74 0.67
gait 138 1.36 0.70 0.69 0.69 1.01
gait 40 2.42 1.14 1.40 1.09 1.22
ECG 8-lead 100 2.77 0.57 1.12 0.55 1.19
ECG 8-lead 40 4.82 0.80 2.37 0.81 1.65

Comparator run details (bootstrap on replicates 1–100; the GLS algorithm rebuilt from refund’s internals, with the documented nearPD repair because refund’s compute_sqrt_sigma_inv() returns NaN for a singular residual covariance; two failed bootstrap rows in DTI at G = 40, kept; time per arm in comparators-time.csv): comparators/summaries/SUMMARY.md.

7.1 CL2 on the GLS and pcre fits

GLS whitens each curve with Σ̂^{-1/2}; the transform acts within curves, so curves stay independent clusters and CL2 (Bayesian form, curves as clusters) applies to the whitened fit, valid even if Σ̂ is wrong. pcre + CL2 is CL2 on the pcre fit. Same cells and replicates as above; shown here for replicates 1–100, where all arms exist (comparators/summaries/cl2-arms-cells.csv, cl2-arms-SUMMARY.md: CL2 on the whitened fit reproduces refund’s pffr_vcov() construction and a direct dense computation to ~1e-10; one pcre + CL2 replicate failed in the SVD and is excluded for that arm only).

Under dependent synthetic errors GLS (FPCA covariance) + CL2 covers β at 0.959 at 0.61 times REML + CL2’s width (interval score 0.55 times). On the plasmode cells it covers β at 0.823 (per dataset 0.65–0.90; plain GLS 0.731, REML + CL2 0.931) at 0.46 times the width; its SE matches the spread of the GLS estimate there (cl2-arms-SUMMARY.md), so the remaining shortfall is bias of the GLS estimate on real residual curves. pcre + CL2 behaves alike (β 0.831) and repairs pcre’s α intervals on synthetic data (0.56 → 0.95). GLS with the raw residual covariance + CL2 fails (0.65 under dependent synthetic errors): with more grid points than curves, Σ̂ absorbs the residuals themselves.

Table 46: CL2 on the GLS and pcre fits (replicates 1–100): mean and minimum coverage over cells, 5% pointwise quantile, width and interval score relative to REML + CL2, MSE relative to the NCV fit, detection rate, by setting, estimand and construction.
setting estimand arm coverage cov_min q05 width_rel score_rel mse_vs_NCV detection
plasmode E(Y | X) REML + CL2 0.94 0.92 0.87 1.00 1.00 1.15 0.97
plasmode E(Y | X) NCV + CL2 0.89 0.85 0.74 0.81 1.04 1.00 0.99
plasmode E(Y | X) GLS (FPCA cov.) 0.80 0.66 0.57 0.63 1.34 1.01 0.99
plasmode E(Y | X) GLS (FPCA cov.) + CL2 0.89 0.83 0.74 0.79 1.02 1.01 0.99
plasmode E(Y | X) GLS (raw cov.) + CL2 0.84 0.51 0.73 0.66 1.10 0.90 0.99
plasmode E(Y | X) pcre 0.78 0.73 0.54 0.63 1.45 1.10 0.99
plasmode E(Y | X) pcre + CL2 0.91 0.86 0.74 0.86 1.04 1.10 0.99
plasmode beta(s,t) REML + CL2 0.93 0.91 0.87 1.00 1.00 2.75 0.38
plasmode beta(s,t) NCV + CL2 0.76 0.60 0.46 0.46 1.13 1.00 0.54
plasmode beta(s,t) GLS (FPCA cov.) 0.73 0.60 0.45 0.38 1.02 0.67 0.55
plasmode beta(s,t) GLS (FPCA cov.) + CL2 0.82 0.63 0.56 0.46 0.83 0.67 0.48
plasmode beta(s,t) GLS (raw cov.) + CL2 0.79 0.52 0.63 0.48 0.95 0.90 0.57
plasmode beta(s,t) pcre 0.74 0.59 0.42 0.40 1.03 0.71 0.49
plasmode beta(s,t) pcre + CL2 0.83 0.66 0.53 0.49 0.85 0.71 0.42
plasmode alpha(t) REML + CL2 0.94 0.91 0.88 1.00 1.00 1.06 0.76
plasmode alpha(t) NCV + CL2 0.89 0.79 0.77 0.85 1.12 1.00 0.79
plasmode alpha(t) GLS (FPCA cov.) 0.75 0.57 0.62 0.58 1.52 0.93 0.86
plasmode alpha(t) GLS (FPCA cov.) + CL2 0.87 0.77 0.77 0.74 1.15 0.93 0.80
plasmode alpha(t) GLS (raw cov.) + CL2 0.83 0.56 0.74 0.61 1.10 0.77 0.86
plasmode alpha(t) pcre 0.77 0.59 0.63 0.62 1.54 1.02 0.85
plasmode alpha(t) pcre + CL2 0.89 0.80 0.77 0.83 1.15 1.02 0.78
plasmode gamma(t) REML + CL2 0.94 0.92 0.89 1.00 1.00 1.19 0.41
plasmode gamma(t) NCV + CL2 0.90 0.86 0.79 0.84 1.01 1.00 0.45
plasmode gamma(t) GLS (FPCA cov.) 0.79 0.50 0.63 0.65 1.34 0.96 0.52
plasmode gamma(t) GLS (FPCA cov.) + CL2 0.85 0.65 0.74 0.73 1.10 0.96 0.46
plasmode gamma(t) GLS (raw cov.) + CL2 0.82 0.52 0.73 0.64 1.16 0.94 0.55
plasmode gamma(t) pcre 0.80 0.45 0.65 0.71 1.33 1.02 0.49
plasmode gamma(t) pcre + CL2 0.87 0.54 0.74 0.83 1.13 1.02 0.40
syn. dep. E(Y | X) REML + CL2 0.94 0.93 0.90 1.00 1.00 1.59 0.98
syn. dep. E(Y | X) NCV + CL2 0.93 0.92 0.87 0.76 0.79 1.00 0.99
syn. dep. E(Y | X) GLS (FPCA cov.) 0.93 0.91 0.87 0.81 0.87 1.19 0.99
syn. dep. E(Y | X) GLS (FPCA cov.) + CL2 0.94 0.93 0.90 0.86 0.87 1.19 0.99
syn. dep. E(Y | X) GLS (raw cov.) + CL2 0.59 0.28 0.51 0.39 2.11 1.50 1.00
syn. dep. E(Y | X) pcre 0.90 0.88 0.84 0.76 0.89 1.19 0.99
syn. dep. E(Y | X) pcre + CL2 0.98 0.97 0.95 1.05 0.91 1.19 0.98
syn. dep. beta(s,t) REML + CL2 0.94 0.93 0.89 1.00 1.00 7.72 0.66
syn. dep. beta(s,t) NCV + CL2 0.93 0.92 0.87 0.36 0.37 1.00 0.95
syn. dep. beta(s,t) GLS (FPCA cov.) 0.95 0.93 0.91 0.58 0.55 1.84 0.87
syn. dep. beta(s,t) GLS (FPCA cov.) + CL2 0.96 0.94 0.92 0.61 0.55 1.84 0.86
syn. dep. beta(s,t) GLS (raw cov.) + CL2 0.65 0.36 0.57 0.36 1.43 3.87 0.91
syn. dep. beta(s,t) pcre 0.96 0.93 0.92 0.59 0.55 1.81 0.87
syn. dep. beta(s,t) pcre + CL2 0.98 0.96 0.96 0.71 0.58 1.81 0.82
syn. dep. alpha(t) REML + CL2 0.95 0.94 0.91 1.00 1.00 1.07 0.98
syn. dep. alpha(t) NCV + CL2 0.93 0.93 0.86 0.93 0.98 1.00 0.99
syn. dep. alpha(t) GLS (FPCA cov.) 0.92 0.89 0.84 0.90 1.03 1.06 1.00
syn. dep. alpha(t) GLS (FPCA cov.) + CL2 0.93 0.92 0.84 0.95 1.02 1.06 0.99
syn. dep. alpha(t) GLS (raw cov.) + CL2 0.52 0.21 0.46 0.42 3.08 1.65 1.00
syn. dep. alpha(t) pcre 0.56 0.51 0.47 0.40 2.37 1.05 1.00
syn. dep. alpha(t) pcre + CL2 0.95 0.94 0.92 1.00 0.99 1.05 0.99
syn. dep. gamma(t) REML + CL2 0.95 0.95 0.92 1.00 1.00 1.05 0.92
syn. dep. gamma(t) NCV + CL2 0.93 0.92 0.87 0.91 0.99 1.00 0.94
syn. dep. gamma(t) GLS (FPCA cov.) 0.93 0.91 0.89 0.90 0.98 1.02 0.94
syn. dep. gamma(t) GLS (FPCA cov.) + CL2 0.94 0.93 0.90 0.95 0.99 1.02 0.93
syn. dep. gamma(t) GLS (raw cov.) + CL2 0.61 0.33 0.54 0.41 2.06 1.04 0.99
syn. dep. gamma(t) pcre 0.94 0.93 0.89 0.92 0.97 1.03 0.93
syn. dep. gamma(t) pcre + CL2 0.98 0.98 0.96 1.22 1.08 1.03 0.87
syn. iid E(Y | X) REML + CL2 0.96 0.96 0.92 1.00 1.00 1.03 1.00
syn. iid E(Y | X) NCV + CL2 0.95 0.95 0.90 0.92 0.97 1.00 1.00
syn. iid E(Y | X) GLS (FPCA cov.) 0.97 0.97 0.94 1.02 0.98 1.03 1.00
syn. iid E(Y | X) GLS (FPCA cov.) + CL2 0.96 0.96 0.92 1.00 1.00 1.03 1.00
syn. iid E(Y | X) GLS (raw cov.) + CL2 0.46 0.14 0.38 0.28 3.45 1.66 1.00
syn. iid E(Y | X) pcre 0.97 0.97 0.94 1.03 0.99 1.03 1.00
syn. iid E(Y | X) pcre + CL2 0.97 0.97 0.94 1.02 1.01 1.03 1.00
syn. iid beta(s,t) REML + CL2 0.99 0.99 0.97 1.00 1.00 1.27 0.97
syn. iid beta(s,t) NCV + CL2 0.98 0.98 0.94 0.75 0.78 1.00 0.98
syn. iid beta(s,t) GLS (FPCA cov.) 0.99 0.99 0.97 1.02 1.01 1.26 0.97
syn. iid beta(s,t) GLS (FPCA cov.) + CL2 0.99 0.99 0.97 1.00 1.00 1.26 0.97
syn. iid beta(s,t) GLS (raw cov.) + CL2 0.64 0.38 0.54 0.37 1.84 1.44 0.99
syn. iid beta(s,t) pcre 0.99 0.99 0.98 1.03 1.02 1.25 0.97
syn. iid beta(s,t) pcre + CL2 0.99 0.99 0.97 1.01 1.01 1.25 0.97
syn. iid alpha(t) REML + CL2 0.95 0.95 0.92 1.00 1.00 0.98 1.00
syn. iid alpha(t) NCV + CL2 0.95 0.94 0.90 0.98 1.01 1.00 1.00
syn. iid alpha(t) GLS (FPCA cov.) 0.96 0.96 0.92 1.01 0.98 0.98 1.00
syn. iid alpha(t) GLS (FPCA cov.) + CL2 0.95 0.95 0.92 1.00 1.00 0.98 1.00
syn. iid alpha(t) GLS (raw cov.) + CL2 0.36 0.06 0.30 0.25 6.22 3.36 1.00
syn. iid alpha(t) pcre 0.96 0.96 0.92 1.00 0.98 0.98 1.00
syn. iid alpha(t) pcre + CL2 0.96 0.95 0.92 1.00 1.00 0.98 1.00
syn. iid gamma(t) REML + CL2 0.96 0.95 0.92 1.00 1.00 0.96 1.00
syn. iid gamma(t) NCV + CL2 0.95 0.95 0.88 0.96 1.01 1.00 1.00
syn. iid gamma(t) GLS (FPCA cov.) 0.97 0.96 0.93 1.02 0.98 0.96 1.00
syn. iid gamma(t) GLS (FPCA cov.) + CL2 0.96 0.96 0.92 1.00 1.00 0.96 1.00
syn. iid gamma(t) GLS (raw cov.) + CL2 0.48 0.16 0.42 0.26 2.87 1.06 1.00
syn. iid gamma(t) pcre 0.97 0.97 0.94 1.04 0.99 0.96 1.00
syn. iid gamma(t) pcre + CL2 0.96 0.96 0.92 1.03 1.01 0.96 1.00

8 Intervals centred at the NCV fit

NCV + CL2 under-covers (Section 3.5). This section collects the diagnosis and every correction evaluated (ncv-rbc/, lambda-correction/): a one-step bias correction of the NCV estimate (θ̃ = (2I − A)θ̂ with A = V_e V_p⁻¹, covariance propagated through the same linear map; frequentist CL2 inside, plus the Bayesian allowance propagated as (I − A)(V_p − V_e)(I − A)’), two steps of it, a cluster-robust term for the variability of the NCV smoothing parameters (infinitesimal jackknife over curves, with or without the cross term between coefficients and smoothing parameters; Gaussian only), their combinations, and the NCV estimate with REML + CL2’s half-width. Replicates: synthetic Gaussian/Poisson/binary core and rough-truth cells, fresh replicates 201–400 (combinations: Gaussian, 201–300); plasmode cells with all subjects and curve flips, replicates 1–100 (combinations 1–50); misspecified truths with the default basis, replicates 1–100. SE/SD: median over grid points of the root-mean-square estimated SE over the replicate SD of the estimate.

Why NCV + CL2 misses. In the synthetic Gaussian/Poisson cells its SE matches the spread of the NCV estimate and the shortfall is smoothing bias (mean |bias|/SD of β 0.24–0.36 with the smooth truth, 0.46–0.74 with the rough truth; Section 3.5). On the plasmode datasets two things go wrong. Its SE is short (SE/SD 0.66–0.96 across datasets), and refitting with the smoothing parameters fixed at each cell’s median NCV value restores the SE (1.03–1.18), so the shortfall comes from the variability of the selected smoothing parameters. Even then coverage of β stays at 0.64–0.92: smoothing bias at the amount of smoothing NCV selects remains (Table 49).

Corrections. The one-step bias correction removes part of the bias on synthetic data (Table 47) but not enough on rough truths or for binary responses, and adds little on the plasmode datasets. The λ term, alone or combined with the bias correction, raises coverage further but overshoots the variance (SE/SD above 1) on synthetic data (Table 48) and still leaves β at 0.65–0.94 (one step + λ term) on the plasmode datasets. With truths outside the spline space every NCV-centred interval fails (Table 50). The NCV estimate with REML + CL2’s half-width has REML + CL2’s width by construction; its better interval score reflects only the more accurate centre, its detection of clearly non-zero points is lower, and it under-covers under the REML-fitted truth (Table 51; Section 10.10).

Table 47: Synthetic dependent cells, β, fresh replicates: coverage (mean and minimum over cells), 5% pointwise quantile, half-width relative to REML + CL2, SE/SD and detection, per construction.
group arm cells cov_min coverage q05 width se_sd detect
rough truth, Gaussian/Poisson REML + CL2 5 0.937 0.940 0.914 1.000 0.973 0.746
rough truth, Gaussian/Poisson NCV + CL2 5 0.817 0.849 0.609 0.515 0.933 0.922
rough truth, Gaussian/Poisson bias-corrected (1 step) 5 0.873 0.899 0.784 0.623 0.917 0.902
rough truth, Gaussian/Poisson bias-corrected (2 steps, freq.) 5 0.888 0.911 0.835 0.679 0.917 0.885
rough truth, binary REML + CL2 2 0.943 0.944 0.918 1.000 0.947 0.349
rough truth, binary NCV + CL2 2 0.810 0.816 0.483 0.406 0.881 0.678
rough truth, binary bias-corrected (1 step) 2 0.864 0.867 0.690 0.493 0.837 0.654
rough truth, binary bias-corrected (2 steps, freq.) 2 0.874 0.876 0.752 0.538 0.821 0.628
smooth truth, Gaussian/Poisson REML + CL2 8 0.929 0.937 0.911 1.000 0.952 0.656
smooth truth, Gaussian/Poisson NCV + CL2 8 0.919 0.930 0.872 0.381 0.920 0.933
smooth truth, Gaussian/Poisson bias-corrected (1 step) 8 0.926 0.932 0.901 0.468 0.894 0.910
smooth truth, Gaussian/Poisson bias-corrected (2 steps, freq.) 8 0.919 0.926 0.895 0.515 0.883 0.891
smooth truth, binary REML + CL2 4 0.929 0.940 0.913 1.000 0.923 0.225
smooth truth, binary NCV + CL2 4 0.800 0.864 0.746 0.341 0.819 0.558
smooth truth, binary bias-corrected (1 step) 4 0.815 0.876 0.800 0.413 0.780 0.553
smooth truth, binary bias-corrected (2 steps, freq.) 4 0.814 0.871 0.797 0.450 0.766 0.535
Table 48: Combinations with the smoothing-parameter term (Gaussian dependent cells, replicates 201–300; REML + CL2 from replicates 201–400 of the same cells): β coverage, 5% pointwise quantile, half-width relative to REML + CL2, SE/SD.
group arm coverage q05 width se_sd
rough truth REML + CL2 0.940 0.915 1.000 0.971
rough truth NCV + CL2 0.846 0.591 0.509 0.915
rough truth bias-corrected (1 step) 0.894 0.767 0.614 0.898
rough truth NCV + λ term 0.876 0.653 0.566 1.046
rough truth NCV + λ term (cross) 0.889 0.677 0.597 1.113
rough truth 1 step + λ term 0.929 0.820 0.717 1.100
rough truth 1 step + λ term (cross) 0.941 0.838 0.765 1.185
rough truth 2 steps + λ term (cross) 0.958 0.887 0.869 1.250
smooth truth REML + CL2 0.938 0.911 1.000 0.953
smooth truth NCV + CL2 0.925 0.867 0.383 0.898
smooth truth bias-corrected (1 step) 0.928 0.886 0.471 0.872
smooth truth NCV + λ term 0.948 0.890 0.436 1.108
smooth truth NCV + λ term (cross) 0.957 0.900 0.457 1.176
smooth truth 1 step + λ term 0.961 0.920 0.564 1.186
smooth truth 1 step + λ term (cross) 0.971 0.938 0.597 1.271
smooth truth 2 steps + λ term (cross) 0.975 0.942 0.691 1.358
Table 49: Plasmode datasets, β: coverage (5% pointwise quantile) SE/SD per construction, mean over truth and residual sources (all subjects, curve flips).
app NCV + CL2 NCV + λ term NCV, λ fixed at median (oracle) bias-corrected (1 step) 1 step + λ term 1 step + λ term (cross) REML + CL2
ECG strain 0.89 (0.76) 0.95 0.92 (0.80) 1.02 0.92 (0.85) 1.03 0.91 (0.82) 0.96 0.94 (0.86) 1.06 0.94 (0.87) 1.10 0.94 (0.89) 1.01
AF trial 0.81 (0.53) 0.84 0.88 (0.65) 1.12 0.87 (0.57) 1.07 0.84 (0.66) 0.83 0.92 (0.79) 1.27 0.94 (0.81) 1.44 0.94 (0.86) 0.96
running 0.72 (0.42) 0.76 0.77 (0.47) 0.95 0.69 (0.29) 1.04 0.76 (0.48) 0.77 0.81 (0.53) 1.07 0.83 (0.55) 1.20 0.91 (0.84) 0.90
DTI 0.84 (0.54) 0.96 0.87 (0.61) 1.09 0.86 (0.57) 1.07 0.88 (0.68) 0.94 0.92 (0.75) 1.16 0.93 (0.77) 1.24 0.93 (0.86) 0.99
gait 0.81 (0.53) 0.89 0.87 (0.64) 1.07 0.88 (0.62) 1.07 0.84 (0.61) 0.89 0.91 (0.74) 1.21 0.92 (0.75) 1.31 0.94 (0.89) 0.99
ECG 8-lead 0.76 (0.47) 0.81 0.86 (0.62) 1.29 0.85 (0.46) 1.16 0.80 (0.56) 0.78 0.90 (0.73) 1.52 0.92 (0.75) 1.64 0.94 (0.88) 0.94
ocean 0.72 (0.30) 0.86 0.76 (0.36) 1.03 0.71 (0.24) 1.03 0.78 (0.39) 0.88 0.83 (0.45) 1.11 0.84 (0.47) 1.20 0.93 (0.87) 0.94
weather 0.53 (0.30) 0.70 0.59 (0.41) 0.94 0.69 (0.29) 1.18 0.60 (0.43) 0.72 0.65 (0.50) 1.07 0.66 (0.53) 1.23 0.88 (0.82) 0.93
electricity 0.62 (0.37) 0.66 0.68 (0.44) 0.86 0.64 (0.30) 1.07 0.63 (0.38) 0.64 0.71 (0.47) 0.96 0.73 (0.50) 1.12 0.93 (0.88) 0.90
Table 50: Misspecified truths (default basis), β: coverage (5% pointwise quantile) per construction; REML + CL2 from the misspecification study (replicates 1–200).
setting NCV + CL2 2 steps + λ term (cross) bias-corrected (1 step) 1 step + λ term REML + CL2
T0 independent G = 100 0.98 (0.94) 0.99 (0.96) 0.97 (0.94) 0.98 (0.96) 0.99 (0.97)
T0 smooth errors G = 100 0.94 (0.86) 0.98 (0.96) 0.94 (0.91) 0.97 (0.94) 0.94 (0.92)
T0 smooth errors G = 40 0.92 (0.87) 0.98 (0.95) 0.93 (0.90) 0.97 (0.94) 0.93 (0.90)
T1 independent G = 100 0.88 (0.11) 0.90 (0.25) 0.85 (0.13) 0.88 (0.16) 0.88 (0.01)
T1 smooth errors G = 100 0.87 (0.26) 0.94 (0.64) 0.87 (0.33) 0.92 (0.49) 0.91 (0.69)
T1 smooth errors G = 40 0.88 (0.48) 0.95 (0.74) 0.88 (0.53) 0.93 (0.66) 0.91 (0.84)
T2 independent G = 100 0.28 (0.00) 0.33 (0.00) 0.29 (0.00) 0.31 (0.00) 0.30 (0.00)
T2 smooth errors G = 100 0.28 (0.00) 0.36 (0.00) 0.30 (0.00) 0.32 (0.00) 0.44 (0.00)
T2 smooth errors G = 40 0.33 (0.00) 0.45 (0.00) 0.36 (0.00) 0.40 (0.00) 0.56 (0.00)
Table 51: Interval score relative to REML + CL2 (geometric mean of per-cell ratios; < 1 better), coverage, 5% pointwise quantile and detection, β, paired replicates (synthetic 201–300, plasmode 1–50).
setting arm coverage q05 score_vs_REML detection
plasmode, MID-fitted truth REML + CL2 0.929 0.858 1.000 0.405
plasmode, MID-fitted truth NCV + CL2 0.769 0.450 1.123 0.585
plasmode, MID-fitted truth 1 step + λ term (cross) 0.877 0.659 0.997 0.380
plasmode, MID-fitted truth NCV estimate, REML + CL2 width 0.955 0.853 0.868 0.296
plasmode, NCV-fitted truth REML + CL2 0.917 0.846 1.000 0.394
plasmode, NCV-fitted truth NCV + CL2 0.827 0.651 0.724 0.649
plasmode, NCV-fitted truth 1 step + λ term (cross) 0.910 0.835 0.717 0.441
plasmode, NCV-fitted truth NCV estimate, REML + CL2 width 0.957 0.894 0.828 0.296
plasmode, REML-fitted truth REML + CL2 0.923 0.840 1.000 0.496
plasmode, REML-fitted truth NCV + CL2 0.680 0.393 2.079 0.532
plasmode, REML-fitted truth 1 step + λ term (cross) 0.807 0.567 1.734 0.333
plasmode, REML-fitted truth NCV estimate, REML + CL2 width 0.906 0.673 1.043 0.298
synthetic, rough truth REML + CL2 0.938 0.900 1.000 0.693
synthetic, rough truth NCV + CL2 0.846 0.591 0.731 0.905
synthetic, rough truth 1 step + λ term (cross) 0.941 0.838 0.695 0.817
synthetic, rough truth NCV estimate, REML + CL2 width 0.986 0.953 0.817 0.650
synthetic, smooth truth REML + CL2 0.934 0.897 1.000 0.661
synthetic, smooth truth NCV + CL2 0.925 0.867 0.409 0.940
synthetic, smooth truth 1 step + λ term (cross) 0.971 0.938 0.485 0.878
synthetic, smooth truth NCV estimate, REML + CL2 width 0.995 0.982 0.772 0.637

9 Smoothing-parameter uncertainty in CL2

CL2 treats the smoothing parameters as fixed. This section reports a curve-robust term for their variability, added to CL2 for the REML fit and for the curve-blocked NCV fit (lambda-correction/).

Construction. With \(\boldsymbol\rho = \log\boldsymbol\lambda\) (for REML also \(\log\phi\)), give each curve \(g\) a weight \(w_g\) in the fitting criterion \(C\). The implicit-function theorem gives the influence of curve \(g\) on \(\hat{\boldsymbol\rho}\), \(\mathbf d_g = -\mathbf H^{-1}(\mathbf s_g - \bar{\mathbf s})\), from the curve scores \(\mathbf s_g = \partial^2 C/\partial\boldsymbol\rho\,\partial w_g\) and the Hessian \(\mathbf H\) of \(C\) in \(\boldsymbol\rho\) (REML criterion with analytic curve scores; NCV criterion with curve blocks, analytic scores for Gaussian responses and central differences in \(\boldsymbol\rho\) for Poisson and binary responses, where a \(\rho_k\) with curvature below \(10^{-3}\) of the largest is treated as fixed). The infinitesimal jackknife (IJ) over curves gives \(\hat{\mathbf V}_\rho = \sum_g \mathbf d_g\mathbf d_g^\top\), which enters the coefficient covariance as \(\mathbf J\hat{\mathbf V}_\rho\mathbf J^\top\) with \(\mathbf J = \partial\hat{\boldsymbol\theta}/\partial\boldsymbol\rho\), on top of CL2 (Bayesian form). Variants:

  • “+ IJ”: the term above; “+ IJ ×”: with the first-order cross term between the coefficient and the smoothing-parameter influences of each curve (total curve influence);
  • “+ OS”: \(\hat{\mathbf V}_\rho\) from a one-step leave-curve-out update of ρ̂ instead of the IJ; “+ JK”: from the exact curve jackknife (refits with zero prior weights for one curve, warm start; REML only, reference);
  • “jackknife refit”: the exact curve jackknife of \(\hat{\boldsymbol\theta}\) itself plus \(\mathbf V_p - \mathbf V_e\) (REML only, reference);
  • “+ mgcv J”: mgcv’s own first-order term \(\mathbf J[\mathbf H^{-1}]_\rho\mathbf J^\top\) (model-based, not curve-robust); “+ mgcv Vc − Vp”: mgcv’s full smoothing-parameter correction \(\mathbf V_c - \mathbf V_p\) (REML only);
  • “λ fixed”: CL2 of a refit with every smoothing parameter fixed at the cell’s geometric-mean selected value, computed from the same replicates (a diagnostic, not an interval one can compute from one dataset).

Runs. REML: the 18 core cells at the default signal (family × error process × G), the study’s 200 replicates, and all 130 plasmode cells with 200 replicates. NCV: the 6 Gaussian and 12 Poisson/binary core cells at the default signal with 200 replicates, and the 130 plasmode cells with replicates 1–100. Every run reproduces the study’s estimates and CL2 standard errors on the same replicates (common random numbers; lambda-correction/summaries*/ *-crn.csv). z intervals throughout. For the REML runs SE/SD is the root-mean-square estimated SE over the replicate SD; for the NCV runs, where the IJ inflation is heavy-tailed over replicates, the median-based SE/SD is reported.

Figure 16: Coverage of β(s,t) with the curve-robust smoothing-parameter term (+ IJ) against CL2 alone, per cell, for the REML fit (left) and the curve-blocked NCV fit (right); synthetic core cells at the default signal (colour = family, open = independent errors) and plasmode cells (curve flips, attached residuals; black, G = all and 40). Dashed: no change; dotted: nominal 0.95.

REML. In the dependent core cells the IJ term raises REML + CL2’s coverage of β from 0.929 to 0.945 at G = 40 and from 0.946 to 0.958 at G = 100, at 1.09 and 1.07 times the width; the interval score changes by a factor 0.996 and 1.008 (Table 52, Table 53). mgcv’s own terms add less (0.935 and 0.936 at G = 40); the exact curve jackknife of the smoothing parameters gives 0.954, and the full jackknife refit overcovers (0.977). Fixing λ at the cell’s geometric-mean REML value covers 0.945 at 0.99 times CL2’s width (interval score 0.880 times): CL2’s shortfall comes from which λ REML selects in a replicate. The added width does not go where CL2 misses: within cells, the rank correlation between a replicate’s SE inflation and CL2’s share of missed grid points in that replicate is -0.24 (G = 40) and -0.11 (G = 100) under dependent errors (0.34 and 0.33 under independent errors; lambda-correction/summaries/lc-targeting.csv). On the plasmode cells the term raises β coverage by 0.0–1.8 pp per cell at interval-score ratios 0.96–1.11 (Table 54).

NCV. For the curve-blocked NCV fit the term brings β coverage in the dependent synthetic cells to nominal: Gaussian 0.92–0.93 → 0.95, Poisson 0.92–0.94 → 0.95, the same as the λ-fixed diagnostic (0.95), at 1.09–1.21 times the width (Table 55). The median SE/SD moves only from 0.80–0.86 to 0.83–0.89: the inflation is concentrated in a few replicates, and it is larger where CL2 misses more (within-cell rank correlation of SE inflation and missed share under dependent errors 0.17–0.46). mgcv’s term gives 0.93–0.94. For binary responses at G = 40 the term reaches 0.859 (0.889 with the cross term) from 0.787, and the λ-fixed refit covers only 0.704: the selected smoothing parameters jump between interior and boundary solutions (lambda-correction/summaries-ncvg/ncv-boundary.csv). On the counted plasmode datasets (G = all) the term raises β coverage from 0.71–0.91 to 0.76–0.93 per dataset (stress tests 0.59–0.71 → 0.66–0.75), median SE/SD 0.55–0.99 → 0.72–1.06 (Table 56); the smoothing bias of the NCV fit on these data remains (Section 8, Table 49). Computing times are in Section 14.

Table 52: Smoothing-parameter terms for REML + CL2, synthetic core cells at the default signal (three families × error processes): coverage per estimand, dependence and G (mean over cells).
estimand dependence G CL2 + mgcv J + mgcv Vc − Vp + IJ + IJ × + OS + JK jackknife refit λ fixed
E(Y | X) dependent 40 0.929 0.932 0.933 0.938 0.944 0.940 0.946 0.967 0.941
E(Y | X) dependent 100 0.943 0.944 0.945 0.947 0.953 0.948 0.951 0.963 0.949
E(Y | X) independent 40 0.947 0.954 0.958 0.952 0.957 0.953 0.956 0.964 0.955
E(Y | X) independent 100 0.957 0.960 0.962 0.958 0.961 0.958 0.958 0.964 0.961
beta(s,t) dependent 40 0.929 0.935 0.936 0.945 0.956 0.949 0.954 0.977 0.945
beta(s,t) dependent 100 0.946 0.950 0.951 0.958 0.968 0.959 0.963 0.977 0.955
beta(s,t) independent 40 0.984 0.987 0.989 0.986 0.987 0.986 0.986 0.989 0.990
beta(s,t) independent 100 0.987 0.989 0.990 0.988 0.989 0.988 0.988 0.990 0.988
alpha(t) dependent 40 0.922 0.926 0.927 0.929 0.937 0.930 0.935 0.960 0.936
alpha(t) dependent 100 0.941 0.943 0.944 0.945 0.949 0.945 0.946 0.957 0.947
alpha(t) independent 40 0.920 0.933 0.936 0.931 0.937 0.932 0.936 0.946 0.925
alpha(t) independent 100 0.944 0.950 0.951 0.947 0.953 0.947 0.947 0.955 0.950
gamma(t) dependent 40 0.934 0.938 0.939 0.941 0.946 0.942 0.946 0.968 0.948
gamma(t) dependent 100 0.938 0.941 0.941 0.942 0.946 0.942 0.943 0.955 0.946
gamma(t) independent 40 0.930 0.941 0.945 0.937 0.944 0.938 0.944 0.953 0.944
gamma(t) independent 100 0.943 0.948 0.951 0.945 0.950 0.945 0.945 0.954 0.952
Table 53: Smoothing-parameter terms for REML + CL2, synthetic core cells: width / interval score relative to CL2 (geometric means of per-cell ratios) / SE/SD (RMS), for the mean and β.
estimand dependence G CL2 + mgcv J + mgcv Vc − Vp + IJ + IJ × + OS + JK jackknife refit λ fixed
E(Y | X) dependent 40 1.00 / 1.000 / 0.98 1.01 / 0.993 / 0.99 1.01 / 0.991 / 0.99 1.04 / 0.992 / 1.03 1.06 / 0.988 / 1.06 1.05 / 0.991 / 1.04 1.10 / 1.015 / 1.16 1.23 / 1.037 / 1.22 1.01 / 0.950 / 1.04
E(Y | X) dependent 100 1.00 / 1.000 / 1.00 1.01 / 0.997 / 1.01 1.01 / 0.997 / 1.01 1.02 / 1.000 / 1.03 1.05 / 0.999 / 1.05 1.03 / 1.000 / 1.03 1.06 / 1.015 / 1.08 1.13 / 1.031 / 1.15 1.01 / 0.978 / 1.04
E(Y | X) independent 40 1.00 / 1.000 / 1.11 1.02 / 0.991 / 1.14 1.04 / 0.990 / 1.16 1.02 / 0.992 / 1.13 1.04 / 0.995 / 1.16 1.02 / 0.992 / 1.13 1.10 / 1.047 / 1.43 1.10 / 1.011 / 1.22 0.99 / 0.952 / 1.18
E(Y | X) independent 100 1.00 / 1.000 / 1.10 1.01 / 0.999 / 1.12 1.02 / 1.000 / 1.13 1.00 / 0.999 / 1.11 1.02 / 1.000 / 1.13 1.00 / 0.999 / 1.11 1.01 / 0.999 / 1.11 1.04 / 1.006 / 1.15 1.00 / 0.981 / 1.13
beta(s,t) dependent 40 1.00 / 1.000 / 0.92 1.02 / 0.984 / 0.93 1.02 / 0.984 / 0.94 1.09 / 0.996 / 1.02 1.15 / 0.991 / 1.08 1.11 / 0.998 / 1.05 1.20 / 1.047 / 1.16 1.44 / 1.132 / 1.37 0.99 / 0.880 / 1.05
beta(s,t) dependent 100 1.00 / 1.000 / 0.97 1.01 / 0.991 / 0.98 1.02 / 0.993 / 0.98 1.07 / 1.008 / 1.07 1.13 / 1.007 / 1.13 1.08 / 1.010 / 1.08 1.17 / 1.068 / 1.20 1.34 / 1.147 / 1.43 1.00 / 0.936 / 1.06
beta(s,t) independent 40 1.00 / 1.000 / 1.39 1.02 / 1.006 / 1.41 1.05 / 1.024 / 1.45 1.01 / 1.001 / 1.40 1.02 / 1.009 / 1.42 1.01 / 1.001 / 1.40 1.08 / 1.063 / 1.71 1.06 / 1.037 / 1.48 1.00 / 0.961 / 1.46
beta(s,t) independent 100 1.00 / 1.000 / 1.35 1.01 / 1.005 / 1.37 1.03 / 1.019 / 1.39 1.00 / 1.001 / 1.36 1.01 / 1.005 / 1.37 1.00 / 1.001 / 1.36 1.00 / 1.001 / 1.36 1.03 / 1.017 / 1.39 1.00 / 0.995 / 1.38
Table 54: Smoothing-parameter terms for REML + CL2 on the plasmode cells (curve flips, attached residuals), β: coverage (interval score relative to CL2) per dataset and G, mean over truth × residual sources.
dataset G CL2 + mgcv J + mgcv Vc − Vp + IJ + IJ ×
ECG strain all 0.944 0.944 (1.00) 0.945 (1.00) 0.945 (1.00) 0.946 (1.00)
ECG strain 40 0.934 0.934 (1.00) 0.934 (1.00) 0.935 (1.00) 0.938 (0.99)
AF trial all 0.938 0.941 (0.99) 0.942 (0.99) 0.950 (1.03) 0.963 (1.02)
AF trial 40 0.920 0.925 (1.00) 0.926 (1.00) 0.936 (1.04) 0.950 (1.04)
running all 0.919 0.921 (1.00) 0.921 (1.00) 0.928 (1.02) 0.939 (1.02)
running 40 0.902 0.904 (1.00) 0.905 (1.00) 0.911 (1.00) 0.922 (1.00)
DTI all 0.927 0.929 (0.99) 0.929 (0.99) 0.935 (0.99) 0.943 (0.98)
DTI 40 0.917 0.920 (0.99) 0.921 (0.99) 0.928 (0.98) 0.938 (0.97)
gait all 0.939 0.940 (1.00) 0.940 (1.00) 0.942 (1.00) 0.949 (1.00)
gait 40 0.935 0.936 (1.00) 0.936 (1.00) 0.941 (1.01) 0.949 (1.02)
ECG 8-lead all 0.942 0.944 (0.99) 0.944 (1.00) 0.956 (1.00) 0.965 (1.01)
ECG 8-lead 40 0.936 0.938 (1.00) 0.939 (1.00) 0.951 (1.02) 0.959 (1.03)
ocean all 0.925 0.926 (1.00) 0.926 (1.00) 0.929 (1.02) 0.938 (1.02)
ocean 40 0.928 0.929 (1.00) 0.930 (1.00) 0.937 (1.00) 0.947 (1.00)
weather all 0.882 0.884 (1.00) 0.884 (1.00) 0.892 (1.00) 0.907 (1.00)
weather 40 0.835 0.837 (1.00) 0.838 (0.99) 0.846 (1.02) 0.860 (1.02)
electricity all 0.927 0.928 (1.00) 0.929 (1.00) 0.933 (1.01) 0.944 (1.01)
electricity 40 0.914 0.915 (1.00) 0.915 (1.00) 0.921 (1.01) 0.930 (1.02)
Table 55: Smoothing-parameter terms for curve-blocked NCV + CL2, synthetic dependent core cells at the default signal, β: coverage (5% pointwise quantile) width relative to CL2 / median SE/SD, mean over the two dependent error processes.
family G CL2 + mgcv J + IJ + IJ × λ fixed
Gaussian 40 0.923 (0.86) 1.00 / 0.80 0.925 (0.87) 1.01 / 0.80 0.948 (0.90) 1.13 / 0.83 0.957 (0.91) 1.19 / 0.86 0.949 (0.91) 1.00 / 1.07
Gaussian 100 0.934 (0.86) 1.00 / 0.86 0.936 (0.86) 1.01 / 0.87 0.951 (0.89) 1.10 / 0.89 0.958 (0.90) 1.14 / 0.91 0.950 (0.90) 1.00 / 1.07
Poisson 40 0.924 (0.88) 1.00 / 0.80 0.927 (0.88) 1.01 / 0.80 0.951 (0.91) 1.21 / 0.84 0.959 (0.92) 1.28 / 0.87 0.952 (0.92) 1.01 / 1.08
Poisson 100 0.935 (0.88) 1.00 / 0.84 0.938 (0.88) 1.01 / 0.85 0.953 (0.90) 1.09 / 0.87 0.961 (0.91) 1.14 / 0.89 0.953 (0.91) 1.00 / 1.09
binary 40 0.787 (0.61) 1.00 / 0.57 0.796 (0.62) 1.02 / 0.58 0.859 (0.72) 1.27 / 0.66 0.889 (0.77) 1.40 / 0.72 0.704 (0.23) 0.70 / 1.11
binary 100 0.899 (0.78) 1.00 / 0.78 0.905 (0.79) 1.02 / 0.79 0.933 (0.85) 1.16 / 0.83 0.948 (0.89) 1.26 / 0.89 0.949 (0.88) 0.96 / 1.14
Table 56: Smoothing-parameter terms for curve-blocked NCV + CL2 on the plasmode cells (curve flips, attached residuals, G = all, replicates 1–100), β: coverage (5% pointwise quantile) median SE/SD per dataset, mean over truth × residual sources.
dataset CL2 + mgcv J + IJ + IJ ×
ECG strain 0.906 (0.80) 0.99 0.906 (0.80) 0.99 0.926 (0.84) 1.06 0.930 (0.85) 1.07
AF trial 0.810 (0.52) 0.80 0.812 (0.53) 0.80 0.879 (0.65) 0.99 0.895 (0.69) 1.05
running 0.712 (0.40) 0.65 0.738 (0.42) 0.70 0.759 (0.45) 0.72 0.777 (0.47) 0.76
DTI 0.847 (0.58) 0.91 0.961 (0.84) 1.62 0.876 (0.65) 0.98 0.888 (0.67) 1.02
gait 0.808 (0.53) 0.83 0.857 (0.64) 0.95 0.867 (0.65) 0.93 0.873 (0.65) 0.95
ECG 8-lead 0.763 (0.48) 0.55 0.763 (0.48) 0.55 0.854 (0.62) 0.74 0.868 (0.64) 0.78
ocean 0.712 (0.29) 0.74 0.712 (0.29) 0.74 0.752 (0.35) 0.81 0.769 (0.36) 0.86
weather 0.592 (0.39) 0.62 0.594 (0.39) 0.62 0.658 (0.48) 0.77 0.685 (0.52) 0.85
electricity 0.619 (0.40) 0.34 0.619 (0.40) 0.34 0.675 (0.45) 0.44 0.696 (0.47) 0.49

10 Plasmode study

10.1 Datasets and models

Nine datasets, each fitted with the study’s model Y(t) ~ α(t) + ∫X(s)β(s,t)ds + z γ(t) (Gaussian, identity link; ff basis 8 × 10, intercept and γ(t) bases k = 12, except intercept k = 40 and γ k = 30 for ECG 8-lead because with k = 12 neither the functional intercept nor the LBBB effect can follow the QRS complex (22% of the REML residual sum of squares was mean-curve misfit; 0.2% with the larger bases), so that mean structure does not leak into the frozen truth’s residuals). Six datasets with independent curves are counted in the consistency criterion; three whose curves are serially or spatially dependent units are stress tests. The cardiology datasets are patient or volunteer data of N. Bouchahda’s group: they are described here in aggregate only and never enter the repository. Table 57 lists the data, Table 58 the fitted models and their frozen fits (EDF per term in Table 85), Table 59 the residual dependence and covariate diagnostics, Table 60 the block construction of the stress tests; the test-cohort balance is tabulated at the end of the section on the construction of the plasmode cells.

ECG strain (ECG-to-strain study (consulting project with N. Bouchahda’s group, 2025–26); first beat per subject; local only (patient and volunteer data; de-identified arrays on LRZ, aggregates here)). Counted dataset: 78 curves; response: global longitudinal strain, 4-chamber view (%), one cardiac cycle normalised to [0, 1], native grid about 52 frames per beat (29–83) (fitted grid: interpolated to 61 points); functional covariate: simultaneously recorded ECG of the same beat (digitised pixel intensity, shape usable, amplitude up to scale), 51 points; scalar covariate z: age (standardised). Preprocessing: cycle time normalised to the R–R interval; subjects with at least two beats (the second beat supplies the beat-to-beat difference curves). Fit: R² 0.47, ff EDF 59.6 (REML) vs 44.0 (NCV); residual design effect 19.9 (DE/D 0.33), lag-1 correlation 0.96, 15% negative correlations (minimum r -0.35), SD ratio along t 25, 4 FPCs for 90% of the residual variance, covariate rank 15, phase share 63%. Why it is here: real cardiac misregistration (largest phase share), strongest dependence among the cardiology sets with sign-changing correlations and near-zero variance at both ends of the cycle; the only model-free error source.

AF trial (atrial-fibrillation trial (N. Bouchahda’s group): patients randomised to digoxin or beta-blocker; local only (patient data; de-identified arrays on LRZ, aggregates here)). Counted dataset: 118 curves; response: left-atrial strain, 4-chamber view, at day 30 (%), one cycle on [0, 1], native grid 30 points per cycle (fitted grid: used as is); functional covariate: the same strain curve at day 0, 51 points; scalar covariate z: randomised treatment (digoxin = 1). Preprocessing: none beyond the cycle normalisation; a baseline-adjusted functional ANCOVA. Fit: R² 0.19, ff EDF 33.2 (REML) vs 25.3 (NCV); residual design effect 10.9 (DE/D 0.36), lag-1 correlation 0.89, 20% negative correlations (minimum r -0.27), SD ratio along t 30, 3 FPCs for 90% of the residual variance, covariate rank 8, phase share 43%. Why it is here: a randomised binary covariate, so γ(t) is a model-defined target informed by a trial; the coarsest grid; large phase variability with a broad, noisy peak.

running (Fukuchi, Fukuchi & Duarte 2017 (PeerJ 5:e3298) via tidyfundata::running; one row per person, first condition; public (tidyfundata, MIT; original data public)). Counted dataset: 90 curves; response: sagittal knee moment over normalised stance, native grid 101 points (fitted grid: interpolated to 61 points (as in the original 16 cells)); functional covariate: sagittal knee angle over the same stance, 51 points; scalar covariate z: body mass (standardised). Preprocessing: one row per person (post-intervention rows dropped); speed and backpack conditions differ between persons and stay in the residuals. Fit: R² 0.46, ff EDF 53.7 (REML) vs 54.8 (NCV); residual design effect 33.3 (DE/D 0.55), lag-1 correlation 0.99, 12% negative correlations (minimum r -0.10), SD ratio along t 5, 2 FPCs for 90% of the residual variance, covariate rank 7, phase share 30%. Why it is here: the lowest-rank functional covariate together with gait, very smooth residuals (strongest dependence of the counted datasets).

DTI (refund::DTI, baseline visit (Goldsmith et al. 2011): multiple-sclerosis patients and controls; public (refund, GPL ≥ 2)). Counted dataset: 92 curves; response: fractional anisotropy along the right corticospinal tract, native grid 55 points (fitted grid: used as is); functional covariate: fractional anisotropy along the corpus callosum, 51 points; scalar covariate z: case status (MS = 1). Preprocessing: complete cases of both tracts. Fit: R² 0.21, ff EDF 53.8 (REML) vs 35.1 (NCV); residual design effect 9.9 (DE/D 0.18), lag-1 correlation 0.81, 19% negative correlations (minimum r -0.34), SD ratio along t 2, 16 FPCs for 90% of the residual variance, covariate rank 24, phase share 22%. Why it is here: the study’s application and the source of the synthetic smooth error process; no phase variation (registration control), richest covariate rank.

gait (Van Criekinge et al. 2023 (Sci Data 10:852; figshare 24192489), able-bodied adults walking barefoot at preferred speed; public (CC0)). Counted dataset: 138 curves; response: sagittal knee moment over one stride, one mean stride per subject, native grid 1001 points (0.1% of the stride) (fitted grid: every 10th point (101)); functional covariate: sagittal knee angle over the stride, 51 points; scalar covariate z: age (standardised; from the subject-characteristics file). Preprocessing: the authors’ stride normalisation and averaging over strides (within-subject stride variability is averaged out). Fit: R² 0.40, ff EDF 68.7 (REML) vs 60.8 (NCV); residual design effect 37.0 (DE/D 0.37), lag-1 correlation 0.98, 33% negative correlations (minimum r -0.54), SD ratio along t 6, 6 FPCs for 90% of the residual variance, covariate rank 8, phase share 3%. Why it is here: the largest G; the running data’s model on an independent cohort with a walking task; a third of the residual correlations negative; no phase variation.

ECG 8-lead (roahd::mfD_healthy and mfD_LBBB (Ieva et al.), 50 healthy and 50 left-bundle-branch-block subjects; public (roahd, GPL-3)). Counted dataset: 100 curves; response: ECG lead V5 (µV) over one beat, native grid 1024 points at 1 kHz (fitted grid: interpolated to 101 points); functional covariate: ECG lead I (presumed from the documented lead order), 51 points; scalar covariate z: LBBB indicator. Preprocessing: registered and smoothed by the package authors; lead identities resolved from the R-wave progression. Fit: R² 0.21, ff EDF 39.4 (REML) vs 11.2 (NCV); residual design effect 6.2 (DE/D 0.06), lag-1 correlation 0.94, 32% negative correlations (minimum r -0.68), SD ratio along t 42, 4 FPCs for 90% of the residual variance, covariate rank 15, phase share 33%. Why it is here: the strongest sign-changing residual correlation and the most extreme variance profile along the beat; residual phase (QRS width, LBBB morphology) survives the registration; larger intercept and γ bases.

ocean (Hawaii Ocean Time-series profiles (FRegSigCom::ocean), monthly casts; public (FRegSigCom, GPL ≥ 2; HOT data public)). Stress test: 116 curves; response: dissolved oxygen over depth, native grid 101 points (fitted grid: used as is); functional covariate: temperature over depth, 51 points; scalar covariate z: cast order (standardised). Preprocessing: none; casts kept in time order. Fit: R² 0.36, ff EDF 59.2 (REML) vs 49.8 (NCV); residual design effect 39.7 (DE/D 0.39), lag-1 correlation 0.99, 22% negative correlations (minimum r -0.27), SD ratio along t 3, 5 FPCs for 90% of the residual variance, covariate rank 6, phase share 0%; 39 blocks of 2–3 curves, residual-score correlation 0.04 within and -0.10 between blocks. Why it is here: stress test: consecutive monthly casts (no residual-score autocorrelation found, so the block arm is a pure cost check); very smooth residuals.

weather (AEMET open data via fda.usc::aemet, 73 Spanish stations, daily means 1980–2009; public (fda.usc, GPL-2)). Stress test: 73 curves; response: log precipitation over the year, native grid 365 days (fitted grid: every 5th day (73)); functional covariate: daily mean temperature over the year, 51 points; scalar covariate z: altitude (standardised). Preprocessing: none beyond the day thinning. Fit: R² 0.41, ff EDF 29.5 (REML) vs 38.6 (NCV); residual design effect 29.1 (DE/D 0.40), lag-1 correlation 0.50, 1% negative correlations (minimum r -0.10), SD ratio along t 2, 19 FPCs for 90% of the residual variance, covariate rank 4, phase share 6%; 16 blocks of 1–8 curves, residual-score correlation 0.55 within and 0.36 between blocks. Why it is here: stress test: spatially correlated stations (residual scores correlated up to about 250 km); the lowest covariate rank of all datasets; rough residuals with almost no negative correlations; NCV rougher than REML.

electricity (Adelaide electricity demand (fds::mondaydemand, fds::mondaytempairport; Magnano, Boland & Hyndman 2008), every 5th Monday 1997–2007; public (fds, GPL-3)). Stress test: 102 curves; response: half-hourly electricity demand over the day, native grid 48 half-hours (fitted grid: used as is); functional covariate: airport temperature over the same day, 51 points; scalar covariate z: week index (standardised; absorbs the linear trend). Preprocessing: every 5th Monday (thins, not removes, the week-to-week dependence; the annual cycle stays). Fit: R² 0.31, ff EDF 33.2 (REML) vs 10.0 (NCV); residual design effect 35.8 (DE/D 0.75), lag-1 correlation 0.98, 0% negative correlations (minimum r 0.31), SD ratio along t 3, 2 FPCs for 90% of the residual variance, covariate rank 11, phase share 0%; 51 blocks of 2 curves, residual-score correlation 0.21 within and 0.01 between blocks. Why it is here: stress test: a weekly time series with dependence to about five weeks; strongly positively correlated residuals (2 FPCs for 90%), the largest REML–NCV EDF gap.

Table 57: Plasmode datasets: role, access, number of curves G, native and fitted grids and the scalar covariate z (std. = standardised). Response and functional covariate (always on 51 points of its own domain) are described in the paragraphs above and listed in the CSV.
dataset role access G native fitted D grid used z
ECG strain counted local only 78 about 52 frames per beat (29–83) 61 interpolated to 61 points age (std.)
AF trial counted local only 118 30 points per cycle 30 used as is randomised treatment (digoxin = 1)
running counted public 90 101 points 61 interpolated to 61 points (as in the original 16 cells) body mass (std.)
DTI counted public 92 55 points 55 used as is case status (MS = 1)
gait counted public 138 1001 points (0.1% of the stride) 101 every 10th point (101) age (std.)
ECG 8-lead counted public 100 1024 points at 1 kHz 101 interpolated to 101 points LBBB indicator
ocean stress public 116 101 points 101 used as is cast order (std.)
weather stress public 73 365 days 73 every 5th day (73) altitude (std.)
electricity stress public 102 48 half-hours 48 used as is week index (std.)
Table 58: Fitted models: bases per term (cubic P-splines with first-order difference penalties; the ff term’s s × t basis), R² of the REML fit, ff-term and total EDF of the three frozen fits (REML / NCV / MID), and whether MID’s EDF is interior for every term.
dataset intercept basis k gamma(t) basis k ff basis (s × t) R² ff EDF REML / NCV / MID total EDF REML / NCV / MID MID interior
ECG strain 12 12 8 × 10 0.47 59.6 / 44.0 / 52.9 77.1 / 54.1 / 63.4 FALSE
AF trial 12 12 8 × 10 0.19 33.2 / 25.3 / 29.5 44.7 / 32.8 / 38.9 TRUE
running 12 12 8 × 10 0.46 53.7 / 54.8 / 60.4 68.0 / 65.9 / 73.1 FALSE
DTI 12 12 8 × 10 0.21 53.8 / 35.1 / 47.0 68.5 / 47.9 / 60.7 TRUE
gait 12 12 8 × 10 0.40 68.7 / 60.8 / 65.3 89.0 / 80.1 / 85.2 FALSE
ECG 8-lead 40 30 8 × 10 0.21 39.4 / 11.2 / 23.9 103.2 / 77.0 / 88.9 TRUE
ocean 12 12 8 × 10 0.36 59.2 / 49.8 / 60.3 74.3 / 58.7 / 72.1 FALSE
weather 12 12 8 × 10 0.41 29.5 / 38.6 / 41.9 45.4 / 60.8 / 61.5 FALSE
electricity 12 12 8 × 10 0.31 33.2 / 10.0 / 23.9 45.8 / 22.0 / 35.7 FALSE
Table 59: Residual dependence and covariate diagnostics (REML residual curves): design effect DE = 1’Σ1/trΣ and its normalisation DE/D; residual correlation at one grid step, 10% and 25% of the domain; share of negative correlations and the most negative one; max/min SD along t; FPCs for 90% of the residual variance; centred covariate rank (99.5%); share of response variance removed by registration in the screening.
dataset DE DE/D lag 1 step lag 10% lag 25% neg. corr. share min r sd ratio FPC90 rank X phase share
ECG strain 19.88 0.33 0.96 0.62 0.21 0.15 -0.35 24.53 4 15 0.63
AF trial 10.93 0.36 0.89 0.68 0.36 0.20 -0.27 29.78 3 8 0.43
running 33.32 0.55 0.99 0.87 0.59 0.12 -0.10 4.63 2 7 0.30
DTI 9.91 0.18 0.81 0.23 0.11 0.19 -0.34 2.31 16 24 0.22
gait 36.96 0.37 0.98 0.48 0.26 0.33 -0.54 6.15 6 8 0.03
ECG 8-lead 6.19 0.06 0.94 0.36 0.08 0.32 -0.68 42.26 4 15 0.33
ocean 39.74 0.39 0.99 0.74 0.43 0.22 -0.27 2.86 5 6 0.00
weather 29.12 0.40 0.50 0.49 0.39 0.01 -0.10 2.22 19 4 0.06
electricity 35.77 0.75 0.98 0.89 0.82 0.00 0.31 3.07 2 11 0.00
Table 60: Stress tests: block construction for the block arm; residual-score correlation within and between blocks (first three residual FPCs); number of between-block pairs below the distance cut (weather) or adjacent (others).
dataset block rule blocks block size alt. blocks score corr. within score corr. between between pairs
ocean 3 consecutive monthly casts (cost check; the autocorrelation rule gives single casts) 39 2–3 0.04 -0.10 38
weather complete-linkage clusters of station distance cut at 250 km (mismatch arm: 150 km) 16 1–8 25 0.55 0.36 276
electricity 2 consecutive frame curves (10 weeks) 51 2 0.21 0.01 50

MID is a third smoothing level, not a midpoint in fit: its ff EDF lies strictly between the two fits for every term on 3 of 9 datasets (AF trial, DTI, ECG 8-lead) and exceeds both fits’ on running, ocean, weather.

10.2 Construction of the plasmode cells

Each dataset’s model is fitted to the real data by REML and by curve-blocked NCV; each fit’s fitted means are frozen as a truth, and the MID truth refits with every smoothing parameter fixed at the log-midpoint of the REML and NCV values. Replicates add each subject’s real residual curve (from the REML or the NCV fit) with a random sign, attached to its own covariates; the ECG strain data add beat-to-beat difference curves as a model-free error source at two scales. Cells cross truth source × residual source × G (all subjects or 40); the three stress tests add block-flip cells with an imposed within-block dependence and a block-NCV arm. 130 cells, 26000 tasks, NCV converged in 99.9% of them. The mean estimand is the conditional mean of a fixed test cohort of 50 subjects (a seeded sample on 7 datasets, the first 50 rows on 2; the choice was made by a permutation test of the cohort’s balance in the scalar covariate and the first three covariate scores; table below), evaluated at the native grid points and scored conditional on that cohort. Nothing per subject leaves the analysis: all tables are aggregates.

Replicate data sets are \(Y^*_i(t) = \mu_i(t) + w_i\,e_{\pi(i)}(t)\): \(\mu_i\) is subject i’s fitted mean under the frozen truth, \(e_j\) the residual curve of subject j from the REML or the NCV fit to the real data (or a beat-to-beat difference curve), \(w_i = \pm 1\) an independent random sign per curve (curve flips) or one sign per block of curves (block flips, stress tests only, all subjects), and \(\pi\) the identity (attached: each subject keeps its own residual curve) or a random permutation (detached: residual curves reassigned across subjects; running data only, Table 61). At G = 40 every replicate draws its own random subset of 40 subjects. Each cell has 200 replicates; the replicate’s random draws (signs, subset, permutation) depend only on the replicate number, so cells of a dataset are paired. Every replicate is fitted and scored exactly like a synthetic data set (same bases except ECG 8-lead, same arms).

Table 61: Running data: coverage with each subject’s own residual curve (attached) and with residual curves permuted across subjects (detached), per truth and residual source, G and interval.
truth residual G estimand arm attached detached difference
NCV NCV 90 E(Y | X) NCV + CL2 0.919 0.917 -0.001
NCV NCV 90 E(Y | X) NCV + CL2, bias-aware 0.943 0.947 0.004
NCV NCV 90 E(Y | X) REML + CL2 0.930 0.936 0.006
NCV NCV 90 E(Y | X) REML, model-based 0.565 0.577 0.013
NCV NCV 90 beta(s,t) NCV + CL2 0.875 0.844 -0.031
NCV NCV 90 beta(s,t) NCV + CL2, bias-aware 0.948 0.947 -0.001
NCV NCV 90 beta(s,t) REML + CL2 0.922 0.926 0.004
NCV NCV 90 beta(s,t) REML, model-based 0.528 0.506 -0.021
NCV NCV 40 E(Y | X) NCV + CL2 0.885 0.888 0.003
NCV NCV 40 E(Y | X) NCV + CL2, bias-aware 0.937 0.941 0.004
NCV NCV 40 E(Y | X) REML + CL2 0.921 0.926 0.005
NCV NCV 40 E(Y | X) REML, model-based 0.522 0.533 0.010
NCV NCV 40 beta(s,t) NCV + CL2 0.760 0.747 -0.013
NCV NCV 40 beta(s,t) NCV + CL2, bias-aware 0.927 0.929 0.003
NCV NCV 40 beta(s,t) REML + CL2 0.910 0.926 0.016
NCV NCV 40 beta(s,t) REML, model-based 0.463 0.453 -0.010
REML REML 90 E(Y | X) NCV + CL2 0.861 0.841 -0.020
REML REML 90 E(Y | X) NCV + CL2, bias-aware 0.925 0.932 0.007
REML REML 90 E(Y | X) REML + CL2 0.935 0.939 0.004
REML REML 90 E(Y | X) REML, model-based 0.570 0.582 0.012
REML REML 90 beta(s,t) NCV + CL2 0.586 0.505 -0.081
REML REML 90 beta(s,t) NCV + CL2, bias-aware 0.841 0.850 0.008
REML REML 90 beta(s,t) REML + CL2 0.916 0.919 0.003
REML REML 90 beta(s,t) REML, model-based 0.481 0.468 -0.013
REML REML 40 E(Y | X) NCV + CL2 0.837 0.839 0.001
REML REML 40 E(Y | X) NCV + CL2, bias-aware 0.925 0.929 0.004
REML REML 40 E(Y | X) REML + CL2 0.921 0.928 0.007
REML REML 40 E(Y | X) REML, model-based 0.522 0.536 0.014
REML REML 40 beta(s,t) NCV + CL2 0.427 0.412 -0.015
REML REML 40 beta(s,t) NCV + CL2, bias-aware 0.829 0.836 0.008
REML REML 40 beta(s,t) REML + CL2 0.887 0.909 0.022
REML REML 40 beta(s,t) REML, model-based 0.421 0.422 0.001
Table 62: Plasmode test cohort for the mean estimand: rule, permutation p-value of the balance test and standardised mean differences (cohort vs all subjects) of the scalar covariate and the first three covariate scores.
dataset G cohort one-sided at 5% permutation p SMD z SMD PC1 SMD PC2 SMD PC3
ECG strain 78 first 50 rows FALSE 0.302 0.313 0.021 -0.180 -0.402
AF trial 118 seeded sample of 50 TRUE 0.000 1.788 0.046 -0.231 0.317
running 90 seeded sample of 50 TRUE 0.000 -0.331 -0.398 0.916 -0.008
DTI 92 seeded sample of 50 TRUE 0.000 -1.149 -0.408 -0.258 -0.036
gait 138 seeded sample of 50 TRUE 0.000 1.668 0.118 0.299 0.377
ECG 8-lead 100 seeded sample of 50 TRUE 0.000 -1.990 -1.344 0.235 0.274
ocean 116 seeded sample of 50 TRUE 0.000 -1.725 -0.255 -0.346 0.109
weather 73 first 50 rows FALSE 0.411 -0.173 0.130 0.225 0.378
electricity 102 seeded sample of 50 TRUE 0.000 -1.724 0.029 -0.091 -0.297

10.3 Coverage per arm, truth source, residual source and G

Figure 17: Plasmode coverage of the mean and of β at G = all subjects, by dataset (rows), truth source (y axis), residual source (shape) and arm (colour). The AR(1) arm was run in the (MID, REML residuals) cell of every dataset and in two further ECG strain and running cells. Bars ± 2 MC SE.

Across the pooled cells of the six counted datasets (Figure 17, Table 63) model-based intervals cover the mean at 0.54–0.75 and β at 0.51–0.67; REML + CL2 covers them at 0.93–0.95 and 0.92–0.94. The bias-aware NCV interval covers the mean at 0.93–0.96 and β at 0.89–0.94, NCV + CL2 alone 0.73–0.91 for β. On the three stress tests every arm is lower: REML + CL2 0.88–0.93 for β and 0.92–0.93 for the mean; CL2 improves on the model-based intervals on every dataset but is not calibrated on the stress tests. Their curve-flip replicates have independent errors across curves, so these shortfalls are properties of the datasets’ covariates and residual shapes, not of between-curve dependence (Section 10.9 isolates that). REML + CL2’s coverage is nearly flat across truth source and residual source (largest range within a counted dataset: 1.2 pp; within a stress test up to 7.3 pp on the weather data), whereas the bias-aware NCV interval’s β coverage moves with the truth source: on the counted datasets 0.84–0.93 under the REML-fitted truth, 0.89–0.94 under MID and 0.93–0.97 under the NCV-fitted truth.

Table 63: Mean coverage over each dataset’s pooled cells (all subjects, own residual curves, curve flips; all truth × residual combinations) per arm. The AR(1) column is the (MID, REML residuals) cell.
app role estimand NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based AR(1) working model
ECG strain counted beta(s,t) 0.912 0.938 0.944 0.545 0.874
ECG strain counted E(Y | X) 0.921 0.943 0.944 0.576 0.869
AF trial counted beta(s,t) 0.789 0.916 0.938 0.666 0.838
AF trial counted E(Y | X) 0.897 0.936 0.946 0.680 0.870
running counted beta(s,t) 0.734 0.892 0.919 0.507 0.728
running counted E(Y | X) 0.896 0.934 0.933 0.569 0.787
DTI counted beta(s,t) 0.846 0.926 0.927 0.632 0.858
DTI counted E(Y | X) 0.907 0.938 0.932 0.646 0.902
gait counted beta(s,t) 0.816 0.925 0.939 0.517 0.914
gait counted E(Y | X) 0.922 0.944 0.943 0.538 0.927
ECG 8-lead counted beta(s,t) 0.739 0.937 0.942 0.638 0.720
ECG 8-lead counted E(Y | X) 0.896 0.957 0.952 0.753 0.924
ocean stress test beta(s,t) 0.708 0.916 0.925 0.412 0.854
ocean stress test E(Y | X) 0.902 0.939 0.935 0.456 0.932
weather stress test beta(s,t) 0.608 0.828 0.882 0.341 0.438
weather stress test E(Y | X) 0.869 0.920 0.924 0.540 0.675
electricity stress test beta(s,t) 0.611 0.911 0.927 0.432 0.677
electricity stress test E(Y | X) 0.881 0.947 0.927 0.498 0.844

10.3.1 Lower tails, by truth source

REML + CL2’s 5% pointwise quantile is 0.87–0.90 for β and 0.89–0.91 for the mean on the counted datasets (mean over pool cells; worst cell 0.84–0.90 for β); the bias-aware NCV interval’s is 0.77–0.86 for β and NCV + CL2’s 0.44–0.81 (Table 86). REML + CL2’s own tail depends on the truth source (Table 64): under the REML-fitted truth its β quantile on the counted datasets is 0.85–0.90 (stress tests 0.83–0.89), under the NCV-fitted truth 0.88–0.90; on the running data under the REML truth 30% of β’s grid points have pointwise coverage below 0.90 (DTI 19%).

Table 64: REML + CL2 for β at G = all subjects by truth source (mean over the two model-residual sources): grid-average coverage and 5% pointwise quantile.
app role cov REML truth cov MID cov NCV truth q05 REML truth q05 MID q05 NCV truth
ECG strain counted 0.943 0.943 0.944 0.901 0.900 0.903
AF trial counted 0.933 0.938 0.942 0.873 0.878 0.885
running counted 0.915 0.921 0.922 0.860 0.880 0.880
DTI counted 0.920 0.930 0.931 0.847 0.889 0.891
gait counted 0.939 0.940 0.940 0.903 0.905 0.900
ECG 8-lead counted 0.938 0.944 0.944 0.870 0.873 0.876
ocean stress test 0.927 0.924 0.924 0.888 0.890 0.883
weather stress test 0.890 0.909 0.847 0.830 0.860 0.808
electricity stress test 0.909 0.937 0.936 0.845 0.897 0.901

The pooled studentised error of the REML fit (descriptive, see the synthetic section for its limits) reads differently on the two groups of datasets (Table 95, means over the two model-residual sources). On the counted datasets the SD of z for β at G = all is 1.01–1.14 with 5.6–8.5% of |z| > 1.96 (mean of z -0.00 to 0.03): a mild scale error, consistent with the 1–3 pp shortfall. On the stress tests the SD is 1.07–2.86 (per-cell maximum 3.05 on weather) with only 6.3–15.3% of |z| > 1.96, where a normal pivot with SD 2.86 would give 49%: a scale mixture, i.e. SE failure concentrated on a subset of grid points or replicates rather than a uniform underestimation. With the model-based SE the SD of z is 2.20–3.95 on the counted datasets. Under the REML-fitted truth the SD is 1.02–1.14 against 1.01–1.12 under the NCV-fitted truth (counted datasets). A region-wise view is not available from the stored aggregates.

10.3.2 G = 40

With 40 subjects instead of all, REML + CL2 loses 0.4–1.7 pp on the counted datasets (paired over truth × residual cells; Table 87), the bias-aware NCV interval 0.2–3.1 pp and NCV + CL2 alone 1.9–18.6 pp. The rule’s point decisions on the G = 40 cells (no bootstrap flags; Table 88) are ECG strain P, AF trial N, running N, DTI N, gait F, ECG 8-lead F, ocean N, weather N, electricity N for β and ECG strain E, AF trial F, running P, DTI N, gait E, ECG 8-lead P, ocean E, weather N, electricity N for the mean.

10.4 Estimation by truth source

Figure 18: NCV/REML MSE ratio per plasmode cell (G = all subjects, curve flips) by dataset, truth source (colour) and residual source (shape), with 95% paired bootstrap intervals; log scale.

The NCV/REML MSE ratio depends on which fit supplied the truth (Figure 18, Table 65). For β it is 0.04–0.78 under the NCV-fitted truth, 0.05–0.90 under MID and 0.32–2.24 under the REML-fitted truth; NCV loses under the REML truth on 4 datasets (electricity, DTI, ocean, running), and the ordering NCV truth < MID < REML truth holds on 9 of 9. For the mean the ratios are 0.52–0.93, 0.58–0.99 and 0.86–1.19. The gains are not confined to the surface in the plasmode study: for γ(t) the ratio is 0.28–1.05 under the NCV truth and 0.88–1.30 under the REML truth, for α(t) 0.38–1.11 and 0.95–1.20, with resolved univariate gains (bootstrap interval below 0.9, NCV truth, REML residuals) on ECG strain gamma(t) 0.60 [0.56, 0.64]; DTI gamma(t) 0.66 [0.61, 0.70]; ECG 8-lead alpha(t) 0.63 [0.57, 0.68]; weather alpha(t) 0.42 [0.36, 0.47]; weather gamma(t) 0.34 [0.28, 0.40]; electricity alpha(t) 0.73 [0.69, 0.77]. Changing the truth source changes the truth’s shape and signal as well as its smoothness, and an NCV-derived truth aligns the target with the NCV fit, so this is a truth-source sensitivity and not evidence for a pure smoothness mechanism: on the weather data NCV is rougher than REML (ff EDF 38.6 vs 29.5) yet wins for β under all three truths (REML truth 0.67), and on the running data the two fits have the same ff EDF (ratio 0.98) yet the MID-truth ratio is 0.53.

Table 65: NCV/REML MSE ratio per dataset and truth source (geometric mean over residual sources, G = all subjects).
role app estimand REML MID NCV
counted ECG strain alpha(t) 1.071 1.029 0.980
counted AF trial alpha(t) 1.035 1.013 0.977
counted running alpha(t) 1.201 1.160 1.108
counted DTI alpha(t) 0.984 0.921 0.881
counted gait alpha(t) 0.952 0.938 0.919
counted ECG 8-lead alpha(t) 0.977 0.751 0.625
stress test ocean alpha(t) 1.174 1.102 1.026
stress test weather alpha(t) 0.971 0.656 0.383
stress test electricity alpha(t) 0.955 0.766 0.736
counted ECG strain beta(s,t) 0.952 0.904 0.780
counted AF trial beta(s,t) 0.321 0.268 0.233
counted running beta(s,t) 1.523 0.534 0.241
counted DTI beta(s,t) 1.167 0.573 0.396
counted gait beta(s,t) 0.625 0.552 0.427
counted ECG 8-lead beta(s,t) 0.317 0.179 0.113
stress test ocean beta(s,t) 1.806 0.347 0.068
stress test weather beta(s,t) 0.672 0.440 0.333
stress test electricity beta(s,t) 2.237 0.052 0.039
counted ECG strain gamma(t) 1.184 0.634 0.628
counted AF trial gamma(t) 1.004 0.968 0.919
counted running gamma(t) 1.106 1.088 1.046
counted DTI gamma(t) 0.883 0.746 0.662
counted gait gamma(t) 1.028 1.018 1.017
counted ECG 8-lead gamma(t) 1.042 1.046 1.016
stress test ocean gamma(t) 1.290 1.082 0.941
stress test weather gamma(t) 1.301 0.673 0.284
stress test electricity gamma(t) 0.972 0.979 0.983
counted ECG strain E(Y | X) 1.016 0.966 0.907
counted AF trial E(Y | X) 0.964 0.943 0.910
counted running E(Y | X) 1.154 0.988 0.904
counted DTI E(Y | X) 1.002 0.868 0.748
counted gait E(Y | X) 0.991 0.971 0.928
counted ECG 8-lead E(Y | X) 0.865 0.767 0.681
stress test ocean E(Y | X) 1.136 0.884 0.796
stress test weather E(Y | X) 1.084 0.970 0.833
stress test electricity E(Y | X) 1.188 0.583 0.517

10.4.1 Relative error and informativeness of the intervals

As in the synthetic study (Section 3.3.4; summaries/plasmode/relative-error.csv, computed from the task records, aggregates only). Cells with all subjects and curve flips; values per dataset are medians over its truth × residual cells (relative error, half-width, detection) or means (coverage).

On the real-data truths β is weakly determined for both fits: the median relative error of the REML estimate is 0.63–3.42 across the datasets, of the NCV estimate 0.47–0.81 (Table 66). REML + CL2 covers at 0.88–0.94 with half-widths of 1.17–5.72 times the size of the effect and detects 0.08–0.64 of the clearly non-zero grid points; NCV + CL2 detects 0.46–0.77 but covers at 0.61–0.91. For the mean the relative errors are 0.08–0.29 (REML) and 0.08–0.29 (NCV); for γ(t) 0.17–0.78 and 0.16–0.82.

Table 66: Plasmode, β(s,t), all subjects, curve flips: coverage, median relative error of the estimate (REML, NCV), median relative half-width and median detection rate per interval and dataset (over truth × residual cells).
role app cov NCV+CL2 cov bias-aware cov REML+CL2 rel NCV+CL2 rel REML+CL2 hw NCV+CL2 hw bias-aware hw REML+CL2 det NCV+CL2 det bias-aware det REML+CL2
counted ECG strain 0.91 0.94 0.94 0.68 0.70 1.18 1.30 1.42 0.46 0.40 0.44
counted AF trial 0.79 0.92 0.94 0.71 0.87 0.96 1.53 1.82 0.53 0.30 0.37
counted running 0.73 0.89 0.92 0.66 0.82 0.68 1.52 1.85 0.73 0.58 0.64
counted DTI 0.85 0.93 0.93 0.47 0.63 0.76 1.08 1.17 0.77 0.56 0.64
counted gait 0.82 0.92 0.94 0.77 1.01 1.02 1.93 2.39 0.65 0.49 0.55
counted ECG 8-lead 0.74 0.94 0.94 0.81 2.43 0.85 4.37 4.88 0.57 0.21 0.22
stress test ocean 0.71 0.92 0.92 0.67 1.03 0.53 2.11 2.25 0.53 0.18 0.45
stress test weather 0.61 0.83 0.88 0.68 1.01 0.77 1.79 1.98 0.54 0.23 0.32
stress test electricity 0.61 0.91 0.93 0.81 3.42 0.56 5.62 5.72 0.51 0.09 0.08

10.5 The per-dataset rule and cross-dataset consistency

The rule was applied per dataset on its pooled cells (Table 67). Question 1 is consistent: on every counted dataset CL2 reduces the calibration error of the REML fit’s intervals by 0.20–0.42 (stress tests 0.38–0.54; class C everywhere for both fits; consistency label “consistent for P”). The recipe decision is not: for β the classes are ECG strain:E AF trial:U running:N DTI:N gait:U ECG 8-lead:F and the label “inconsistent (N)”; for the mean ECG strain:E AF trial:E running:U DTI:U gait:E ECG 8-lead:U, “unresolved”. The proposal is the point decision on 1 of the 12 counted dataset-estimand pairs, the fallback on 3, neither on 2, equivalent on 6.

The N labels are fragile. They arise because the fallback’s calibration error for β exceeds 2 pp on running and DTI (running: 0.030 [0.020, 0.041]; DTI: 0.023 [0.018, 0.029]), i.e. by 0.3–1.0 pp with bootstrap intervals that include 2 pp, while the proposal’s is 0.04–0.07. Under the symmetric criterion (point decisions on the same nine-dataset pools, Table 68) the decision differs from the undercoverage-only one on 0 of 18 dataset-estimand pairs; these are point classifications without bootstrap flags, and the agreement is not a robustness result: the proposal already fails the undercoverage bound for β on 8 of 9 datasets, so adding overcoverage to the criterion cannot change its class there.

Table 67: The recommendation rule per dataset (pool = all attached curve-flip cells with all subjects), with 95% replicate-bootstrap intervals; classes as defined in the reading guide.
dataset role estimand n_cells CE proposal CE fallback score ratio decision class Q1 class (REML) Q1 class (NCV)
ECG strain counted beta 12 0.013 [0.009, 0.018] 0.005 [0.000, 0.010] 0.97 [0.96, 0.99] E E C C
AF trial counted beta 6 0.034 [0.024, 0.045] 0.012 [0.004, 0.021] 0.94 [0.89, 1.01] F U C C
running counted beta 6 0.072 [0.061, 0.084] 0.030 [0.020, 0.041] 1.10 [1.05, 1.14] N N C C
DTI counted beta 6 0.039 [0.033, 0.044] 0.023 [0.018, 0.029] 0.94 [0.92, 0.97] N N C C
gait counted beta 6 0.027 [0.019, 0.035] 0.010 [0.000, 0.019] 0.95 [0.91, 0.99] F U C C
ECG 8-lead counted beta 6 0.031 [0.024, 0.037] 0.008 [0.002, 0.014] 0.80 [0.77, 0.83] F F C C
AF trial counted gamma 6 0.038 [0.019, 0.055] 0.000 [0.000, 0.018] 1.08 [1.03, 1.12] F U C C
DTI counted gamma 6 0.019 [0.006, 0.037] 0.016 [0.000, 0.034] 0.93 [0.89, 0.97] P U C C
ECG 8-lead counted gamma 6 0.000 [0.000, 0.002] 0.000 [0.000, 0.000] 1.04 [1.01, 1.07] E U C C
ECG strain counted mean 12 0.009 [0.006, 0.012] 0.008 [0.004, 0.011] 1.00 [1.00, 1.01] E E C C
AF trial counted mean 6 0.014 [0.009, 0.019] 0.003 [0.000, 0.009] 1.03 [1.01, 1.05] E E C C
running counted mean 6 0.018 [0.013, 0.023] 0.017 [0.011, 0.023] 1.02 [1.01, 1.03] E U C C
DTI counted mean 6 0.015 [0.012, 0.019] 0.018 [0.013, 0.022] 0.95 [0.94, 0.96] E U C C
gait counted mean 6 0.006 [0.001, 0.010] 0.006 [0.000, 0.011] 0.99 [0.98, 1.00] E E C C
ECG 8-lead counted mean 6 0.000 [0.000, 0.003] 0.000 [0.000, 0.000] 0.94 [0.93, 0.96] P U C C
ocean stress test beta 6 0.050 [0.043, 0.057] 0.025 [0.014, 0.036] 1.03 [0.98, 1.08] N N C C
weather stress test beta 6 0.124 [0.098, 0.154] 0.071 [0.049, 0.096] 1.14 [1.08, 1.21] N N C C
electricity stress test beta 6 0.082 [0.070, 0.094] 0.026 [0.016, 0.038] 0.98 [0.95, 1.02] N N C C
ocean stress test mean 6 0.012 [0.007, 0.017] 0.015 [0.009, 0.020] 0.98 [0.97, 1.00] E U C C
weather stress test mean 6 0.030 [0.019, 0.042] 0.027 [0.019, 0.037] 1.05 [1.02, 1.08] N N C C
electricity stress test mean 6 0.021 [0.015, 0.027] 0.022 [0.015, 0.031] 0.93 [0.91, 0.94] N N C C
Table 68: The rule on the nine-dataset pools under both calibration criteria (point estimates; under = undercoverage only, sym = symmetric).
app role estimand n_cells ce_proposal_under ce_fallback_under ce_proposal_sym ce_fallback_sym score_ratio decision_under decision_sym
ECG strain counted beta 12 0.013 0.005 0.013 0.005 0.974 E E
AF trial counted beta 6 0.034 0.012 0.034 0.012 0.944 F F
running counted beta 6 0.072 0.030 0.072 0.030 1.099 N N
DTI counted beta 6 0.039 0.023 0.039 0.023 0.945 N N
gait counted beta 6 0.027 0.010 0.027 0.010 0.949 F F
ECG 8-lead counted beta 6 0.031 0.008 0.033 0.008 0.797 F F
ocean stress test beta 6 0.050 0.025 0.051 0.025 1.028 N N
weather stress test beta 6 0.124 0.071 0.124 0.071 1.142 N N
electricity stress test beta 6 0.082 0.026 0.084 0.026 0.981 N N
ECG strain counted mean 12 0.009 0.008 0.009 0.008 1.004 E E
AF trial counted mean 6 0.014 0.003 0.014 0.003 1.030 E E
running counted mean 6 0.018 0.017 0.018 0.017 1.016 E E
DTI counted mean 6 0.015 0.018 0.015 0.018 0.952 E E
gait counted mean 6 0.006 0.006 0.006 0.006 0.992 E E
ECG 8-lead counted mean 6 0.000 0.000 0.010 0.001 0.941 P P
ocean stress test mean 6 0.012 0.015 0.012 0.015 0.981 E E
weather stress test mean 6 0.030 0.027 0.030 0.027 1.051 N N
electricity stress test mean 6 0.021 0.022 0.024 0.022 0.927 N N

10.6 Attribution: truth source versus residual source

On the 2 × 2 of REML/NCV truths × REML/NCV residuals (G = all), the truth-source main effect on log(MSE NCV / MSE REML) for β is -4.05 to -0.24 (NCV truth minus REML truth; the ratio is multiplied by 0.02–0.78), the residual-source main effect -0.27 to 0.08 and the interaction -0.15 to 0.29 (Table 90). The residual-source effect on the log ratio is “small” (inside log[0.95, 1.05] with its interval) on 1 dataset, “not small” on 2 (DTI -0.086, electricity -0.267) and undetermined on the remaining 6. Of the 90 residual-source effects on coverage, 84 are inside ±2 pp with their interval; the exceptions are ocean beta(s,t) REML, model-based (-1.4 pp); ocean beta(s,t) NCV + CL2 (-0.8 pp); weather beta(s,t) NCV, model-based (-1.4 pp); weather beta(s,t) NCV + CL2 (-3.2 pp); electricity beta(s,t) REML, model-based (-0.8 pp); electricity beta(s,t) REML + CL2 (-1.3 pp). The rule’s class on the REML-residual cells alone differs from that on the NCV-residual cells alone on 3 of 21 dataset-estimand pairs (AF trial beta: F vs U; ocean mean: E vs U; electricity beta: U vs N); 0 flips are between P and F. Truth source is the dominant factor for estimation; the residual source matters on two datasets.

10.7 Beat-to-beat errors (ECG strain)

The beat-to-beat difference curves are the one error source not shaped by any fit (design effect 21.7 against 19.9 for the REML residuals). With them, REML + CL2’s coverage changes by 0.1–1.2 pp (variance-matched) and 0.1–1.2 pp (own scale) relative to the REML-residual cells with the same truth, the bias-aware NCV interval’s by 0.3–1.1 pp and 0.7–1.5 pp, and the model-based intervals’ by -3.9 to -1.6 pp and -3.0 to -0.8 pp (Table 69). NCV’s β gain is larger with the variance-matched beat errors than with the REML residuals under every truth (ratios 0.73–0.91 vs 0.78–0.98) and smaller at the beats’ own scale (0.89–0.97).

Table 69: ECG strain, all 78 subjects: coverage per arm and NCV/REML MSE ratio by truth source and residual source, including the beat-to-beat difference curves.
truth residual estimand NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based AR(1) working model mse_ratio_ncv_reml
REML beta(s,t) 0.899 0.929 0.943 0.559 0.951
REML beta(s,t) 0.904 0.931 0.943 0.563 0.982
REML beta(s,t) 0.932 0.944 0.945 0.536 0.970
REML beta(s,t) 0.910 0.939 0.944 0.526 0.907
MID beta(s,t) 0.900 0.931 0.943 0.558 0.890
MID beta(s,t) 0.904 0.932 0.944 0.561 0.874 0.927
MID beta(s,t) 0.933 0.946 0.945 0.534 0.943
MID beta(s,t) 0.910 0.940 0.945 0.524 0.837 0.857
NCV beta(s,t) 0.909 0.941 0.944 0.559 0.732
NCV beta(s,t) 0.909 0.939 0.944 0.562 0.782
NCV beta(s,t) 0.928 0.946 0.945 0.532 0.887
NCV beta(s,t) 0.906 0.942 0.945 0.523 0.728
REML E(Y | X) 0.904 0.933 0.939 0.583 1.036
REML E(Y | X) 0.906 0.933 0.938 0.586 1.043
REML E(Y | X) 0.940 0.948 0.950 0.579 0.995
REML E(Y | X) 0.921 0.945 0.949 0.571 0.992
MID E(Y | X) 0.916 0.938 0.940 0.581 0.959
MID E(Y | X) 0.916 0.937 0.938 0.583 0.869 0.977
MID E(Y | X) 0.940 0.951 0.950 0.570 0.974
MID E(Y | X) 0.923 0.947 0.950 0.564 0.847 0.953
NCV E(Y | X) 0.918 0.942 0.940 0.582 0.875
NCV E(Y | X) 0.916 0.939 0.938 0.583 0.905
NCV E(Y | X) 0.935 0.950 0.950 0.569 0.962
NCV E(Y | X) 0.921 0.948 0.950 0.564 0.888

10.8 AR(1) in the plasmode study

In the common (MID truth, REML residuals) cell the AR(1) working model covers the mean at 0.67–0.93 and β at 0.44–0.91 across the nine datasets (Table 91), with ρ̂ at 0.45–0.99 (at its 0.99 cap on the running data) and median fit times of 28–162 s. It reaches 0.93 for both primary estimands on 0 datasets. The sensitivity cells (running under the REML- and NCV-fitted truths, ECG strain with beat errors) give 0.55–0.85.

10.9 Block arm on the dependent-curve datasets

The stress tests’ curve-flip cells generate independent errors across curves, so the only evidence about between-curve dependence is the contrast of block-flip against curve-flip cells. Under imposed block dependence REML + curve-clustered CL2 changes by -1.8 to 2.1 pp relative to the curve-flip cells (bias-aware NCV -2.1 to 0.9 pp). Leaving out and clustering on blocks does not help estimation: the paired MSE ratio block-NCV / NCV is 0.99–1.11 (Table 70), and under independent curves block clustering costs 0.1–2.9 pp of coverage. Verdicts: ocean mean: cost only; ocean beta: inconclusive; weather mean: hurts; weather beta: inconclusive; electricity mean: cost only; electricity beta: inconclusive. Block-clustered CL2 does not recover the shortfall on the weather data (REML + block CL2 0.89–0.90 against REML + curve CL2 0.90–0.91 under block flips); its 16 blocks are below the ≥ 40 clusters of the study’s operating range, and the mechanism is untested there. The partition-mismatch arm (150 km blocks against 250 km generating blocks) gives an MSE ratio of 1.00–1.04.

Table 70: Block arm on the three stress-test datasets: MSE ratio block-NCV / curve-NCV, and the coverage lost by block-clustered CL2 relative to curve-clustered CL2 within a fit and between the two recipes, under imposed block dependence (block flips) and under independent curves (curve flips).
dataset estimand verdict cells mse_ratio_block coverage_loss coverage_loss_recipe mse_ratio_mismatch
ocean beta inconclusive block_flips 1.105 [0.979, 1.278] 0.006 [0.005, 0.007] 0.006 [0.003, 0.009]
ocean beta inconclusive curve_flips 1.168 [1.029, 1.290] 0.001 [-0.000, 0.002] 0.004 [0.001, 0.007]
ocean mean cost only block_flips 0.995 [0.989, 1.001] -0.006 [-0.007, -0.005] -0.005 [-0.007, -0.004]
ocean mean cost only curve_flips 1.003 [0.997, 1.010] 0.003 [0.001, 0.004] 0.003 [0.002, 0.005]
weather beta inconclusive block_flips 1.017 [0.955, 1.090] 0.011 [0.009, 0.014] 0.014 [0.008, 0.019] 1.039 [0.957, 1.128]
weather beta inconclusive curve_flips 1.061 [1.002, 1.132] 0.010 [0.007, 0.014] -0.007 [-0.014, -0.001]
weather mean hurts block_flips 1.014 [0.995, 1.032] -0.006 [-0.010, -0.002] -0.003 [-0.007, 0.002] 0.999 [0.982, 1.015]
weather mean hurts curve_flips 1.009 [0.986, 1.030] 0.029 [0.023, 0.033] 0.026 [0.021, 0.031]
electricity beta inconclusive block_flips 1.021 [1.003, 1.045] 0.000 [-0.000, 0.001] -0.002 [-0.003, -0.000]
electricity beta inconclusive curve_flips 1.055 [0.977, 1.161] 0.001 [-0.000, 0.001] 0.000 [-0.001, 0.002]
electricity mean cost only block_flips 1.001 [0.995, 1.008] -0.008 [-0.009, -0.006] -0.008 [-0.009, -0.007]
electricity mean cost only curve_flips 1.004 [0.995, 1.013] 0.001 [-0.000, 0.003] 0.001 [-0.001, 0.002]

10.10 The hybrid interval and coverage maps in the plasmode study

Averaged over all nine datasets, the hybrid (NCV estimate, REML’s CL2 standard error) is worse than REML + CL2 on every metric under REML-fitted truths and better only under the NCV- and MID-derived truths, partly by overcovering (Table 71; β at G = all, model residuals, equal-weighted means over the nine datasets and two residual sources, not over truth sources): under the REML truth it covers 0.906 against REML + CL2’s 0.924 with 5% quantiles 0.667 against 0.869 and interval score 1.04 times REML + CL2’s; under MID 0.962 against 0.932 (quantiles 0.877 vs 0.886); under the NCV truth 0.970 against 0.925 (quantiles 0.918 vs 0.881). Its width equals REML + CL2’s by construction; the bias-aware interval is 0.91–1.02 times as wide across truth sources. The coverage maps (Figure 19) show where the intervals built on the NCV estimate fall short under a REML-fitted truth: on the running data NCV + CL2 has 87% of grid points below 0.90 coverage, the bias-aware interval 70% and the hybrid 49%, against REML + CL2’s 30%; the pointwise shortfall of the bias-aware interval correlates with the truth’s curvature (Spearman 0.46 running, 0.57 DTI) and with (β̂_NCV − β̂_REML)² / se²_CL2,NCV (0.68, 0.58). Under the NCV-fitted truth the same maps are near nominal for every construction. Per-dataset values are in Table 93. On the six counted datasets alone its average coverage under the REML-fitted truth is close to REML + CL2’s and its interval score slightly lower; its 5% pointwise quantile is far lower (paper, §6.4).

Table 71: Hybrid and bias-aware intervals next to REML + CL2 in the plasmode study by truth source (all subjects, model residuals, equal-weighted mean over the nine datasets): coverage (cov), 5% pointwise quantile (q05), and width and interval score (IS) relative to REML + CL2.
truth estimand n_cells cov REML+CL2 cov bias-aware cov hybrid q05 REML+CL2 q05 bias-aware q05 hybrid width bias-aware/REML+CL2 width hybrid/REML+CL2 IS bias-aware/REML+CL2 IS hybrid/REML+CL2
REML E(Y | X) 18 0.939 0.930 0.927 0.895 0.856 0.825 1.013 1 1.056 1.038
MID E(Y | X) 18 0.937 0.941 0.947 0.894 0.878 0.884 0.979 1 0.973 0.955
NCV E(Y | X) 18 0.935 0.946 0.954 0.887 0.880 0.897 0.972 1 0.936 0.918
REML beta(s,t) 18 0.924 0.873 0.906 0.869 0.741 0.667 1.020 1 1.230 1.042
MID beta(s,t) 18 0.932 0.918 0.962 0.886 0.801 0.877 0.909 1 0.926 0.861
NCV beta(s,t) 18 0.925 0.938 0.970 0.881 0.860 0.918 0.906 1 0.830 0.823
Figure 19: Pointwise coverage of β(s,t) on the running and the DTI data (all subjects, REML residuals) under the REML-fitted and the NCV-fitted truth, for REML + CL2, NCV + CL2, the bias-aware NCV interval and the hybrid; the white contour marks 0.90.

11 DTI application

The paper’s application (analysis/dti-application-case.R → summaries/dti-case/): right corticospinal tract FA on corpus-callosum FA and MS status, baseline visit, complete cases — the model of the DTI plasmode dataset — fitted with refund 79a346fb by REML and by curve-blocked NCV.

Figure 20: DTI application. Top: REML and NCV estimates of β(s,t). Middle: grid points where the pointwise 95% interval for β excludes zero (REML fit, model-based and CL2). Bottom: the MS effect γ(t) of the REML fit with model-based (grey) and CL2 (blue) pointwise intervals, and the NCV estimate (dashed).
Table 72: DTI application: median half-width and share of the grid where the pointwise 95% interval excludes zero (REML fit), and the median CL2/model-based SE ratio, for β(s,t) and γ(t).
estimand fit se median_halfwidth share_excluding_zero median_se_ratio_cl2_model
beta REML se_model 0.914 0.526 2.28
beta REML se_cl2 2.049 0.258 2.28
gamma REML se_model 0.010 0.382 1.88
gamma REML se_cl2 0.018 0.236 1.88
Table 73: DTI fits: curves, grid points, total, surface and γ EDF, and the median absolute NCV − REML surface difference in units of REML’s CL2 SE.
fit G D total_edf ff_edf gamma_edf r2 median_abs_diff_in_se
REML 92 55 69.5 53.8 4.93 0.726
NCV 92 55 48.9 35.1 1.96 0.717 0.641

12 The main recipes on every metric

One view of the four main interval constructions on every reported metric: grid-average coverage, the 5% quantile of pointwise coverage (q05), width and interval score relative to REML + CL2 (geometric means of per-cell ratios; the interval score is a proper scoring rule, < 1 is better), the median relative error of the centre, the median relative half-width and the median detection rate (definitions in the reading guide and Section 3.3.4). Synthetic: the core cells (three families, all signal levels), by dependence and G. Plasmode: the attached curve-flip cells with all subjects, all truth × residual sources. REML + CL2 and the model-based interval share the REML centre, NCV + CL2 and the bias-aware interval the NCV centre, so their relative errors coincide. AR(1) results on the same metrics are in Table 17 and Table 91, the comparators in Table 43 and Table 46, the NCV-centred corrections in Table 51.

Figure 21: Interval score relative to REML + CL2 (log scale, < 1 better) against grid-average coverage, per cell, for β(s,t) and the test-cohort mean: synthetic core cells by dependence (both G) and plasmode cells (attached residuals, curve flips, all subjects; all truth × residual sources). Dotted: nominal coverage; dashed: equal interval score.

In the dependent synthetic cells at G = 100 the four constructions cover β at 0.712 (model-based), 0.945 (REML + CL2), 0.927 (NCV + CL2) and 0.981 (bias-aware), with interval scores 1.75, 1, 0.45 and 0.69 times REML + CL2’s; the NCV centre’s median relative error is 0.17 against 0.40 for REML, and the detection rates are 0.76 (REML + CL2), 0.96 (NCV + CL2) and 0.82 (bias-aware) (Table 74). In the dependent settings the model-based interval’s score is 1.75–1.85 times REML + CL2’s: the score’s penalty term prices its undercoverage. On the counted plasmode datasets the pooled β coverage is 0.578, 0.936, 0.821 and 0.925 and the interval scores 2.94, 1, 1.09 and 0.95 times REML + CL2’s (Table 75); per dataset the bias-aware interval’s score ratio is 0.80–1.14 and NCV + CL2’s 0.75–1.84 (Table 76). The interval score rewards the NCV centre’s smaller error even where the interval undercovers (NCV + CL2 in the dependent synthetic cells: coverage 0.927, score 0.45 times REML + CL2’s), so a better score is not evidence of calibration (Figure 21).

Table 74: Synthetic core cells, the main interval constructions on every metric, for the mean and β: cells, coverage (mean, minimum), q05, width and interval score relative to REML + CL2 (geometric mean; maximum per-cell score ratio), median relative error, median relative half-width and median detection rate. α(t) and γ(t) in metrics-synthetic.csv.
errors G estimand arm cells coverage cov_min q05 width rel IS rel IS rel max rel err half-w detect
dep. 100 E(Y | X) REML, model-based 14 0.676 0.631 0.593 0.508 1.846 2.080 0.215 0.202
dep. 100 E(Y | X) REML + CL2 14 0.943 0.940 0.913 1.000 1.000 1.000 0.215 0.431
dep. 100 E(Y | X) NCV + CL2 14 0.918 0.876 0.845 0.769 0.859 0.993 0.178 0.334
dep. 100 E(Y | X) NCV + CL2, bias-aware 14 0.952 0.933 0.909 0.928 0.884 0.939 0.178 0.403
dep. 100 beta(s,t) REML, model-based 14 0.712 0.653 0.626 0.544 1.755 2.106 0.404 0.442 0.896
dep. 100 beta(s,t) REML + CL2 14 0.945 0.940 0.919 1.000 1.000 1.000 0.404 0.823 0.756
dep. 100 beta(s,t) NCV + CL2 14 0.927 0.896 0.847 0.399 0.448 0.542 0.166 0.318 0.958
dep. 100 beta(s,t) NCV + CL2, bias-aware 14 0.981 0.971 0.944 0.816 0.690 0.716 0.166 0.720 0.820
dep. 40 E(Y | X) REML, model-based 14 0.660 0.601 0.580 0.498 1.842 2.151 0.361 0.340
dep. 40 E(Y | X) REML + CL2 14 0.930 0.921 0.898 1.000 1.000 1.000 0.361 0.740
dep. 40 E(Y | X) NCV + CL2 14 0.896 0.842 0.813 0.706 0.833 0.989 0.272 0.527
dep. 40 E(Y | X) NCV + CL2, bias-aware 14 0.948 0.930 0.904 0.933 0.856 0.922 0.272 0.687
dep. 40 beta(s,t) REML, model-based 14 0.686 0.609 0.607 0.535 1.833 2.288 0.731 0.760 0.748
dep. 40 beta(s,t) REML + CL2 14 0.929 0.923 0.899 1.000 1.000 1.000 0.731 1.420 0.497
dep. 40 beta(s,t) NCV + CL2 14 0.898 0.785 0.817 0.337 0.409 0.698 0.242 0.462 0.895
dep. 40 beta(s,t) NCV + CL2, bias-aware 14 0.976 0.948 0.942 0.847 0.671 0.753 0.242 1.270 0.593
iid 100 E(Y | X) REML, model-based 7 0.965 0.962 0.934 1.020 0.987 0.992 0.091 0.191
iid 100 E(Y | X) REML + CL2 7 0.958 0.949 0.921 1.000 1.000 1.000 0.091 0.191
iid 100 E(Y | X) NCV + CL2 7 0.946 0.939 0.889 0.930 0.977 1.034 0.088 0.174
iid 100 E(Y | X) NCV + CL2, bias-aware 7 0.954 0.945 0.905 0.965 0.978 1.022 0.088 0.182
iid 100 beta(s,t) REML, model-based 7 0.989 0.983 0.971 1.024 1.013 1.038 0.123 0.327 0.972
iid 100 beta(s,t) REML + CL2 7 0.985 0.979 0.964 1.000 1.000 1.000 0.123 0.321 0.973
iid 100 beta(s,t) NCV + CL2 7 0.981 0.976 0.936 0.775 0.794 0.922 0.095 0.229 0.984
iid 100 beta(s,t) NCV + CL2, bias-aware 7 0.988 0.986 0.951 0.845 0.841 0.934 0.095 0.255 0.979
iid 40 E(Y | X) REML, model-based 7 0.964 0.952 0.927 1.027 0.969 0.975 0.135 0.295
iid 40 E(Y | X) REML + CL2 7 0.951 0.925 0.906 1.000 1.000 1.000 0.135 0.295
iid 40 E(Y | X) NCV + CL2 7 0.941 0.923 0.884 0.947 0.990 1.034 0.133 0.273
iid 40 E(Y | X) NCV + CL2, bias-aware 7 0.949 0.935 0.898 0.980 0.984 1.007 0.133 0.280
iid 40 beta(s,t) REML, model-based 7 0.990 0.984 0.969 1.032 1.014 1.032 0.164 0.455 0.944
iid 40 beta(s,t) REML + CL2 7 0.985 0.973 0.957 1.000 1.000 1.000 0.164 0.449 0.945
iid 40 beta(s,t) NCV + CL2 7 0.981 0.973 0.942 0.817 0.834 0.981 0.135 0.338 0.960
iid 40 beta(s,t) NCV + CL2, bias-aware 7 0.987 0.979 0.954 0.874 0.865 0.986 0.135 0.362 0.955
Table 75: Plasmode (attached residuals, curve flips, all subjects; all truth × residual sources), the main interval constructions on every metric by dataset role and estimand; columns as in the synthetic table.
role estimand arm cells coverage cov_min q05 width rel IS rel IS rel max rel err half-w detect
counted E(Y | X) REML, model-based 42 0.620 0.538 0.310 0.427 2.768 3.36 0.136 0.091
counted E(Y | X) REML + CL2 42 0.942 0.930 0.895 1.000 1.000 1.00 0.136 0.270
counted E(Y | X) NCV + CL2 42 0.909 0.861 0.789 0.866 1.033 1.25 0.134 0.242
counted E(Y | X) NCV + CL2, bias-aware 42 0.942 0.925 0.877 0.981 0.991 1.09 0.134 0.264
counted beta(s,t) REML, model-based 42 0.578 0.479 0.294 0.395 2.941 3.64 0.836 0.604 0.825
counted beta(s,t) REML + CL2 42 0.936 0.915 0.886 1.000 1.000 1.00 0.836 1.752 0.507
counted beta(s,t) NCV + CL2 42 0.821 0.586 0.590 0.568 1.087 3.68 0.684 0.886 0.626
counted beta(s,t) NCV + CL2, bias-aware 42 0.925 0.838 0.820 0.924 0.951 1.58 0.684 1.495 0.441
counted alpha(t) REML, model-based 42 0.593 0.412 0.323 0.392 2.899 4.39 0.411 0.226
counted alpha(t) REML + CL2 42 0.943 0.928 0.912 1.000 1.000 1.00 0.411 0.922
counted alpha(t) NCV + CL2 42 0.914 0.858 0.839 0.899 1.091 1.49 0.385 0.874
counted alpha(t) NCV + CL2, bias-aware 42 0.938 0.919 0.881 0.984 1.050 1.25 0.385 0.892
counted gamma(t) REML, model-based 42 0.628 0.517 0.375 0.441 2.639 3.52 0.602 0.483 0.729
counted gamma(t) REML + CL2 42 0.944 0.928 0.906 1.000 1.000 1.00 0.602 1.427 0.379
counted gamma(t) NCV + CL2 42 0.901 0.810 0.812 0.873 1.065 1.70 0.577 1.139 0.477
counted gamma(t) NCV + CL2, bias-aware 42 0.934 0.900 0.868 0.978 1.024 1.23 0.577 1.387 0.380
stress test E(Y | X) REML, model-based 18 0.498 0.452 0.291 0.343 3.031 3.45 0.230 0.153
stress test E(Y | X) REML + CL2 18 0.929 0.912 0.884 1.000 1.000 1.00 0.230 0.450
stress test E(Y | X) NCV + CL2 18 0.884 0.784 0.766 0.808 1.035 1.54 0.192 0.321
stress test E(Y | X) NCV + CL2, bias-aware 18 0.935 0.912 0.866 1.004 0.985 1.17 0.192 0.447
stress test beta(s,t) REML, model-based 18 0.395 0.315 0.241 0.274 3.597 4.18 1.063 0.561 0.766
stress test beta(s,t) REML + CL2 18 0.911 0.840 0.867 1.000 1.000 1.00 1.063 2.248 0.321
stress test beta(s,t) NCV + CL2 18 0.642 0.316 0.365 0.300 1.314 6.18 0.678 0.627 0.528
stress test beta(s,t) NCV + CL2, bias-aware 18 0.885 0.800 0.781 0.990 1.048 1.73 0.678 2.109 0.141
stress test alpha(t) REML, model-based 18 0.444 0.397 0.314 0.308 3.301 3.74 0.443 0.264
stress test alpha(t) REML + CL2 18 0.924 0.884 0.874 1.000 1.000 1.00 0.443 1.070
stress test alpha(t) NCV + CL2 18 0.885 0.724 0.825 0.807 0.969 1.31 0.461 0.974
stress test alpha(t) NCV + CL2, bias-aware 18 0.933 0.876 0.894 0.978 0.960 1.13 0.461 1.038
stress test gamma(t) REML, model-based 18 0.409 0.357 0.296 0.280 3.287 3.92 0.222 0.172 0.974
stress test gamma(t) REML + CL2 18 0.934 0.882 0.914 1.000 1.000 1.00 0.222 0.597 0.809
stress test gamma(t) NCV + CL2 18 0.814 0.329 0.712 0.733 1.231 2.86 0.225 0.468 0.964
stress test gamma(t) NCV + CL2, bias-aware 18 0.914 0.745 0.861 0.986 1.057 1.52 0.225 0.504 0.724
Table 76: Plasmode, β(s,t), per dataset: coverage, q05, width and interval score relative to REML + CL2, median relative error, relative half-width and detection rate, over the dataset’s truth × residual cells (all subjects, curve flips).
dataset arm cells coverage q05 width rel IS rel rel err half-w detect
ECG strain REML, model-based 12 0.545 0.219 0.351 3.241 0.698 0.466 0.836
ECG strain REML + CL2 12 0.944 0.901 1.000 1.000 0.698 1.417 0.442
ECG strain NCV + CL2 12 0.912 0.809 0.844 1.009 0.676 1.177 0.461
ECG strain NCV + CL2, bias-aware 12 0.938 0.862 0.930 0.974 0.676 1.300 0.404
AF trial REML, model-based 6 0.666 0.363 0.498 2.565 0.865 0.945 0.689
AF trial REML + CL2 6 0.938 0.879 1.000 1.000 0.865 1.824 0.372
AF trial NCV + CL2 6 0.789 0.485 0.493 1.190 0.714 0.963 0.533
AF trial NCV + CL2, bias-aware 6 0.916 0.772 0.922 0.944 0.714 1.534 0.303
running REML, model-based 6 0.507 0.268 0.344 3.240 0.825 0.600 0.865
running REML + CL2 6 0.919 0.873 1.000 1.000 0.825 1.851 0.637
running NCV + CL2 6 0.734 0.441 0.527 1.497 0.661 0.678 0.735
running NCV + CL2, bias-aware 6 0.892 0.766 0.979 1.099 0.661 1.516 0.578
DTI REML, model-based 6 0.632 0.475 0.491 2.103 0.633 0.596 0.872
DTI REML + CL2 6 0.927 0.876 1.000 1.000 0.633 1.169 0.638
DTI NCV + CL2 6 0.846 0.586 0.647 1.034 0.469 0.760 0.772
DTI NCV + CL2, bias-aware 6 0.926 0.806 0.947 0.945 0.469 1.083 0.562
gait REML, model-based 6 0.517 0.231 0.308 3.596 1.007 0.653 0.825
gait REML + CL2 6 0.939 0.903 1.000 1.000 1.007 2.388 0.546
gait NCV + CL2 6 0.816 0.547 0.562 1.283 0.765 1.024 0.650
gait NCV + CL2, bias-aware 6 0.925 0.833 0.895 0.949 0.765 1.931 0.486
ECG 8-lead REML, model-based 6 0.638 0.282 0.468 2.880 2.427 2.197 0.567
ECG 8-lead REML + CL2 6 0.942 0.873 1.000 1.000 2.427 4.878 0.216
ECG 8-lead NCV + CL2 6 0.739 0.449 0.284 0.747 0.806 0.851 0.568
ECG 8-lead NCV + CL2, bias-aware 6 0.937 0.840 0.868 0.797 0.806 4.371 0.210
ocean REML, model-based 6 0.412 0.224 0.266 3.707 1.035 0.542 0.791
ocean REML + CL2 6 0.925 0.887 1.000 1.000 1.035 2.248 0.450
ocean NCV + CL2 6 0.708 0.281 0.340 1.430 0.667 0.527 0.528
ocean NCV + CL2, bias-aware 6 0.916 0.794 1.003 1.028 0.667 2.109 0.178
weather REML, model-based 6 0.341 0.233 0.279 3.321 1.007 0.561 0.766
weather REML + CL2 6 0.882 0.833 1.000 1.000 1.007 1.979 0.321
weather NCV + CL2 6 0.608 0.415 0.414 1.838 0.678 0.771 0.538
weather NCV + CL2, bias-aware 6 0.828 0.715 0.936 1.142 0.678 1.786 0.228
electricity REML, model-based 6 0.432 0.266 0.276 3.781 3.418 2.224 0.478
electricity REML + CL2 6 0.927 0.881 1.000 1.000 3.418 5.722 0.076
electricity NCV + CL2 6 0.611 0.398 0.192 0.863 0.815 0.564 0.512
electricity NCV + CL2, bias-aware 6 0.911 0.835 1.035 0.981 0.815 5.623 0.094

13 Cross-study assessment

Figure 22: Synthetic cells (small coloured points, G = 100; colour = family) and plasmode datasets (large black symbols: circles = counted, triangles = stress tests; labelled) on common axes. (a) model-based coverage of β against the design effect of the residual curves (synthetic: realized values from 20 replicates per cell without uncertainty, design values for the two negative-binomial-as-Poisson cells; the D = 241 dense-grid cells are included; crosses mark the sign-changing and misregistration cells, whose dependence the design effect does not capture); (b) REML + CL2 coverage of β against the same; axes cover all points; (c) NCV/REML MSE ratio for β against the REML/NCV EDF ratio of the ff term (plasmode: MID truth, EDF ratio of the two real-data fits; synthetic: all cells with a smooth truth at G = 100); (d) REML + CL2 coverage of β against G (synthetic: core cells at both G; plasmode: the G = all pool means, and in grey the same datasets at G = 40).

Table 77 summarises, property by property, what the synthetic study found and what the nine plasmode datasets can say about it; the evidence behind each row is in the list that follows. Associations across datasets are Spearman rank correlations over n = 9 (or the 6 counted) datasets with two-sided permutation p-values; at n = 9 a |rho| below about 0.6 is uninformative, and the datasets’ properties are confounded with each other and with the data source. Each correlation uses, per dataset, the pool mean over its attached curve-flip cells at G = all subjects (all truth × residual combinations) for coverages, the geometric mean over residual sources of the MID-truth cell ratios for the NCV gain, the (MID truth, REML residual) cell for AR(1), and the diagnostics of the REML residual curves (cross-study-dataset-outcomes.csv). The synthetic study spans design effects 5–12 in its dependent core cells (D = 61; realized values; realized values are means over 20 replicates without an uncertainty estimate and are missing for 2 cells, the negative-binomial data fitted as Poisson, where the design values stand in); the plasmode datasets span 6–40 with grid sizes 30–101. Because 1’Σ1/trΣ grows with the grid size, the normalisation DE/D = (1’Σ1/trΣ)/D (0.06–0.75) is reported beside it. The design effect is the grid-mean variance inflation and does not capture sign-changing or misregistration dependence: the sign-changing cells have realized DE 1.7–2.3 and the misregistration cells 1.5–1.9 while their model-based coverage is 0.70–0.88.

Table 77: Cross-study assessment: for each data or model property varied in the synthetic study, its synthetic effect on inference and on estimation, what the plasmode data can say about it, and a verdict. Associations are Spearman rho with permutation p over the nine datasets unless marked counted only.
property synthetic: inference synthetic: estimation plasmode verdict
Dependence strength (design effect DE) model-based 0.96–0.99 (iid) → 0.63–0.82 (dependent); REML + CL2 0.94–0.99 β ratio 0.55–1.06 (iid) vs 0.12–0.23 (dependent) DE 6–40; model-based shortfall vs DE rho = 0.73, p = 0.03, n = 9; CL2 improves coverage on every dataset and meets the point adequacy bound for β on 4 of 6 counted datasets reinforces the direction; DE is a grid-mean variance inflation that misses sign-changing and misregistration dependence and is confounded with D
Dependence shape (sign changes; variance along t or by covariate) sign-changing: model-based 0.65–0.88, REML + CL2 0.94–0.96; covariate-dependent variance breaks model-based γ (0.49–0.51) and AR(1) (0.88–0.89), not CL2 (0.93–0.94) one cell per family; the realized DE of the sign-changing (1.7–2.3) and misregistration (1.5–1.9) cells is near 1 although model-based coverage is 0.70–0.88 negative-correlation share 0–33%, SD ratio 2–42; shortfall vs SD ratio rho = -0.73, p = 0.03, n = 9; CL2 β coverage vs SD ratio rho = 0.80, p = 0.01, n = 9 (counted only rho = 0.66, p = 0.18, n = 6) not separately testable (shape, DE and dataset role are confounded)
Misregistration (phase variability) model-based 0.71–0.73, REML + CL2 0.93–0.94, AR(1) mean 0.84; Poisson mean undercovers for every recipe (0.90–0.91) β ratio 0.44–0.68 phase share 0–63%; AR(1) β vs phase rho = 0.17, p = 0.67, n = 9; CL2 β vs phase rho = 0.49, p = 0.18, n = 9 partly (CL2 near nominal on the two cardiac datasets with real misregistration; AR(1)’s real-data shortfall has no single attributable cause)
Number of curves G REML + CL2 loses 1.1–1.8 pp at G = 40; NCV + CL2 1.0–6.9 pp β ratio 0.21–0.33 (G = 40) vs 0.26–0.34 (G = 100) within-dataset G = all vs 40: REML + CL2 loses -0.4 to 4.7 pp, NCV + CL2 1.6–21.3 pp; across datasets (G 73–138) CL2 β vs G rho = 0.30, p = 0.46, n = 9 reinforces (paired within-dataset contrast of the same size)
Grid density D D 61 → 241: model-based β −30.7–36.9 pp; REML + CL2 -1.3 to 0.0 pp NCV β advantage × 3.2–6.1 not varied within a dataset (D 30–101); DE/D = (1’S1/trS)/D 0.06–0.75; shortfall vs DE/D rho = 0.77, p = 0.02, n = 9 not testable
Covariate rank (identifiability of β) low-rank X: REML + CL2 β 0.94–0.95 β ratio 0.09–0.12 (low-rank) vs 0.16–0.17 (rich), smooth process rank 4–24; MID-truth β gain vs rank rho = 0.19, p = 0.63, n = 9; CL2 β vs rank rho = 0.67, p = 0.05, n = 9; the two lowest-rank counted datasets (running, AF trial) rank 1 and 3 of 6 in CL2 β coverage partly (estimation direction consistent; coverage association uninformative at n = 9)
Truth roughness / EDF gap between REML and NCV rough truth: NCV + CL2 β 0.80–0.90, bias-aware 0.93–0.95, REML + CL2 0.94–0.95 β ratio 0.21–0.43 (rough) vs 0.12–0.22 (smooth); EDF ratio 1.92–2.31 β ratio ordered NCV < MID < REML truth on 9 of 9; NCV loses under REML truth on 4; MID gain vs EDF ratio rho = -0.33, p = 0.39, n = 9; weather: NCV rougher than REML yet wins under all truths partly (strong truth-source sensitivity; the EDF-gap mechanism is not identified in the plasmode study)
Signal strength REML + CL2 within 1.6 pp of nominal across signal levels β ratio 0.12 (low) to 0.17 (high), Gaussian smooth process R² 0.19–0.47; shortfall vs R² rho = 0.55, p = 0.12, n = 9; MID gain vs R² rho = 0.50, p = 0.17, n = 9 uninformative at n = 9 (confounded)
Term type and estimand same pattern for α, γ, β, mean, f(x,t); REML + CL2 differs by -0.7 to 0.5 pp between f(x,t) and ff gain on the surface: γ(t) ratio 0.93–1.04, α(t) 0.83–0.98 (dependent, G = 100) ff model only; γ ratio 0.28–1.05 / 0.88–1.30 (NCV / REML truth), α 0.38–1.11 / 0.95–1.20; α gains < 0.9 on 4 datasets under the NCV truth partly (gains most consistent for the surface; univariate gains on several datasets; f(x,t) not testable)
Basis size bias-aware β 0.97–0.98 → 1.00; REML + CL2 0.94–0.95 → 0.95–0.96 (default → xlarge) β ratio 0.16–0.17 → 0.01 default bases except ECG 8-lead (k = 40/30 by design), whose MID-truth β gain ranks 2 of 9 (1 = largest) not testable (one dataset, two changes)
Response family six families: model-based 0.63–0.78, REML + CL2 0.94–0.95 (smooth process, G = 100) β ratio 0.12–0.22 across families Gaussian only not testable
Between-curve dependence not in the design (independent curves) — block-flip minus curve-flip coverage: REML + curve CL2 -1.8 to 2.1 pp; block NCV/CL2 MSE ratio 0.99–1.11 plasmode only (imposed block dependence; curve-flip shortfalls are not evidence about it)
Other remedies for dependent residuals (pcre, GLS, curve bootstrap) dependent, Gaussian: pcre β 0.93–0.97, GLS (FPCA) 0.93–0.97, REML + CL2 0.93–0.94 β MSE pcre and GLS (FPCA) 1.41–2.53 times NCV’s pcre β 0.59–0.86, GLS (FPCA) 0.60–0.86; with CL2 0.66–0.94 and 0.63–0.92; bootstrap percentile 0.93–0.97; REML + CL2 0.91–0.94 pcre and GLS: synthetic coverage does not transfer (on real residual curves their estimates keep a bias that CL2 on the same fit does not remove); the curve bootstrap covers on both, at about 156 times the time of REML + CL2
Intervals centred at the NCV fit with corrections smoothing-parameter term: NCV + CL2 β 0.92–0.94 → 0.95 (Gaussian, Poisson, dependent); binary G = 40 0.86 — one-step bias correction + smoothing-parameter term: β 0.65–0.94 per dataset does not transfer (smoothing bias of the NCV fit on real data remains)

Evidence per row:

  • Dependence strength. Model-based shortfall for β against DE: rho = 0.73, p = 0.03, n = 9; against DE/D: rho = 0.77, p = 0.02, n = 9. The dataset with the smallest DE, ECG 8-lead (DE 6.2, DE/D 0.06), still has a shortfall of 31.2 pp; the dataset furthest above the shortfall-on-log-DE trend is weather. REML + CL2 β coverage against DE: rho = -0.33, p = 0.37, n = 9 (counted only rho = -0.14, p = 0.79, n = 6).
  • Dependence shape. ECG 8-lead’s residuals have the strongest sign-changing correlations of all datasets (minimum r -0.68) and the most extreme variance profile (SD ratio 42). The design effect 1’Σ1/trΣ is a grid-mean variance inflation that does not capture such features (see the sign-changing and misregistration cells above); REML + CL2 β coverage against the SD ratio is 0.80 (p = 0.01) over all nine datasets and 0.66 (p = 0.18) over the counted six, i.e. driven by the stress tests.
  • Misregistration. The two cardiac datasets with real misregistration (ECG strain 63%, AF 43%) have REML + CL2 β coverage 0.944 and 0.938 and AR(1) coverage 0.874 and 0.838; AR(1)’s lowest real-data coverages are on weather and electricity (phase shares 6% and 0%).
  • Number of curves. Paired within-dataset losses at G = 40 are in Table 87 and the synthetic ones in Table 80.
  • Covariate rank. MID-truth β gain against rank: rho = 0.19, p = 0.63, n = 9; REML + CL2 β coverage against rank: rho = 0.67, p = 0.05, n = 9 (counted only rho = 0.38, p = 0.48, n = 6). Counted datasets ordered by REML + CL2 β coverage: running 0.919, DTI 0.927, AF trial 0.938, gait 0.939, ECG 8-lead 0.942, ECG strain 0.944.
  • Truth roughness / EDF gap. MID-truth β gain against the EDF ratio: -0.33 (p = 0.39, n = 9). Datasets ordered by the MID-truth ratio (largest gain last): ECG strain 0.90 (EDF ratio 1.35); DTI 0.57 (EDF ratio 1.53); gait 0.55 (EDF ratio 1.13); running 0.53 (EDF ratio 0.98); weather 0.44 (EDF ratio 0.77); ocean 0.35 (EDF ratio 1.19); AF trial 0.27 (EDF ratio 1.31); ECG 8-lead 0.18 (EDF ratio 3.53); electricity 0.05 (EDF ratio 3.33). In Figure 22 (c) 5 of 9 datasets lie below the synthetic cells’ log-log trend.
  • Signal. Shortfall against R²: rho = 0.55, p = 0.12, n = 9; MID gain against R²: rho = 0.50, p = 0.17, n = 9.
  • Term type. Datasets with resolved α(t) or γ(t) gains under the NCV truth are listed in Section 10.4; the surface gain is the only one present on every dataset under the NCV and MID truths (9 of 9).
  • Basis size. MID-truth β gains ordered: electricity 0.05, ECG 8-lead 0.18, AF trial 0.27, ocean 0.35, weather 0.44, running 0.53, gait 0.55, DTI 0.57, ECG strain 0.90; among the counted datasets ECG 8-lead ranks 1 of 6 (1 = largest gain).
  • Other remedies. Per-cell results and CL2 on the GLS and pcre fits: Section 7, Section 7.1.
  • NCV-centred corrections. Per-dataset results: Section 8, Section 9; all metrics of the main recipes side by side: Section 12.
  • Between-curve dependence. Block-flip minus curve-flip coverages per recipe and dataset: ocean E(Y | X) bias-aware NCV (curve) -0.5 pp; ocean E(Y | X) REML + curve CL2 -0.3 pp; ocean beta(s,t) bias-aware NCV (curve) 0.9 pp; ocean beta(s,t) REML + curve CL2 1.0 pp; weather E(Y | X) bias-aware NCV (curve) -2.1 pp; weather E(Y | X) REML + curve CL2 -1.8 pp; weather beta(s,t) bias-aware NCV (curve) -0.6 pp; weather beta(s,t) REML + curve CL2 2.1 pp; electricity E(Y | X) bias-aware NCV (curve) -0.9 pp; electricity E(Y | X) REML + curve CL2 0.3 pp; electricity beta(s,t) bias-aware NCV (curve) -1.7 pp; electricity beta(s,t) REML + curve CL2 -0.7 pp.

14 Computing time

All times are elapsed seconds on one core with single-threaded BLAS (OpenBLAS, OPENBLAS_NUM_THREADS=1). The study runs used LRZ CoolMUC-4: the serial cluster (serial_std, one core per task) for the synthetic and plasmode studies, the comparators and the REML smoothing-parameter runs, and partly its cm4 nodes, which are slower per core, for the NCV smoothing-parameter runs. The recipe benchmark (analysis/timing-benchmark.R) fits REML, NCV and AR(1) to the same data sets, Gaussian, G = 100, D = 61, 10 replicates for each of the nine error processes of the AR(1) cells; its machine is not recorded (per core, the LRZ serial nodes and the development laptop, an Intel Core i7-8665U, run at about the same speed). “Per fit” and “per replicate” rows summarise individual fits; “cell median” rows summarise the per-cell median times stored with the study summaries, so their spread is across cells (families, G, D and datasets differ). The REML fit time excludes CL2; the CL2 rows are the covariance computation alone. No times were recorded for the one- and two-step bias corrections of the NCV fit (ncv-rbc/); each step is a linear map of the fit’s own matrices (Section 8). The hybrid and the bias-aware interval need both fits and their CL2 covariances, nothing else.

Figure 23: Computing time per component (median, bar from the 10% to the 90% quantile; log scale), by setting. Cell-median rows spread over cells, per-fit and per-replicate rows over fits.

On identical data (Gaussian, G = 100) the median REML fit takes 2.0 s, the curve-blocked NCV fit 8.6 s and the AR(1) fit with ρ profiled 39 s (12 grid fits plus a refinement); a CL2 covariance adds 1.0 s. REML + CL2 therefore costs about 3 s per data set, NCV + CL2 about 10 s and the bias-aware interval (both fits, both covariances) about 12 s. Among the comparators the pcre fit has a median of 20 s on the plasmode cells with a long tail (90% quantile 265 s), the GLS fits take 2.9–3.7 s against 2.2–2.6 s for the REML fit in the same cells, and the curve bootstrap with 199 refits takes a median of 535 s per data set; CL2 on a GLS or pcre fit adds a median of 0.12–1.45 s. The curve-robust smoothing-parameter term adds a median of 1.2 s to a REML fit and 2.1–2.5 s to a Gaussian NCV fit; the exact curve jackknife it approximates takes 65 s (Table 78, Figure 23).

Table 78: Computing time (seconds, one core): median and 10%–90% quantiles per component and setting; n = fits, replicates or cells.
component setting unit hardware n median q10 q90
REML fit synthetic, Gaussian, G = 100, D = 61, 9 error processes per fit 1 core 90 2.02 1.66 4.04
NCV fit (curve blocks) synthetic, Gaussian, G = 100, D = 61, 9 error processes per fit 1 core 90 8.56 5.92 13.62
AR(1) fit (ρ profiled) synthetic, Gaussian, G = 100, D = 61, 9 error processes per fit 1 core 90 39.05 32.06 51.54
CL2 covariance of the REML fit synthetic, Gaussian, G = 100, D = 61, 9 error processes per fit 1 core 90 0.95 0.78 1.27
CL2 covariance of the NCV fit synthetic, Gaussian, G = 100, D = 61, 9 error processes per fit 1 core 90 0.95 0.78 1.29
REML fit synthetic study, all cells cell median LRZ serial node, 1 core 123 3.06 1.39 18.30
NCV fit (curve blocks) synthetic study, all cells cell median LRZ serial node, 1 core 123 11.24 4.48 58.04
NCV fit (pointwise) synthetic study, Gaussian G = 100 cell median LRZ serial node, 1 core 3 15.39 13.81 18.12
AR(1) fit (ρ profiled) synthetic study, AR(1) cells cell median LRZ serial node, 1 core 9 49.49 45.80 51.83
REML fit plasmode study, all cells cell median LRZ serial node, 1 core 130 3.27 1.23 9.18
NCV fit (curve blocks) plasmode study, all cells cell median LRZ serial node, 1 core 130 10.34 5.25 24.09
NCV fit (block neighbourhoods) plasmode stress tests, block arm cell median LRZ serial node, 1 core 26 13.60 12.28 24.29
AR(1) fit (ρ profiled) plasmode study, AR(1) cells cell median LRZ serial node, 1 core 12 48.49 39.63 153.30
CL2 covariance of the REML fit plasmode study, all cells cell median LRZ serial node, 1 core 130 0.89 0.44 3.17
CL2 covariance of the NCV fit plasmode study, all cells cell median LRZ serial node, 1 core 130 0.89 0.44 3.17
block CL2 covariance of the block-NCV fit plasmode stress tests, block arm cell median LRZ serial node, 1 core 26 4.26 3.72 8.87
REML fit synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 2.20 0.97 4.60
pcre fit (incl. FPCA of the residuals) synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 13.47 2.82 229.44
GLS fit (FPCA covariance) synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 2.97 1.34 4.73
GLS fit (raw covariance) synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 2.87 1.37 4.17
curve bootstrap (199 REML refits) synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 600 450.27 240.81 867.99
CL2 covariance of the REML fit synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 0.99 0.43 1.38
CL2 on the GLS fit (FPCA covariance) synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 0.13 0.06 0.20
CL2 on the GLS fit (raw covariance) synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 1200 0.14 0.06 0.20
CL2 on the pcre fit synthetic comparator cells (Gaussian core, G = 40, 100) per replicate LRZ serial node, 1 core 600 1.29 0.60 4.12
REML fit plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 2.56 1.00 9.05
pcre fit (incl. FPCA of the residuals) plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 20.22 4.30 264.64
GLS fit (FPCA covariance) plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 3.40 1.54 10.42
GLS fit (raw covariance) plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 3.66 1.59 11.79
curve bootstrap (199 REML refits) plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 1198 534.53 225.66 1919.57
CL2 covariance of the REML fit plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 0.85 0.40 2.39
CL2 on the GLS fit (FPCA covariance) plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 0.12 0.06 0.40
CL2 on the GLS fit (raw covariance) plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 2400 0.12 0.06 0.40
CL2 on the pcre fit plasmode comparator cells (6 datasets, G = all, 40) per replicate LRZ serial node, 1 core 1199 1.45 0.56 4.59
λ term for REML (derivatives + infinitesimal jackknife) synthetic core cells, default signal (G = 40, 100) per replicate LRZ serial node, 1 core 3600 1.16 0.46 1.53
λ term for REML, one-step leave-curve-out variant synthetic core cells, default signal (G = 40, 100) per replicate LRZ serial node, 1 core 3600 2.50 0.71 3.18
exact curve jackknife of the REML smoothing parameters (reference) synthetic core cells, default signal (G = 40, 100) per replicate LRZ serial node, 1 core 3600 64.84 15.09 130.84
λ term for REML (derivatives + infinitesimal jackknife) plasmode study, all cells per replicate LRZ serial or cm4 node, 1 core 26000 1.17 0.50 3.48
λ term for NCV (derivatives, Hessian, curve scores) synthetic core cells, Gaussian per replicate LRZ serial or cm4 node, 1 core 1200 2.10 0.98 3.95
λ term for NCV (derivatives, Hessian, curve scores) synthetic core cells, Poisson and binary per replicate LRZ cm4 node, 1 core 2400 5.32 2.17 12.27
λ term for NCV (derivatives, Hessian, curve scores) plasmode study, all cells per replicate LRZ serial or cm4 node, 1 core 13000 2.48 1.00 8.61

15 Limitations

Error law of the plasmode. Sign-flipped frozen residual curves reproduce each subject’s empirical within-curve covariance exactly and nothing else: the error law is a two-point mixture, symmetric by construction, with no between-subject variation in the residual shapes beyond the observed ones. Residuals are attached to the subject’s own covariates; on the two datasets run both attached and detached, the two versions gave the same decisions.

Frozen truths favour their own selector. A truth taken from the REML fit is REML-shaped, one from the NCV fit is NCV-shaped, and MID (log-midpoint smoothing parameters) is interior for every term only on 3 of 9 datasets. Changing the truth source changes the truth’s shape and signal as well as its smoothness, so the plasmode estimation results are stated per truth source; the synthetic study is the only place where the truth is independent of both selectors.

Representable truths. All synthetic truths of the main design are projected onto the fitted bases, so approximation bias is absent by design; the rough-truth cells add roughness that the bases can represent but the penalties shrink. Truths outside the spline space are studied only in the misspecification experiment (Section 6: Gaussian, three truths, two basis sizes).

Precision. 200 replicates give stored MC SEs of the grid-average coverage of 0.21–0.33 pp (REML + CL2) to 0.42–0.86 pp (model-based) in the dependent synthetic cells and 0.17–1.95 pp for REML + CL2 in the plasmode cells; a single grid point’s coverage has a binomial SE of 1.5 pp near 0.95. A 2 pp undercoverage in one cell is therefore resolved for grid averages but the rule’s calibration error pools cells and subtracts the MC variance, and several plasmode classes are “unresolved” because their bootstrap intervals straddle the 2 pp threshold.

The calibration error. The undercoverage-only CE selects the undercovering cells by their estimated coverage before subtracting the MC variance, so the variance correction is approximate (cells that undercover by chance are counted, cells that overcover by chance are not).

Two calibration criteria. The undercoverage-only and the symmetric criterion are both reported. Under both, the plasmode decision is inconsistent across datasets for β.

Selected datasets. The nine datasets were chosen to spread design effect, covariate rank and phase variability, not sampled; three have dependent curves and are stress tests; all are Gaussian; the ECG 8-lead model uses larger bases than the others; the running data keep one condition per person with the other conditions’ variation in the residuals; the mean estimand is scored on a fixed cohort of 50 subjects. The cardiology datasets are not public.

Diagnostics. The realized synthetic design effects are means over 20 replicates per cell (analysis/describe-cells.R), without an uncertainty estimate. The studentised-error diagnostics (writeup/lrz-zstats.R) cover all 123 synthetic cells and all plasmode cells, for β everywhere and for the mean in Gaussian cells.

Scope. Simultaneous bands, G < 40, non-Gaussian real data, native-grid density on real data, dependence models beyond AR(1), pcre and GLS (Section 7) and the finite-sample calibration error of the sandwich pivot itself are outside both studies.

16 Supplementary tables

All tables are also written as CSV files to writeup/tables/; the per-cell tables (S1–S5) are the full study, the tables in the main text are views of them. Column abbreviations: cov = grid-average coverage, q05 = 5% quantile of pointwise coverage, IS = interval score, CE = calibration error.

16.1 Detail tables referenced in the main text

Table 79: Worst-case 5% pointwise-coverage quantile (minimum and median over core cells) and the minimum grid-average coverage, by dependence, G, estimand and arm.
dependence G estimand arm q05_min q05_median coverage_min
dependent 40 beta(s,t) NCV + CL2 0.600 0.861 0.785
dependent 40 beta(s,t) NCV + CL2, bias-aware 0.885 0.950 0.948
dependent 40 beta(s,t) REML + CL2 0.891 0.897 0.923
dependent 40 beta(s,t) REML, model-based 0.520 0.580 0.609
dependent 40 E(Y | X) NCV + CL2 0.685 0.827 0.842
dependent 40 E(Y | X) NCV + CL2, bias-aware 0.860 0.907 0.930
dependent 40 E(Y | X) REML + CL2 0.887 0.900 0.921
dependent 40 E(Y | X) REML, model-based 0.515 0.560 0.601
dependent 100 beta(s,t) NCV + CL2 0.775 0.861 0.896
dependent 100 beta(s,t) NCV + CL2, bias-aware 0.920 0.950 0.971
dependent 100 beta(s,t) REML + CL2 0.911 0.915 0.940
dependent 100 beta(s,t) REML, model-based 0.540 0.596 0.653
dependent 100 E(Y | X) NCV + CL2 0.740 0.863 0.876
dependent 100 E(Y | X) NCV + CL2, bias-aware 0.865 0.920 0.933
dependent 100 E(Y | X) REML + CL2 0.910 0.915 0.940
dependent 100 E(Y | X) REML, model-based 0.535 0.570 0.631
independent 40 beta(s,t) NCV + CL2 0.925 0.945 0.973
independent 40 beta(s,t) NCV + CL2, bias-aware 0.930 0.960 0.979
independent 40 beta(s,t) REML + CL2 0.915 0.965 0.973
independent 40 beta(s,t) REML, model-based 0.945 0.975 0.984
independent 40 E(Y | X) NCV + CL2 0.835 0.900 0.923
independent 40 E(Y | X) NCV + CL2, bias-aware 0.850 0.905 0.935
independent 40 E(Y | X) REML + CL2 0.825 0.925 0.925
independent 40 E(Y | X) REML, model-based 0.875 0.940 0.952
independent 100 beta(s,t) NCV + CL2 0.925 0.940 0.976
independent 100 beta(s,t) NCV + CL2, bias-aware 0.945 0.951 0.986
independent 100 beta(s,t) REML + CL2 0.955 0.965 0.979
independent 100 beta(s,t) REML, model-based 0.965 0.970 0.983
independent 100 E(Y | X) NCV + CL2 0.860 0.900 0.939
independent 100 E(Y | X) NCV + CL2, bias-aware 0.870 0.910 0.945
independent 100 E(Y | X) REML + CL2 0.885 0.930 0.949
independent 100 E(Y | X) REML, model-based 0.910 0.935 0.962
Table 80: Synthetic coverage at G = 40 and G = 100 (mean over the core cells’ error processes and signal levels) and the loss at G = 40, dependent cells.
dependence family estimand arm G = 40 G = 100 loss at G = 40
dependent Gaussian E(Y | X) REML, model-based 0.615 0.640 0.025
dependent Gaussian E(Y | X) REML + CL2 0.931 0.943 0.012
dependent Gaussian E(Y | X) NCV + CL2 0.912 0.928 0.016
dependent Gaussian E(Y | X) NCV + CL2, bias-aware 0.954 0.957 0.003
dependent Gaussian E(Y | X) NCV + CL2 (freq.), bias-aware 0.949 0.953 0.004
dependent Gaussian beta(s,t) REML, model-based 0.625 0.663 0.038
dependent Gaussian beta(s,t) REML + CL2 0.926 0.942 0.016
dependent Gaussian beta(s,t) NCV + CL2 0.918 0.932 0.014
dependent Gaussian beta(s,t) NCV + CL2, bias-aware 0.982 0.983 0.001
dependent Gaussian beta(s,t) NCV + CL2 (freq.), bias-aware 0.976 0.977 0.001
dependent Poisson E(Y | X) REML, model-based 0.657 0.663 0.005
dependent Poisson E(Y | X) REML + CL2 0.932 0.943 0.011
dependent Poisson E(Y | X) NCV + CL2 0.908 0.925 0.017
dependent Poisson E(Y | X) NCV + CL2, bias-aware 0.950 0.955 0.005
dependent Poisson E(Y | X) NCV + CL2 (freq.), bias-aware 0.943 0.950 0.006
dependent Poisson beta(s,t) REML, model-based 0.682 0.695 0.013
dependent Poisson beta(s,t) REML + CL2 0.928 0.943 0.014
dependent Poisson beta(s,t) NCV + CL2 0.923 0.933 0.010
dependent Poisson beta(s,t) NCV + CL2, bias-aware 0.980 0.982 0.002
dependent Poisson beta(s,t) NCV + CL2 (freq.), bias-aware 0.973 0.975 0.002
dependent binary E(Y | X) REML, model-based 0.731 0.742 0.011
dependent binary E(Y | X) REML + CL2 0.925 0.942 0.017
dependent binary E(Y | X) NCV + CL2 0.861 0.895 0.034
dependent binary E(Y | X) NCV + CL2, bias-aware 0.937 0.942 0.005
dependent binary E(Y | X) NCV + CL2 (freq.), bias-aware 0.927 0.932 0.005
dependent binary beta(s,t) REML, model-based 0.782 0.800 0.018
dependent binary beta(s,t) REML + CL2 0.934 0.951 0.018
dependent binary beta(s,t) NCV + CL2 0.844 0.913 0.069
dependent binary beta(s,t) NCV + CL2, bias-aware 0.962 0.976 0.014
dependent binary beta(s,t) NCV + CL2 (freq.), bias-aware 0.950 0.965 0.014
Table 81: Coverage of β by family, error, truth and signal level, G = 100.
cell family error signal truth estimand NCV + CL2 NCV + CL2, bias-aware NCV + CL2 (freq.), bias-aware REML + CL2
42 binary smooth high smooth beta(s,t) 0.925 0.980 0.970 0.952
77 binary smooth high wiggly beta(s,t) 0.803 0.931 0.912 0.947
36 binary smooth mid smooth beta(s,t) 0.896 0.972 0.962 0.952
75 binary smooth mid wiggly beta(s,t) 0.799 0.940 0.923 0.948
38 binary iid high smooth beta(s,t) 0.980 0.987 0.928 0.989
76 binary iid high wiggly beta(s,t) 0.919 0.929 0.820 0.944
32 binary iid mid smooth beta(s,t) 0.982 0.987 0.911 0.990
74 binary iid mid wiggly beta(s,t) 0.911 0.921 0.784 0.935
18 Gaussian smooth high smooth beta(s,t) 0.938 0.984 0.978 0.943
69 Gaussian smooth high wiggly beta(s,t) 0.900 0.950 0.940 0.942
6 Gaussian smooth low smooth beta(s,t) 0.925 0.983 0.977 0.944
65 Gaussian smooth low wiggly beta(s,t) 0.803 0.945 0.934 0.942
12 Gaussian smooth mid smooth beta(s,t) 0.934 0.983 0.978 0.944
67 Gaussian smooth mid wiggly beta(s,t) 0.824 0.935 0.924 0.941
14 Gaussian iid high smooth beta(s,t) 0.979 0.990 0.959 0.979
68 Gaussian iid high wiggly beta(s,t) 0.954 0.959 0.916 0.963
2 Gaussian iid low smooth beta(s,t) 0.982 0.989 0.939 0.989
64 Gaussian iid low wiggly beta(s,t) 0.933 0.938 0.843 0.948
8 Gaussian iid mid smooth beta(s,t) 0.982 0.989 0.951 0.986
66 Gaussian iid mid wiggly beta(s,t) 0.953 0.955 0.894 0.961
30 Poisson smooth high smooth beta(s,t) 0.929 0.980 0.973 0.944
73 Poisson smooth high wiggly beta(s,t) 0.860 0.935 0.924 0.940
24 Poisson smooth mid smooth beta(s,t) 0.935 0.984 0.978 0.945
71 Poisson smooth mid wiggly beta(s,t) 0.811 0.932 0.920 0.943
26 Poisson iid high smooth beta(s,t) 0.976 0.986 0.948 0.979
72 Poisson iid high wiggly beta(s,t) 0.950 0.955 0.903 0.961
20 Poisson iid mid smooth beta(s,t) 0.982 0.990 0.949 0.986
70 Poisson iid mid wiggly beta(s,t) 0.952 0.955 0.889 0.960
Table 82: Heteroskedastic Gaussian errors (smooth process with the DTI variance profile along t = var(t), a subject-level scale depending on z = var(z), or both) next to the homoskedastic smooth process.
cell error G estimand NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based AR(1) working model
11 smooth 40 beta(s,t) 0.924 0.983 0.926 0.615
11 smooth 40 gamma(t) 0.927 0.946 0.946 0.621
11 smooth 40 E(Y | X) 0.922 0.959 0.931 0.606
12 smooth 100 beta(s,t) 0.934 0.983 0.944 0.657 0.993
12 smooth 100 gamma(t) 0.935 0.946 0.948 0.655 0.967
12 smooth 100 E(Y | X) 0.929 0.959 0.944 0.634 0.972
102 var(z) 40 beta(s,t) 0.925 0.985 0.939 0.619
102 var(z) 40 gamma(t) 0.898 0.931 0.926 0.490
102 var(z) 40 E(Y | X) 0.912 0.955 0.934 0.588
103 var(z) 100 beta(s,t) 0.935 0.984 0.949 0.660 0.992
103 var(z) 100 gamma(t) 0.920 0.945 0.938 0.494 0.879
103 var(z) 100 E(Y | X) 0.923 0.955 0.944 0.606 0.949
100 var(t) 40 beta(s,t) 0.918 0.979 0.926 0.619
100 var(t) 40 gamma(t) 0.925 0.945 0.944 0.632
100 var(t) 40 E(Y | X) 0.919 0.957 0.932 0.614
101 var(t) 100 beta(s,t) 0.933 0.983 0.944 0.662 0.991
101 var(t) 100 gamma(t) 0.932 0.943 0.947 0.661 0.967
101 var(t) 100 E(Y | X) 0.928 0.959 0.944 0.642 0.972
104 var(t,z) 40 beta(s,t) 0.924 0.983 0.940 0.629
104 var(t,z) 40 gamma(t) 0.893 0.930 0.925 0.502
104 var(t,z) 40 E(Y | X) 0.911 0.955 0.936 0.596
105 var(t,z) 100 beta(s,t) 0.934 0.984 0.950 0.666 0.990
105 var(t,z) 100 gamma(t) 0.920 0.944 0.940 0.510 0.889
105 var(t,z) 100 E(Y | X) 0.922 0.955 0.944 0.615 0.951
Table 83: Sign-changing (damped-cosine) error correlation, G = 100.
cell family error estimand AR(1) working model NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based
98 binary sign-chg. beta(s,t) 0.927 0.977 0.959 0.885
98 binary sign-chg. E(Y | X) 0.882 0.945 0.943 0.794
96 Gaussian sign-chg. beta(s,t) 0.992 0.935 0.985 0.942 0.700
96 Gaussian sign-chg. E(Y | X) 0.963 0.915 0.957 0.942 0.646
97 Poisson sign-chg. beta(s,t) 0.935 0.986 0.942 0.728
97 Poisson sign-chg. E(Y | X) 0.905 0.951 0.941 0.670
Table 84: NCV/REML MSE ratio with the rich and the low-rank functional covariate, G = 100, default signal.
family error estimand rich low-rank
binary smooth alpha(t) 0.88 [0.84, 0.93] 0.87 [0.82, 0.91]
binary smooth beta(s,t) 0.17 [0.14, 0.20] 0.12 [0.08, 0.17]
binary smooth gamma(t) 0.96 [0.91, 1.03] 0.95 [0.90, 1.01]
binary smooth E(Y | X) 0.74 [0.71, 0.77] 0.77 [0.74, 0.80]
binary iid alpha(t) 1.10 [1.05, 1.17] 1.06 [1.03, 1.11]
binary iid beta(s,t) 1.06 [0.95, 1.19] 1.26 [1.03, 1.56]
binary iid gamma(t) 1.05 [1.03, 1.09] 1.07 [1.04, 1.10]
binary iid E(Y | X) 1.06 [1.04, 1.08] 1.07 [1.05, 1.09]
Gaussian smooth alpha(t) 0.97 [0.94, 0.99] 0.97 [0.94, 0.99]
Gaussian smooth beta(s,t) 0.16 [0.13, 0.19] 0.09 [0.06, 0.11]
Gaussian smooth gamma(t) 0.95 [0.92, 0.97] 0.95 [0.93, 0.97]
Gaussian smooth E(Y | X) 0.69 [0.67, 0.71] 0.70 [0.68, 0.72]
Gaussian iid alpha(t) 1.04 [1.02, 1.07] 1.04 [1.02, 1.07]
Gaussian iid beta(s,t) 0.65 [0.62, 0.68] 0.71 [0.62, 0.82]
Gaussian iid gamma(t) 1.04 [1.02, 1.07] 1.04 [1.02, 1.07]
Gaussian iid E(Y | X) 0.96 [0.95, 0.97] 0.97 [0.96, 0.99]
Poisson smooth alpha(t) 0.94 [0.90, 0.97] 0.93 [0.90, 0.97]
Poisson smooth beta(s,t) 0.16 [0.13, 0.19] 0.09 [0.06, 0.12]
Poisson smooth gamma(t) 0.98 [0.95, 1.01] 0.98 [0.95, 1.01]
Poisson smooth E(Y | X) 0.68 [0.64, 0.71] 0.69 [0.65, 0.72]
Poisson iid alpha(t) 1.04 [1.01, 1.07] 1.03 [1.00, 1.06]
Poisson iid beta(s,t) 0.71 [0.65, 0.78] 0.73 [0.63, 0.84]
Poisson iid gamma(t) 1.07 [1.04, 1.10] 1.07 [1.04, 1.10]
Poisson iid E(Y | X) 0.98 [0.96, 1.00] 0.99 [0.97, 1.01]
Table 85: EDF per term of the three frozen fits (REML / NCV / MID).
dataset alpha(t): REML / NCV / MID ff REML / NCV / MID gamma(t): REML / NCV / MID total REML / NCV / MID
ECG strain 9.5 / 9.0 / 9.2 59.6 / 44.0 / 52.9 8.0 / 1.0 / 1.2 77.1 / 54.1 / 63.4
AF trial 5.8 / 3.6 / 4.7 33.2 / 25.3 / 29.5 5.7 / 3.9 / 4.8 44.7 / 32.8 / 38.9
running 8.0 / 7.0 / 7.5 53.7 / 54.8 / 60.4 6.4 / 4.1 / 5.2 68.0 / 65.9 / 73.1
DTI 9.7 / 10.9 / 10.5 53.8 / 35.1 / 47.0 4.9 / 2.0 / 3.2 68.5 / 47.9 / 60.7
gait 10.9 / 11.0 / 11.0 68.7 / 60.8 / 65.3 9.4 / 8.3 / 8.9 89.0 / 80.1 / 85.2
ECG 8-lead 36.6 / 37.9 / 37.3 39.4 / 11.2 / 23.9 27.2 / 28.0 / 27.7 103.2 / 77.0 / 88.9
ocean 8.6 / 6.5 / 7.7 59.2 / 49.8 / 60.3 6.6 / 2.5 / 4.2 74.3 / 58.7 / 72.1
weather 7.9 / 10.6 / 9.4 29.5 / 38.6 / 41.9 8.0 / 11.6 / 10.2 45.4 / 60.8 / 61.5
electricity 10.1 / 11.0 / 10.8 33.2 / 10.0 / 23.9 2.5 / 1.0 / 1.0 45.8 / 22.0 / 35.7
Table 86: 5% quantile of pointwise coverage: mean and minimum over each dataset’s pooled cells.
app role estimand q05 mean: ncv_cl2 q05 mean: ncv_cl2_bias q05 mean: reml_cl2 q05 mean: reml_model q05 min: ncv_cl2 q05 min: ncv_cl2_bias q05 min: reml_cl2 q05 min: reml_model
ECG strain counted beta(s,t) 0.809 0.862 0.901 0.219 0.775 0.840 0.895 0.151
ECG strain counted E(Y | X) 0.820 0.876 0.888 0.238 0.765 0.850 0.880 0.190
AF trial counted beta(s,t) 0.485 0.772 0.879 0.363 0.455 0.745 0.870 0.360
AF trial counted E(Y | X) 0.782 0.856 0.896 0.385 0.760 0.845 0.895 0.385
running counted beta(s,t) 0.441 0.766 0.873 0.268 0.300 0.690 0.860 0.255
running counted E(Y | X) 0.770 0.875 0.887 0.268 0.655 0.860 0.880 0.260
DTI counted beta(s,t) 0.586 0.806 0.876 0.475 0.316 0.715 0.845 0.445
DTI counted E(Y | X) 0.789 0.871 0.892 0.469 0.705 0.840 0.890 0.465
gait counted beta(s,t) 0.547 0.833 0.903 0.231 0.512 0.810 0.900 0.225
gait counted E(Y | X) 0.833 0.895 0.910 0.243 0.830 0.895 0.910 0.240
ECG 8-lead counted beta(s,t) 0.449 0.840 0.873 0.282 0.301 0.740 0.870 0.265
ECG 8-lead counted E(Y | X) 0.714 0.887 0.907 0.329 0.635 0.860 0.905 0.325
ocean stress test beta(s,t) 0.281 0.794 0.887 0.224 0.055 0.720 0.880 0.210
ocean stress test E(Y | X) 0.815 0.891 0.899 0.234 0.755 0.880 0.895 0.230
weather stress test beta(s,t) 0.415 0.715 0.833 0.233 0.252 0.670 0.796 0.200
weather stress test E(Y | X) 0.728 0.809 0.865 0.342 0.662 0.785 0.835 0.335
electricity stress test beta(s,t) 0.398 0.835 0.881 0.266 0.075 0.695 0.820 0.230
electricity stress test E(Y | X) 0.756 0.899 0.887 0.295 0.505 0.830 0.880 0.285
Table 87: Plasmode coverage at G = all minus coverage at G = 40 (mean of paired cell differences).
app role estimand NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based
ECG strain counted beta 0.035 0.006 0.010 0.019
ECG strain counted mean 0.019 0.003 0.008 0.016
AF trial counted beta 0.186 0.031 0.017 0.045
AF trial counted mean 0.047 0.009 0.012 0.034
running counted beta 0.124 0.013 0.017 0.060
running counted mean 0.030 0.002 0.011 0.044
DTI counted beta 0.089 0.018 0.010 0.013
DTI counted mean 0.044 0.013 0.014 0.019
gait counted beta 0.185 0.020 0.004 0.048
gait counted mean 0.058 0.005 0.007 0.035
ECG 8-lead counted beta 0.083 0.003 0.006 0.002
ECG 8-lead counted mean 0.031 0.006 0.008 0.022
ocean stress test beta 0.141 0.010 -0.004 0.032
ocean stress test mean 0.024 -0.003 0.003 0.028
weather stress test beta 0.213 0.059 0.047 0.038
weather stress test mean 0.041 0.007 0.008 0.038
electricity stress test beta 0.016 0.008 0.014 0.072
electricity stress test mean 0.004 0.006 0.005 0.052
Table 88: The recommendation rule on each dataset’s G = 40 cells (point estimates under both criteria; no bootstrap flags).
app role estimand n_cells ce_proposal_under ce_fallback_under ce_proposal_sym ce_fallback_sym score_ratio decision_under decision_sym
ECG strain counted beta 12 0.019 0.016 0.019 0.016 0.943 P P
AF trial counted beta 6 0.067 0.029 0.067 0.029 0.906 N N
running counted beta 6 0.082 0.048 0.082 0.048 1.014 N N
DTI counted beta 6 0.048 0.033 0.048 0.033 0.962 N N
gait counted beta 6 0.046 0.014 0.046 0.014 0.983 F F
ECG 8-lead counted beta 6 0.031 0.014 0.032 0.014 0.769 F F
ocean stress test beta 6 0.056 0.021 0.056 0.021 0.953 N N
weather stress test beta 6 0.182 0.120 0.182 0.120 1.172 N N
electricity stress test beta 6 0.107 0.048 0.109 0.048 0.901 N N
ECG strain counted mean 12 0.011 0.014 0.011 0.014 0.990 E E
AF trial counted mean 6 0.023 0.016 0.023 0.016 0.995 F F
running counted mean 6 0.019 0.028 0.019 0.028 0.986 P P
DTI counted mean 6 0.025 0.032 0.025 0.032 0.938 N N
gait counted mean 6 0.011 0.014 0.011 0.014 1.001 E E
ECG 8-lead counted mean 6 0.003 0.006 0.005 0.006 0.904 P P
ocean stress test mean 6 0.008 0.018 0.008 0.018 0.951 E E
weather stress test mean 6 0.037 0.034 0.037 0.034 1.042 N N
electricity stress test mean 6 0.021 0.027 0.021 0.027 0.866 N N
Table 89: The rule on a 16-cell plasmode design with two datasets (ECG strain on the 79-subject frame, running with the first-50 cohort) under both calibration criteria.
dataset estimand criterion n_cells ce_proposal ce_fallback score_ratio decision
ECG strain (79-subject frame) alpha(t) symmetric 8 0.015 0.001 1.043 fallback (equivalent)
ECG strain (79-subject frame) alpha(t) under only 8 0.015 0.003 1.043 fallback (equivalent)
ECG strain (79-subject frame) beta(s,t) symmetric 8 0.017 0.009 0.954 fallback (equivalent)
ECG strain (79-subject frame) beta(s,t) under only 8 0.017 0.009 0.954 fallback (equivalent)
ECG strain (79-subject frame) gamma(t) symmetric 8 0.021 0.006 0.963 fallback
ECG strain (79-subject frame) gamma(t) under only 8 0.015 0.007 0.963 fallback (equivalent)
ECG strain (79-subject frame) E(Y | X) symmetric 8 0.013 0.015 0.984 fallback (equivalent)
ECG strain (79-subject frame) E(Y | X) under only 8 0.013 0.015 0.984 fallback (equivalent)
running (first-50 cohort) alpha(t) symmetric 8 0.033 0.015 1.189 fallback
running (first-50 cohort) alpha(t) under only 8 0.033 0.015 1.189 fallback
running (first-50 cohort) beta(s,t) symmetric 8 0.079 0.037 1.126 neither adequate; less bad: fallback
running (first-50 cohort) beta(s,t) under only 8 0.079 0.037 1.126 neither adequate; less bad: fallback
running (first-50 cohort) gamma(t) symmetric 8 0.034 0.023 1.098 neither adequate; less bad: fallback
running (first-50 cohort) gamma(t) under only 8 0.034 0.023 1.098 neither adequate; less bad: fallback
running (first-50 cohort) E(Y | X) symmetric 8 0.017 0.021 1.013 proposal
running (first-50 cohort) E(Y | X) under only 8 0.017 0.021 1.013 proposal
Table 90: Truth-source and residual-source main effects and their interaction (paired, 95% bootstrap intervals) on the log NCV/REML MSE ratio and on the coverage of three arms. Verdict for the residual effect: small = inside the band (2 pp; log[0.95, 1.05]) with its interval.
dataset estimand quantity truth residual interaction residual verdict
ECG strain beta coverage:ncv_cl2_bias 0.010 [0.007, 0.013] -0.000 [-0.003, 0.002] 0.004 [0.002, 0.006] small
AF trial beta coverage:ncv_cl2_bias 0.018 [0.009, 0.026] -0.001 [-0.004, 0.002] 0.001 [-0.004, 0.005] small
running beta coverage:ncv_cl2_bias 0.106 [0.090, 0.123] -0.000 [-0.006, 0.005] 0.006 [-0.006, 0.017] small
DTI beta coverage:ncv_cl2_bias 0.073 [0.063, 0.082] 0.003 [0.000, 0.006] -0.003 [-0.008, 0.002] small
gait beta coverage:ncv_cl2_bias 0.023 [0.017, 0.028] 0.000 [-0.002, 0.002] 0.001 [-0.002, 0.003] small
ECG 8-lead beta coverage:ncv_cl2_bias 0.075 [0.064, 0.085] 0.005 [0.001, 0.008] -0.000 [-0.006, 0.006] small
ocean beta coverage:ncv_cl2_bias 0.094 [0.081, 0.106] -0.003 [-0.007, 0.001] 0.002 [-0.007, 0.011] small
weather beta coverage:ncv_cl2_bias 0.011 [-0.015, 0.036] -0.008 [-0.019, 0.004] -0.009 [-0.029, 0.010] small
electricity beta coverage:ncv_cl2_bias 0.174 [0.153, 0.197] -0.006 [-0.014, 0.002] 0.021 [0.005, 0.037] small
ECG strain mean coverage:ncv_cl2_bias 0.007 [0.006, 0.009] 0.001 [-0.001, 0.003] 0.003 [0.001, 0.004] small
AF trial mean coverage:ncv_cl2_bias 0.001 [-0.002, 0.003] -0.001 [-0.002, 0.000] 0.000 [-0.001, 0.002] small
running mean coverage:ncv_cl2_bias 0.018 [0.014, 0.023] 0.000 [-0.002, 0.002] 0.000 [-0.003, 0.003] small
DTI mean coverage:ncv_cl2_bias 0.024 [0.021, 0.027] 0.002 [0.001, 0.004] 0.001 [-0.001, 0.003] small
gait mean coverage:ncv_cl2_bias 0.005 [0.004, 0.006] 0.000 [-0.000, 0.001] 0.000 [-0.001, 0.001] small
ECG 8-lead mean coverage:ncv_cl2_bias 0.017 [0.013, 0.020] 0.001 [-0.000, 0.003] 0.001 [-0.001, 0.003] small
ocean mean coverage:ncv_cl2_bias 0.012 [0.008, 0.016] 0.001 [-0.001, 0.003] 0.002 [-0.001, 0.004] small
weather mean coverage:ncv_cl2_bias 0.012 [0.006, 0.017] 0.001 [-0.002, 0.005] 0.002 [-0.003, 0.006] small
electricity mean coverage:ncv_cl2_bias 0.054 [0.046, 0.062] 0.000 [-0.004, 0.004] 0.003 [-0.003, 0.009] small
ECG strain beta coverage:reml_cl2 0.000 [-0.000, 0.001] -0.000 [-0.002, 0.002] -0.000 [-0.001, 0.001] small
AF trial beta coverage:reml_cl2 0.008 [0.005, 0.012] -0.001 [-0.004, 0.001] 0.000 [-0.002, 0.002] small
running beta coverage:reml_cl2 0.006 [-0.002, 0.014] -0.000 [-0.007, 0.006] 0.001 [-0.007, 0.008] small
DTI beta coverage:reml_cl2 0.010 [0.005, 0.015] 0.002 [-0.001, 0.005] -0.000 [-0.003, 0.003] small
gait beta coverage:reml_cl2 0.001 [-0.000, 0.002] 0.000 [-0.001, 0.001] 0.000 [-0.001, 0.001] small
ECG 8-lead beta coverage:reml_cl2 0.006 [0.003, 0.010] -0.001 [-0.004, 0.002] -0.001 [-0.004, 0.003] small
ocean beta coverage:reml_cl2 -0.003 [-0.006, -0.000] -0.006 [-0.011, -0.002] -0.000 [-0.003, 0.003] small
weather beta coverage:reml_cl2 -0.043 [-0.071, -0.017] -0.004 [-0.016, 0.007] -0.022 [-0.043, -0.003] small
electricity beta coverage:reml_cl2 0.028 [0.013, 0.044] -0.013 [-0.023, -0.003] 0.022 [0.005, 0.038] undetermined
ECG strain mean coverage:reml_cl2 0.000 [-0.000, 0.001] 0.002 [-0.000, 0.003] 0.000 [-0.001, 0.001] small
AF trial mean coverage:reml_cl2 0.001 [-0.000, 0.002] -0.002 [-0.003, -0.001] -0.000 [-0.001, 0.001] small
running mean coverage:reml_cl2 -0.005 [-0.006, -0.003] -0.000 [-0.003, 0.002] 0.000 [-0.001, 0.001] small
DTI mean coverage:reml_cl2 -0.001 [-0.002, 0.000] 0.002 [0.000, 0.003] -0.000 [-0.001, 0.001] small
gait mean coverage:reml_cl2 -0.000 [-0.001, 0.000] 0.000 [-0.000, 0.001] -0.000 [-0.000, 0.000] small
ECG 8-lead mean coverage:reml_cl2 0.001 [0.000, 0.002] 0.000 [-0.001, 0.002] 0.000 [-0.001, 0.001] small
ocean mean coverage:reml_cl2 -0.003 [-0.004, -0.003] -0.001 [-0.002, 0.001] 0.000 [-0.001, 0.001] small
weather mean coverage:reml_cl2 -0.021 [-0.027, -0.015] 0.005 [0.001, 0.009] -0.006 [-0.011, -0.002] small
electricity mean coverage:reml_cl2 -0.007 [-0.011, -0.002] -0.002 [-0.006, 0.003] 0.006 [0.001, 0.010] small
ECG strain beta coverage:reml_model -0.001 [-0.002, 0.000] -0.003 [-0.007, 0.000] 0.001 [-0.001, 0.002] small
AF trial beta coverage:reml_model 0.018 [0.010, 0.026] -0.007 [-0.012, -0.002] 0.001 [-0.007, 0.008] small
running beta coverage:reml_model 0.044 [0.036, 0.053] 0.002 [-0.007, 0.013] 0.008 [-0.001, 0.017] small
DTI beta coverage:reml_model 0.028 [0.022, 0.034] -0.004 [-0.009, 0.001] -0.004 [-0.010, 0.001] small
gait beta coverage:reml_model 0.007 [0.005, 0.010] -0.002 [-0.003, 0.000] 0.000 [-0.001, 0.001] small
ECG 8-lead beta coverage:reml_model 0.017 [0.012, 0.023] -0.011 [-0.015, -0.006] -0.003 [-0.010, 0.003] small
ocean beta coverage:reml_model 0.004 [-0.002, 0.009] -0.014 [-0.021, -0.007] -0.003 [-0.010, 0.003] undetermined
weather beta coverage:reml_model 0.032 [0.019, 0.047] -0.001 [-0.013, 0.014] -0.009 [-0.024, 0.006] small
electricity beta coverage:reml_model 0.078 [0.060, 0.099] -0.008 [-0.022, 0.006] 0.020 [-0.001, 0.041] undetermined
ECG strain mean coverage:reml_model -0.002 [-0.003, -0.001] -0.002 [-0.004, 0.000] 0.002 [0.000, 0.003] small
AF trial mean coverage:reml_model -0.001 [-0.002, 0.001] -0.002 [-0.004, -0.000] 0.001 [-0.001, 0.002] small
running mean coverage:reml_model 0.001 [-0.001, 0.003] -0.006 [-0.010, -0.002] -0.000 [-0.002, 0.001] small
DTI mean coverage:reml_model 0.006 [0.003, 0.008] -0.006 [-0.009, -0.002] -0.003 [-0.006, -0.001] small
gait mean coverage:reml_model 0.000 [-0.000, 0.001] -0.001 [-0.002, -0.000] 0.000 [-0.000, 0.001] small
ECG 8-lead mean coverage:reml_model 0.008 [0.006, 0.009] -0.007 [-0.009, -0.005] -0.001 [-0.002, -0.000] small
ocean mean coverage:reml_model -0.006 [-0.008, -0.005] -0.003 [-0.005, -0.000] 0.001 [-0.001, 0.002] small
weather mean coverage:reml_model 0.007 [0.003, 0.012] 0.000 [-0.005, 0.006] -0.000 [-0.004, 0.004] small
electricity mean coverage:reml_model 0.010 [0.005, 0.015] -0.001 [-0.008, 0.007] 0.006 [-0.000, 0.013] small
ECG strain beta log_mse_ratio -0.245 [-0.267, -0.225] -0.049 [-0.059, -0.038] -0.032 [-0.043, -0.022] undetermined
AF trial beta log_mse_ratio -0.323 [-0.566, -0.089] -0.125 [-0.208, -0.046] -0.027 [-0.153, 0.105] undetermined
running beta log_mse_ratio -1.844 [-2.042, -1.623] 0.017 [-0.060, 0.101] -0.024 [-0.159, 0.113] undetermined
DTI beta log_mse_ratio -1.082 [-1.142, -1.017] -0.086 [-0.118, -0.059] -0.048 [-0.092, -0.009] not small
gait beta log_mse_ratio -0.381 [-0.503, -0.287] -0.001 [-0.021, 0.018] -0.004 [-0.041, 0.033] small
ECG 8-lead beta log_mse_ratio -1.029 [-1.469, -0.781] 0.078 [-0.113, 0.259] 0.186 [-0.173, 0.559] undetermined
ocean beta log_mse_ratio -3.273 [-3.480, -3.060] 0.038 [-0.135, 0.240] 0.287 [-0.013, 0.678] undetermined
weather beta log_mse_ratio -0.703 [-0.786, -0.625] 0.011 [-0.050, 0.072] -0.027 [-0.104, 0.048] undetermined
electricity beta log_mse_ratio -4.051 [-4.404, -3.753] -0.267 [-0.403, -0.125] -0.151 [-0.386, 0.066] not small
ECG strain mean log_mse_ratio -0.155 [-0.168, -0.143] -0.020 [-0.029, -0.012] -0.027 [-0.038, -0.017] small
AF trial mean log_mse_ratio -0.057 [-0.077, -0.035] -0.005 [-0.013, 0.004] -0.006 [-0.019, 0.007] small
running mean log_mse_ratio -0.243 [-0.263, -0.223] 0.002 [-0.008, 0.013] 0.012 [-0.003, 0.025] small
DTI mean log_mse_ratio -0.293 [-0.312, -0.273] -0.016 [-0.025, -0.007] -0.008 [-0.020, 0.003] small
gait mean log_mse_ratio -0.066 [-0.075, -0.056] 0.000 [-0.002, 0.003] -0.000 [-0.005, 0.004] small
ECG 8-lead mean log_mse_ratio -0.240 [-0.267, -0.212] -0.029 [-0.044, -0.015] -0.001 [-0.021, 0.020] small
ocean mean log_mse_ratio -0.355 [-0.375, -0.333] -0.018 [-0.029, -0.008] 0.009 [-0.003, 0.022] small
weather mean log_mse_ratio -0.264 [-0.301, -0.229] 0.013 [-0.007, 0.033] -0.043 [-0.073, -0.013] small
electricity mean log_mse_ratio -0.832 [-0.893, -0.767] -0.051 [-0.078, -0.024] 0.030 [-0.015, 0.077] undetermined
Table 91: AR(1) working model in the plasmode study: the principal (MID truth, REML residuals) cell of every dataset and the sensitivity cells (running under the REML- and NCV-fitted truths; ECG strain with variance-matched beat errors): coverage, 5% pointwise quantile, REML + CL2 in the same cell, the profiled rho and the fit time.
dataset role cell_role truth residual estimand AR(1) AR(1) q05 REML + CL2 rho fit time s
ECG strain counted principal MID REML residuals beta(s,t) 0.874 0.650 0.944 0.976 44.5
ECG strain counted principal MID REML residuals gamma(t) 0.926 0.725 0.948 0.976 44.5
ECG strain counted principal MID REML residuals E(Y | X) 0.869 0.620 0.938 0.976 44.5
ECG strain counted sensitivity MID beat differences (variance-matched) beta(s,t) 0.837 0.475 0.945 0.979 39.5
ECG strain counted sensitivity MID beat differences (variance-matched) gamma(t) 0.943 0.782 0.957 0.979 39.5
ECG strain counted sensitivity MID beat differences (variance-matched) E(Y | X) 0.847 0.497 0.950 0.979 39.5
AF trial counted principal MID REML residuals beta(s,t) 0.838 0.520 0.938 0.940 27.6
AF trial counted principal MID REML residuals gamma(t) 0.877 0.685 0.946 0.940 27.6
AF trial counted principal MID REML residuals E(Y | X) 0.870 0.630 0.947 0.940 27.6
running counted principal MID REML residuals beta(s,t) 0.728 0.445 0.922 0.990 52.8
running counted principal MID REML residuals gamma(t) 0.806 0.540 0.934 0.990 52.8
running counted principal MID REML residuals E(Y | X) 0.787 0.500 0.934 0.990 52.8
running counted sensitivity REML REML residuals beta(s,t) 0.548 0.165 0.916 0.990 52.5
running counted sensitivity NCV NCV residuals beta(s,t) 0.811 0.545 0.922 0.990 52.7
running counted sensitivity REML REML residuals gamma(t) 0.805 0.538 0.937 0.990 52.5
running counted sensitivity NCV NCV residuals gamma(t) 0.798 0.545 0.929 0.990 52.7
running counted sensitivity REML REML residuals E(Y | X) 0.754 0.470 0.935 0.990 52.5
running counted sensitivity NCV NCV residuals E(Y | X) 0.793 0.495 0.930 0.990 52.7
DTI counted principal MID REML residuals beta(s,t) 0.858 0.470 0.929 0.817 42.7
DTI counted principal MID REML residuals gamma(t) 0.900 0.855 0.934 0.817 42.7
DTI counted principal MID REML residuals E(Y | X) 0.902 0.667 0.932 0.817 42.7
gait counted principal MID REML residuals beta(s,t) 0.914 0.730 0.940 0.987 161.6
gait counted principal MID REML residuals gamma(t) 0.919 0.770 0.933 0.987 161.6
gait counted principal MID REML residuals E(Y | X) 0.927 0.760 0.943 0.987 161.6
ECG 8-lead counted principal MID REML residuals beta(s,t) 0.720 0.170 0.944 0.910 120.4
ECG 8-lead counted principal MID REML residuals gamma(t) 0.940 0.620 0.961 0.910 120.4
ECG 8-lead counted principal MID REML residuals E(Y | X) 0.924 0.555 0.953 0.910 120.4
ocean stress test principal MID REML residuals beta(s,t) 0.854 0.299 0.927 0.990 157.0
ocean stress test principal MID REML residuals gamma(t) 0.934 0.815 0.945 0.990 157.0
ocean stress test principal MID REML residuals E(Y | X) 0.932 0.775 0.935 0.990 157.0
weather stress test principal MID REML residuals beta(s,t) 0.438 0.320 0.905 0.445 44.3
weather stress test principal MID REML residuals gamma(t) 0.567 0.500 0.909 0.445 44.3
weather stress test principal MID REML residuals E(Y | X) 0.675 0.440 0.922 0.445 44.3
electricity stress test principal MID REML residuals beta(s,t) 0.677 0.220 0.939 0.979 40.7
electricity stress test principal MID REML residuals gamma(t) 0.908 0.823 0.956 0.979 40.7
electricity stress test principal MID REML residuals E(Y | X) 0.844 0.640 0.927 0.979 40.7
Table 92: Coverage of the block-arm recipes (standard = curve NCV + curve CL2 + allowance; block = block NCV + block CL2 + allowance; cross combinations; REML with curve or block CL2; mismatch = 150 km blocks on weather).
dataset estimand cells standard block ncv_blockcl2 blockncv_curvecl2 reml_curvecl2 reml_blockcl2 mismatch reml_altcl2
ocean beta block_flips 0.925 0.919 0.920 0.925 0.934 0.929
ocean beta curve_flips 0.916 0.912 0.916 0.913 0.925 0.922
ocean mean block_flips 0.933 0.939 0.940 0.933 0.932 0.936
ocean mean curve_flips 0.939 0.936 0.937 0.938 0.935 0.930
weather beta block_flips 0.823 0.809 0.813 0.821 0.903 0.889 0.806 0.883
weather beta curve_flips 0.828 0.836 0.824 0.846 0.882 0.867
weather mean block_flips 0.898 0.901 0.908 0.895 0.906 0.902 0.900 0.904
weather mean curve_flips 0.920 0.894 0.898 0.922 0.924 0.892
electricity beta block_flips 0.895 0.896 0.894 0.897 0.920 0.921
electricity beta curve_flips 0.911 0.911 0.911 0.912 0.927 0.925
electricity mean block_flips 0.938 0.946 0.946 0.939 0.931 0.938
electricity mean curve_flips 0.947 0.946 0.946 0.947 0.927 0.926
Table 93: Hybrid interval in the plasmode study per dataset (all attached curve-flip cells at both G): coverage, 5% quantile and interval score relative to REML + CL2; incl = share of grid points where the NCV estimate lies inside the REML + CL2 interval.
dataset estimand n_cells incl cov_reml_cl2 cov_ncv_cl2_bias cov_hybrid q05_reml_cl2 q05_ncv_cl2_bias q05_hybrid IS_ncv_cl2_bias/reml_cl2 IS_hybrid/reml_cl2
ECG strain beta 24 0.996 0.939 0.935 0.949 0.893 0.856 0.878 0.959 0.931
AF trial beta 12 0.971 0.929 0.900 0.955 0.861 0.747 0.817 0.925 0.806
running beta 16 0.937 0.913 0.887 0.924 0.857 0.758 0.739 1.083 0.905
DTI beta 12 0.974 0.922 0.917 0.957 0.866 0.784 0.841 0.953 0.858
gait beta 12 0.967 0.937 0.915 0.964 0.898 0.806 0.869 0.966 0.879
ECG 8-lead beta 12 0.960 0.939 0.935 0.980 0.861 0.837 0.933 0.783 0.805
ocean beta 14 0.936 0.928 0.913 0.963 0.879 0.785 0.838 1.001 0.845
weather beta 14 0.963 0.865 0.802 0.890 0.813 0.688 0.794 1.176 0.932
electricity beta 14 0.933 0.920 0.906 0.941 0.862 0.829 0.779 0.957 0.925
ECG strain mean 24 0.994 0.940 0.941 0.935 0.880 0.873 0.849 0.997 0.995
AF trial mean 12 0.989 0.940 0.932 0.938 0.885 0.837 0.855 1.012 0.972
running mean 16 0.983 0.929 0.934 0.926 0.880 0.866 0.823 1.006 0.995
DTI mean 12 0.994 0.925 0.932 0.946 0.880 0.856 0.876 0.945 0.919
gait mean 12 0.988 0.940 0.942 0.943 0.902 0.884 0.872 0.997 0.993
ECG 8-lead mean 12 0.975 0.948 0.954 0.963 0.892 0.879 0.896 0.922 0.917
ocean mean 14 0.988 0.933 0.940 0.941 0.886 0.883 0.871 0.972 0.959
weather mean 14 0.988 0.918 0.914 0.925 0.844 0.793 0.823 1.049 0.981
electricity mean 14 0.980 0.926 0.943 0.953 0.877 0.890 0.883 0.908 0.896
Table 94: Descriptive pooled studentised-error diagnostics of the REML fit, synthetic study: mean and SD of (estimate − truth) / SE and share of |z| > 1.96 with the CL2 SE and the model-based SE, per block, family, error, G, basis and estimand (means over cells; pooled over grid points, so local bias and scale error are not separated; the mean estimand for Gaussian cells only).
block family error G basis covariate estimand z_mean_cl2 z_sd_cl2 share_big_cl2 z_mean_model z_sd_model share_big_model
ar1_home Gaussian AR(1) 100 default rich alpha(t) -0.039 0.997 0.045 -0.084 2.155 0.364
ar1_home Gaussian AR(1) 100 default rich beta(s,t) 0.003 1.032 0.060 0.010 2.130 0.349
ar1_home Gaussian AR(1) 100 default rich gamma(t) -0.042 1.022 0.063 -0.098 2.167 0.355
ar1_home Gaussian AR(1) 100 default rich E(Y | X) -0.017 1.031 0.058 -0.039 2.219 0.375
basis_size binary smooth 100 large rich alpha(t) -0.382 1.062 0.085 -0.561 1.737 0.272
basis_size binary smooth 100 large rich beta(s,t) 0.003 0.962 0.042 0.005 1.582 0.211
basis_size binary smooth 100 large rich gamma(t) -0.016 1.014 0.058 -0.017 1.693 0.238
basis_size binary smooth 100 xlarge rich alpha(t) -0.594 1.043 0.101 -0.869 1.603 0.287
basis_size binary smooth 100 xlarge rich beta(s,t) 0.001 0.959 0.040 0.004 1.555 0.205
basis_size binary smooth 100 xlarge rich gamma(t) 0.003 1.007 0.054 0.017 1.643 0.221
basis_size binary iid 100 large rich alpha(t) 0.025 1.014 0.056 0.044 0.937 0.039
basis_size binary iid 100 large rich beta(s,t) 0.010 0.626 0.003 0.009 0.592 0.002
basis_size binary iid 100 large rich gamma(t) -0.047 1.056 0.064 -0.049 0.985 0.042
basis_size binary iid 100 xlarge rich alpha(t) 0.026 0.962 0.044 0.043 0.892 0.031
basis_size binary iid 100 xlarge rich beta(s,t) 0.007 0.525 0.001 0.007 0.498 0.000
basis_size binary iid 100 xlarge rich gamma(t) -0.045 1.011 0.051 -0.046 0.945 0.034
basis_size Gaussian smooth 100 large rich alpha(t) -0.023 0.999 0.050 -0.044 1.918 0.303
basis_size Gaussian smooth 100 large rich beta(s,t) 0.000 1.015 0.055 0.002 2.060 0.329
basis_size Gaussian smooth 100 large rich gamma(t) -0.022 0.999 0.050 -0.046 1.896 0.297
basis_size Gaussian smooth 100 large rich E(Y | X) -0.013 1.010 0.053 -0.027 2.018 0.327
basis_size Gaussian smooth 100 xlarge rich alpha(t) -0.031 0.982 0.046 -0.056 1.756 0.261
basis_size Gaussian smooth 100 xlarge rich beta(s,t) 0.001 0.983 0.046 0.004 2.005 0.327
basis_size Gaussian smooth 100 xlarge rich gamma(t) -0.022 0.998 0.050 -0.040 1.762 0.266
basis_size Gaussian smooth 100 xlarge rich E(Y | X) -0.014 0.991 0.049 -0.028 1.872 0.294
basis_size Gaussian iid 100 large rich alpha(t) -0.007 0.936 0.035 -0.006 0.925 0.032
basis_size Gaussian iid 100 large rich beta(s,t) 0.002 0.650 0.003 0.002 0.637 0.002
basis_size Gaussian iid 100 large rich gamma(t) -0.025 0.934 0.037 -0.026 0.908 0.029
basis_size Gaussian iid 100 large rich E(Y | X) -0.001 0.878 0.027 -0.002 0.861 0.022
basis_size Gaussian iid 100 xlarge rich alpha(t) -0.006 0.884 0.025 -0.005 0.875 0.022
basis_size Gaussian iid 100 xlarge rich beta(s,t) 0.001 0.535 0.000 0.001 0.526 0.000
basis_size Gaussian iid 100 xlarge rich gamma(t) -0.022 0.884 0.027 -0.022 0.864 0.024
basis_size Gaussian iid 100 xlarge rich E(Y | X) -0.001 0.822 0.018 -0.001 0.810 0.015
basis_size Poisson smooth 100 large rich alpha(t) -0.169 0.986 0.051 -0.304 1.810 0.284
basis_size Poisson smooth 100 large rich beta(s,t) 0.001 1.004 0.052 0.000 1.929 0.298
basis_size Poisson smooth 100 large rich gamma(t) -0.027 0.995 0.050 -0.046 1.804 0.277
basis_size Poisson smooth 100 xlarge rich alpha(t) -0.241 0.967 0.050 -0.404 1.639 0.248
basis_size Poisson smooth 100 xlarge rich beta(s,t) 0.000 0.978 0.045 0.003 1.843 0.285
basis_size Poisson smooth 100 xlarge rich gamma(t) -0.019 0.983 0.047 -0.023 1.646 0.231
basis_size Poisson iid 100 large rich alpha(t) 0.034 0.932 0.036 0.036 0.917 0.032
basis_size Poisson iid 100 large rich beta(s,t) 0.005 0.645 0.003 0.005 0.630 0.002
basis_size Poisson iid 100 large rich gamma(t) -0.035 0.931 0.036 -0.036 0.903 0.029
basis_size Poisson iid 100 xlarge rich alpha(t) 0.037 0.878 0.025 0.039 0.864 0.022
basis_size Poisson iid 100 xlarge rich beta(s,t) 0.003 0.529 0.000 0.003 0.518 0.000
basis_size Poisson iid 100 xlarge rich gamma(t) -0.030 0.886 0.027 -0.032 0.862 0.022
core binary smooth 40 default rich alpha(t) -0.454 1.134 0.106 -0.657 1.902 0.323
core binary smooth 40 default rich beta(s,t) 0.009 1.081 0.071 0.015 1.716 0.243
core binary smooth 40 default rich gamma(t) -0.045 1.119 0.080 -0.073 1.939 0.296
core binary smooth 100 default rich alpha(t) -0.241 1.063 0.075 -0.355 1.844 0.284
core binary smooth 100 default rich beta(s,t) 0.001 0.987 0.048 0.004 1.608 0.219
core binary smooth 100 default rich gamma(t) -0.019 1.029 0.061 -0.025 1.818 0.266
core binary iid 40 default rich alpha(t) 0.044 1.276 0.101 0.064 1.149 0.070
core binary iid 40 default rich beta(s,t) 0.011 0.835 0.021 0.010 0.767 0.013
core binary iid 40 default rich gamma(t) -0.068 1.203 0.094 -0.065 1.055 0.063
core binary iid 100 default rich alpha(t) 0.033 1.060 0.064 0.049 0.993 0.050
core binary iid 100 default rich beta(s,t) 0.011 0.751 0.010 0.011 0.713 0.007
core binary iid 100 default rich gamma(t) -0.041 1.082 0.071 -0.043 1.018 0.054
core binary OU 40 default rich alpha(t) -0.393 1.130 0.095 -0.521 1.778 0.271
core binary OU 40 default rich beta(s,t) 0.012 1.048 0.061 0.019 1.511 0.194
core binary OU 40 default rich gamma(t) -0.062 1.113 0.076 -0.111 1.728 0.265
core binary OU 100 default rich alpha(t) -0.232 1.058 0.068 -0.317 1.712 0.246
core binary OU 100 default rich beta(s,t) 0.006 0.987 0.049 0.010 1.479 0.181
core binary OU 100 default rich gamma(t) -0.037 1.053 0.068 -0.059 1.714 0.251
core Gaussian smooth 40 default rich alpha(t) -0.041 1.055 0.064 -0.080 2.315 0.385
core Gaussian smooth 40 default rich beta(s,t) 0.003 1.094 0.075 0.006 2.336 0.387
core Gaussian smooth 40 default rich gamma(t) -0.050 1.029 0.055 -0.103 2.219 0.377
core Gaussian smooth 40 default rich E(Y | X) -0.020 1.073 0.069 -0.040 2.334 0.394
core Gaussian smooth 100 default rich alpha(t) -0.032 1.003 0.051 -0.062 2.144 0.359
core Gaussian smooth 100 default rich beta(s,t) 0.003 1.021 0.056 0.009 2.123 0.344
core Gaussian smooth 100 default rich gamma(t) -0.026 1.002 0.052 -0.062 2.111 0.347
core Gaussian smooth 100 default rich E(Y | X) -0.016 1.026 0.056 -0.034 2.201 0.366
core Gaussian iid 40 default rich alpha(t) -0.027 1.014 0.055 -0.018 0.981 0.045
core Gaussian iid 40 default rich beta(s,t) 0.003 0.769 0.013 0.003 0.743 0.009
core Gaussian iid 40 default rich gamma(t) -0.026 1.007 0.054 -0.030 0.956 0.041
core Gaussian iid 40 default rich E(Y | X) -0.010 0.959 0.043 -0.008 0.919 0.033
core Gaussian iid 100 default rich alpha(t) -0.011 1.008 0.047 -0.008 0.993 0.044
core Gaussian iid 100 default rich beta(s,t) 0.005 0.794 0.015 0.005 0.773 0.012
core Gaussian iid 100 default rich gamma(t) -0.031 0.990 0.050 -0.033 0.959 0.039
core Gaussian iid 100 default rich E(Y | X) -0.002 0.952 0.040 -0.001 0.927 0.034
core Gaussian OU 40 default rich alpha(t) -0.042 1.048 0.062 -0.081 2.214 0.369
core Gaussian OU 40 default rich beta(s,t) 0.006 1.093 0.074 0.012 2.182 0.363
core Gaussian OU 40 default rich gamma(t) -0.060 1.035 0.062 -0.129 2.125 0.350
core Gaussian OU 40 default rich E(Y | X) -0.017 1.075 0.069 -0.035 2.227 0.377
core Gaussian OU 100 default rich alpha(t) -0.035 1.003 0.049 -0.075 2.062 0.341
core Gaussian OU 100 default rich beta(s,t) 0.004 1.029 0.059 0.010 2.049 0.329
core Gaussian OU 100 default rich gamma(t) -0.046 1.022 0.062 -0.100 2.066 0.339
core Gaussian OU 100 default rich E(Y | X) -0.016 1.032 0.058 -0.036 2.127 0.354
core Poisson smooth 40 default rich alpha(t) -0.202 1.031 0.063 -0.383 2.080 0.353
core Poisson smooth 40 default rich beta(s,t) 0.006 1.079 0.071 0.010 2.063 0.330
core Poisson smooth 40 default rich gamma(t) -0.050 1.038 0.060 -0.095 2.056 0.348
core Poisson smooth 100 default rich alpha(t) -0.112 0.997 0.052 -0.215 2.037 0.338
core Poisson smooth 100 default rich beta(s,t) 0.001 1.015 0.055 0.004 1.977 0.311
core Poisson smooth 100 default rich gamma(t) -0.038 1.012 0.056 -0.077 2.025 0.334
core Poisson iid 40 default rich alpha(t) 0.030 0.991 0.048 0.036 0.960 0.039
core Poisson iid 40 default rich beta(s,t) 0.009 0.769 0.012 0.008 0.741 0.008
core Poisson iid 40 default rich gamma(t) -0.026 1.026 0.055 -0.027 0.969 0.045
core Poisson iid 100 default rich alpha(t) 0.033 1.008 0.050 0.035 0.991 0.048
core Poisson iid 100 default rich beta(s,t) 0.008 0.810 0.018 0.009 0.785 0.013
core Poisson iid 100 default rich gamma(t) -0.043 0.997 0.051 -0.044 0.963 0.041
core Poisson OU 40 default rich alpha(t) -0.193 1.022 0.060 -0.353 1.982 0.334
core Poisson OU 40 default rich beta(s,t) 0.008 1.081 0.072 0.014 1.938 0.306
core Poisson OU 40 default rich gamma(t) -0.071 1.066 0.066 -0.145 1.994 0.332
core Poisson OU 100 default rich alpha(t) -0.115 1.006 0.051 -0.219 1.978 0.331
core Poisson OU 100 default rich beta(s,t) 0.004 1.029 0.059 0.010 1.925 0.299
core Poisson OU 100 default rich gamma(t) -0.065 1.028 0.063 -0.124 1.962 0.318
dense_grid binary smooth 100 default rich alpha(t) -0.421 1.034 0.080 -1.282 3.386 0.590
dense_grid binary smooth 100 default rich beta(s,t) 0.003 1.026 0.057 0.013 3.578 0.580
dense_grid binary smooth 100 default rich gamma(t) -0.005 1.013 0.057 -0.028 3.410 0.555
dense_grid binary iid 100 default rich alpha(t) -0.007 1.004 0.049 -0.001 0.970 0.043
dense_grid binary iid 100 default rich beta(s,t) 0.005 0.739 0.010 0.004 0.713 0.007
dense_grid binary iid 100 default rich gamma(t) -0.063 1.001 0.049 -0.063 0.962 0.040
dense_grid binary OU 100 default rich alpha(t) -0.393 1.043 0.081 -1.064 3.076 0.553
dense_grid binary OU 100 default rich beta(s,t) 0.004 1.047 0.062 0.013 3.278 0.550
dense_grid binary OU 100 default rich gamma(t) -0.029 1.036 0.059 -0.087 3.111 0.526
dense_grid Gaussian smooth 100 default rich alpha(t) -0.024 1.007 0.053 -0.098 4.203 0.627
dense_grid Gaussian smooth 100 default rich beta(s,t) 0.000 1.024 0.056 0.007 4.468 0.650
dense_grid Gaussian smooth 100 default rich gamma(t) -0.016 1.010 0.053 -0.085 4.168 0.631
dense_grid Gaussian smooth 100 default rich E(Y | X) -0.011 1.028 0.057 -0.051 4.408 0.647
dense_grid Gaussian iid 100 default rich alpha(t) -0.023 0.997 0.049 -0.022 0.990 0.048
dense_grid Gaussian iid 100 default rich beta(s,t) 0.002 0.854 0.024 0.002 0.837 0.020
dense_grid Gaussian iid 100 default rich gamma(t) -0.027 1.009 0.057 -0.030 0.979 0.049
dense_grid Gaussian iid 100 default rich E(Y | X) -0.011 0.970 0.044 -0.010 0.948 0.039
dense_grid Gaussian OU 100 default rich alpha(t) -0.031 0.996 0.047 -0.135 3.932 0.618
dense_grid Gaussian OU 100 default rich beta(s,t) 0.002 1.038 0.060 0.013 4.293 0.641
dense_grid Gaussian OU 100 default rich gamma(t) -0.036 1.027 0.064 -0.162 3.984 0.603
dense_grid Gaussian OU 100 default rich E(Y | X) -0.012 1.035 0.059 -0.055 4.186 0.633
dense_grid Poisson smooth 100 default rich alpha(t) -0.178 0.997 0.053 -0.690 3.958 0.620
dense_grid Poisson smooth 100 default rich beta(s,t) 0.000 1.029 0.057 0.004 4.226 0.631
dense_grid Poisson smooth 100 default rich gamma(t) -0.020 1.007 0.053 -0.084 3.943 0.613
dense_grid Poisson iid 100 default rich alpha(t) 0.001 0.993 0.049 0.001 0.986 0.046
dense_grid Poisson iid 100 default rich beta(s,t) 0.003 0.840 0.022 0.004 0.821 0.017
dense_grid Poisson iid 100 default rich gamma(t) -0.041 1.000 0.052 -0.042 0.965 0.043
dense_grid Poisson OU 100 default rich alpha(t) -0.178 0.993 0.048 -0.670 3.761 0.603
dense_grid Poisson OU 100 default rich beta(s,t) 0.002 1.045 0.062 0.010 4.092 0.626
dense_grid Poisson OU 100 default rich gamma(t) -0.046 1.024 0.064 -0.178 3.783 0.589
families beta smooth 100 default rich alpha(t) -0.063 1.020 0.055 -0.124 2.141 0.358
families beta smooth 100 default rich beta(s,t) 0.002 1.031 0.059 0.007 2.112 0.341
families beta smooth 100 default rich gamma(t) -0.029 1.012 0.054 -0.070 2.096 0.344
families beta iid 100 default rich alpha(t) 0.021 1.023 0.050 0.024 0.995 0.042
families beta iid 100 default rich beta(s,t) 0.004 0.801 0.016 0.005 0.774 0.011
families beta iid 100 default rich gamma(t) -0.032 1.000 0.050 -0.034 0.959 0.041
families negative binomial smooth 100 default rich alpha(t) -0.201 1.010 0.058 -0.440 2.324 0.399
families negative binomial smooth 100 default rich beta(s,t) 0.002 1.036 0.060 0.005 2.436 0.400
families negative binomial smooth 100 default rich gamma(t) -0.029 1.020 0.057 -0.074 2.401 0.400
families negative binomial iid 100 default rich alpha(t) -0.010 1.010 0.050 -0.005 1.100 0.075
families negative binomial iid 100 default rich beta(s,t) 0.008 0.825 0.020 0.009 0.882 0.032
families negative binomial iid 100 default rich gamma(t) -0.041 0.992 0.048 -0.050 1.097 0.077
families scaled t smooth 100 default rich alpha(t) -0.027 1.000 0.049 -0.053 2.090 0.349
families scaled t smooth 100 default rich beta(s,t) 0.003 1.017 0.056 0.009 2.062 0.329
families scaled t smooth 100 default rich gamma(t) -0.012 0.996 0.050 -0.027 2.073 0.332
families scaled t iid 100 default rich alpha(t) 0.004 1.000 0.046 0.006 0.992 0.045
families scaled t iid 100 default rich beta(s,t) 0.003 0.802 0.015 0.003 0.784 0.012
families scaled t iid 100 default rich gamma(t) -0.030 0.990 0.050 -0.031 0.966 0.044
heteroskedastic Gaussian var(z) 40 default rich alpha(t) -0.042 1.066 0.070 -0.084 2.331 0.382
heteroskedastic Gaussian var(z) 40 default rich beta(s,t) 0.000 1.054 0.061 0.002 2.313 0.381
heteroskedastic Gaussian var(z) 40 default rich gamma(t) -0.087 1.126 0.074 -0.242 3.068 0.510
heteroskedastic Gaussian var(z) 40 default rich E(Y | X) -0.017 1.072 0.066 -0.046 2.515 0.412
heteroskedastic Gaussian var(z) 100 default rich alpha(t) -0.045 1.015 0.055 -0.105 2.154 0.353
heteroskedastic Gaussian var(z) 100 default rich beta(s,t) 0.002 1.007 0.051 0.003 2.125 0.340
heteroskedastic Gaussian var(z) 100 default rich gamma(t) -0.056 1.068 0.062 -0.184 2.965 0.506
heteroskedastic Gaussian var(z) 100 default rich E(Y | X) -0.021 1.035 0.056 -0.056 2.393 0.394
heteroskedastic Gaussian var(t) 40 default rich alpha(t) -0.039 1.043 0.061 -0.070 2.292 0.370
heteroskedastic Gaussian var(t) 40 default rich beta(s,t) 0.002 1.091 0.074 0.007 2.328 0.381
heteroskedastic Gaussian var(t) 40 default rich gamma(t) -0.058 1.025 0.056 -0.119 2.212 0.368
heteroskedastic Gaussian var(t) 40 default rich E(Y | X) -0.019 1.069 0.068 -0.035 2.331 0.386
heteroskedastic Gaussian var(t) 100 default rich alpha(t) -0.028 0.995 0.049 -0.046 2.133 0.350
heteroskedastic Gaussian var(t) 100 default rich beta(s,t) 0.003 1.018 0.056 0.009 2.122 0.338
heteroskedastic Gaussian var(t) 100 default rich gamma(t) -0.029 1.001 0.053 -0.067 2.114 0.339
heteroskedastic Gaussian var(t) 100 default rich E(Y | X) -0.015 1.023 0.056 -0.028 2.203 0.358
heteroskedastic Gaussian var(t,z) 40 default rich alpha(t) -0.038 1.057 0.065 -0.070 2.304 0.371
heteroskedastic Gaussian var(t,z) 40 default rich beta(s,t) -0.001 1.048 0.060 0.003 2.293 0.371
heteroskedastic Gaussian var(t,z) 40 default rich gamma(t) -0.090 1.122 0.075 -0.246 3.056 0.498
heteroskedastic Gaussian var(t,z) 40 default rich E(Y | X) -0.017 1.068 0.064 -0.043 2.506 0.404
heteroskedastic Gaussian var(t,z) 100 default rich alpha(t) -0.043 1.008 0.053 -0.099 2.135 0.345
heteroskedastic Gaussian var(t,z) 100 default rich beta(s,t) 0.002 1.003 0.050 0.005 2.128 0.334
heteroskedastic Gaussian var(t,z) 100 default rich gamma(t) -0.058 1.064 0.060 -0.187 2.953 0.490
heteroskedastic Gaussian var(t,z) 100 default rich E(Y | X) -0.020 1.032 0.056 -0.051 2.392 0.385
lowrank_covariate binary smooth 100 default lowrank alpha(t) -0.230 1.082 0.078 -0.342 1.921 0.298
lowrank_covariate binary smooth 100 default lowrank beta(s,t) 0.000 0.992 0.046 0.001 1.592 0.211
lowrank_covariate binary smooth 100 default lowrank gamma(t) -0.018 1.032 0.060 -0.027 1.822 0.269
lowrank_covariate binary iid 100 default lowrank alpha(t) 0.022 1.109 0.077 0.047 1.016 0.058
lowrank_covariate binary iid 100 default lowrank beta(s,t) 0.009 0.702 0.007 0.009 0.653 0.004
lowrank_covariate binary iid 100 default lowrank gamma(t) -0.051 1.118 0.078 -0.053 1.038 0.056
lowrank_covariate Gaussian smooth 100 default lowrank alpha(t) -0.032 1.002 0.051 -0.062 2.143 0.358
lowrank_covariate Gaussian smooth 100 default lowrank beta(s,t) 0.001 1.018 0.055 0.005 2.089 0.334
lowrank_covariate Gaussian smooth 100 default lowrank gamma(t) -0.027 1.000 0.051 -0.065 2.108 0.345
lowrank_covariate Gaussian smooth 100 default lowrank E(Y | X) -0.016 1.026 0.056 -0.034 2.203 0.367
lowrank_covariate Gaussian iid 100 default lowrank alpha(t) -0.011 1.005 0.044 -0.008 0.993 0.044
lowrank_covariate Gaussian iid 100 default lowrank beta(s,t) 0.003 0.724 0.009 0.003 0.702 0.006
lowrank_covariate Gaussian iid 100 default lowrank gamma(t) -0.031 0.987 0.050 -0.034 0.957 0.040
lowrank_covariate Gaussian iid 100 default lowrank E(Y | X) -0.002 0.953 0.040 -0.001 0.928 0.034
lowrank_covariate Poisson smooth 100 default lowrank alpha(t) -0.113 0.997 0.053 -0.221 2.051 0.333
lowrank_covariate Poisson smooth 100 default lowrank beta(s,t) 0.001 1.012 0.054 0.004 1.970 0.307
lowrank_covariate Poisson smooth 100 default lowrank gamma(t) -0.033 1.004 0.055 -0.068 2.029 0.337
lowrank_covariate Poisson iid 100 default lowrank alpha(t) 0.023 1.004 0.048 0.027 0.988 0.048
lowrank_covariate Poisson iid 100 default lowrank beta(s,t) 0.006 0.720 0.008 0.006 0.694 0.006
lowrank_covariate Poisson iid 100 default lowrank gamma(t) -0.044 0.981 0.045 -0.045 0.952 0.037
oscillating binary sign-chg. 100 default rich alpha(t) -0.231 1.052 0.066 -0.296 1.587 0.232
oscillating binary sign-chg. 100 default rich beta(s,t) -0.002 0.951 0.041 -0.003 1.252 0.115
oscillating binary sign-chg. 100 default rich gamma(t) -0.018 1.050 0.063 -0.026 1.576 0.210
oscillating Gaussian sign-chg. 100 default rich alpha(t) -0.012 1.007 0.049 -0.030 2.160 0.367
oscillating Gaussian sign-chg. 100 default rich beta(s,t) 0.002 1.029 0.058 0.006 1.917 0.300
oscillating Gaussian sign-chg. 100 default rich gamma(t) -0.023 1.016 0.056 -0.052 2.129 0.355
oscillating Gaussian sign-chg. 100 default rich E(Y | X) -0.004 1.031 0.058 -0.013 2.123 0.354
oscillating Poisson sign-chg. 100 default rich alpha(t) -0.117 1.015 0.053 -0.226 2.058 0.344
oscillating Poisson sign-chg. 100 default rich beta(s,t) 0.001 1.027 0.058 0.004 1.801 0.272
oscillating Poisson sign-chg. 100 default rich gamma(t) -0.023 1.023 0.061 -0.050 2.013 0.327
rough_truth binary smooth 100 default rich alpha(t) -0.246 1.057 0.074 -0.362 1.833 0.282
rough_truth binary smooth 100 default rich beta(s,t) 0.000 1.007 0.052 0.002 1.654 0.234
rough_truth binary smooth 100 default rich gamma(t) -0.005 1.045 0.065 -0.026 1.847 0.268
rough_truth binary iid 100 default rich alpha(t) 0.070 1.070 0.066 0.084 0.995 0.051
rough_truth binary iid 100 default rich beta(s,t) 0.002 1.044 0.060 0.001 0.989 0.048
rough_truth binary iid 100 default rich gamma(t) -0.023 1.205 0.103 -0.035 1.120 0.082
rough_truth Gaussian smooth 100 default rich alpha(t) -0.030 1.004 0.051 -0.058 2.149 0.359
rough_truth Gaussian smooth 100 default rich beta(s,t) 0.002 1.031 0.058 0.007 2.164 0.355
rough_truth Gaussian smooth 100 default rich gamma(t) -0.021 1.010 0.054 -0.065 2.117 0.350
rough_truth Gaussian smooth 100 default rich E(Y | X) -0.016 1.029 0.057 -0.033 2.213 0.369
rough_truth Gaussian iid 100 default rich alpha(t) -0.011 1.008 0.046 -0.008 0.994 0.044
rough_truth Gaussian iid 100 default rich beta(s,t) 0.002 0.958 0.042 0.002 0.930 0.036
rough_truth Gaussian iid 100 default rich gamma(t) -0.031 1.019 0.056 -0.034 0.988 0.047
rough_truth Gaussian iid 100 default rich E(Y | X) -0.003 0.995 0.050 -0.003 0.969 0.043
rough_truth Poisson smooth 100 default rich alpha(t) -0.114 0.994 0.051 -0.214 2.024 0.333
rough_truth Poisson smooth 100 default rich beta(s,t) 0.001 1.032 0.059 0.004 2.029 0.326
rough_truth Poisson smooth 100 default rich gamma(t) -0.026 1.016 0.056 -0.069 2.017 0.326
rough_truth Poisson iid 100 default rich alpha(t) 0.043 1.013 0.049 0.046 0.999 0.048
rough_truth Poisson iid 100 default rich beta(s,t) 0.001 0.941 0.040 0.001 0.912 0.033
rough_truth Poisson iid 100 default rich gamma(t) -0.042 1.025 0.056 -0.044 0.990 0.046
term_type binary smooth 100 default rich f(x,t) 0.002 1.022 0.055 0.059 1.689 0.246
term_type binary smooth 100 default rich gamma(t) 0.041 1.051 0.057 0.076 1.807 0.277
term_type binary iid 100 default rich f(x,t) -0.059 0.815 0.018 -0.057 0.778 0.012
term_type binary iid 100 default rich gamma(t) -0.017 1.080 0.070 -0.016 0.998 0.048
term_type binary OU 100 default rich f(x,t) -0.010 1.005 0.051 0.040 1.556 0.209
term_type binary OU 100 default rich gamma(t) 0.011 1.108 0.075 0.018 1.810 0.271
term_type Gaussian smooth 100 default rich f(x,t) -0.006 1.035 0.058 -0.013 2.123 0.350
term_type Gaussian smooth 100 default rich gamma(t) 0.007 1.008 0.050 0.006 2.115 0.352
term_type Gaussian smooth 100 default rich E(Y | X) -0.020 1.054 0.063 -0.041 2.133 0.350
term_type Gaussian iid 100 default rich f(x,t) -0.021 0.897 0.029 -0.022 0.878 0.024
term_type Gaussian iid 100 default rich gamma(t) -0.016 0.977 0.048 -0.019 0.951 0.038
term_type Gaussian iid 100 default rich E(Y | X) 0.000 0.944 0.039 -0.001 0.915 0.032
term_type Gaussian OU 100 default rich f(x,t) 0.000 1.016 0.055 0.000 2.000 0.323
term_type Gaussian OU 100 default rich gamma(t) -0.024 1.023 0.062 -0.057 2.062 0.339
term_type Gaussian OU 100 default rich E(Y | X) -0.017 1.047 0.062 -0.036 2.031 0.332
term_type Poisson smooth 100 default rich f(x,t) 0.009 1.031 0.057 0.027 2.027 0.329
term_type Poisson smooth 100 default rich gamma(t) 0.015 1.017 0.054 0.025 2.035 0.336
term_type Poisson iid 100 default rich f(x,t) -0.048 0.884 0.027 -0.047 0.863 0.022
term_type Poisson iid 100 default rich gamma(t) -0.004 0.994 0.051 -0.008 0.963 0.041
term_type Poisson OU 100 default rich f(x,t) 0.010 1.014 0.055 0.029 1.918 0.303
term_type Poisson OU 100 default rich gamma(t) -0.012 1.024 0.062 -0.031 1.979 0.327
warp Gaussian misreg. 40 default rich alpha(t) 0.009 1.001 0.054 -0.005 1.847 0.240
warp Gaussian misreg. 40 default rich beta(s,t) 0.001 1.011 0.053 0.002 1.842 0.250
warp Gaussian misreg. 40 default rich gamma(t) -0.013 1.123 0.078 -0.043 2.211 0.302
warp Gaussian misreg. 40 default rich E(Y | X) 0.009 1.059 0.064 -0.001 2.032 0.282
warp Gaussian misreg. 100 default rich alpha(t) 0.015 1.012 0.049 0.021 1.847 0.251
warp Gaussian misreg. 100 default rich beta(s,t) 0.001 1.009 0.052 0.005 1.887 0.259
warp Gaussian misreg. 100 default rich gamma(t) -0.021 1.074 0.070 -0.051 2.170 0.294
warp Gaussian misreg. 100 default rich E(Y | X) 0.009 1.040 0.060 0.008 2.040 0.282
warp_ar1 Gaussian misreg. 100 default rich alpha(t) 0.012 1.024 0.051 0.017 1.943 0.268
warp_ar1 Gaussian misreg. 100 default rich beta(s,t) 0.001 1.026 0.056 0.004 1.961 0.271
warp_ar1 Gaussian misreg. 100 default rich gamma(t) -0.020 1.087 0.072 -0.048 2.264 0.308
warp_ar1 Gaussian misreg. 100 default rich E(Y | X) 0.007 1.051 0.063 0.006 2.122 0.294
Table 95: Descriptive pooled studentised-error diagnostics of the REML fit in the plasmode study (all subjects, model residuals, mean over residual sources; pooled over grid points, so local bias and scale error are not separated) by dataset, truth source and estimand, with the CL2 SE and the model-based SE.
dataset role truth estimand z_mean_cl2 z_sd_cl2 share_big_cl2 z_mean_model z_sd_model share_big_model
ECG strain counted REML beta(s,t) 0.000 1.024 0.057 -0.001 3.24 0.439
ECG strain counted MID beta(s,t) -0.003 1.025 0.057 0.000 3.25 0.440
ECG strain counted NCV beta(s,t) -0.003 1.022 0.056 0.001 3.25 0.440
AF trial counted REML beta(s,t) 0.032 1.067 0.067 0.077 2.46 0.343
AF trial counted MID beta(s,t) 0.022 1.044 0.062 0.060 2.42 0.333
AF trial counted NCV beta(s,t) 0.021 1.028 0.058 0.063 2.37 0.326
running counted REML beta(s,t) 0.003 1.143 0.085 -0.003 3.65 0.520
running counted MID beta(s,t) 0.002 1.115 0.079 -0.004 3.40 0.484
running counted NCV beta(s,t) 0.001 1.115 0.078 -0.001 3.38 0.475
DTI counted REML beta(s,t) 0.006 1.118 0.080 0.014 2.36 0.386
DTI counted MID beta(s,t) 0.009 1.079 0.070 0.018 2.22 0.361
DTI counted NCV beta(s,t) 0.012 1.078 0.069 0.024 2.20 0.358
gait counted REML beta(s,t) 0.002 1.048 0.061 -0.006 3.95 0.487
gait counted MID beta(s,t) 0.001 1.044 0.060 -0.006 3.94 0.484
gait counted NCV beta(s,t) 0.000 1.045 0.060 -0.007 3.93 0.480
ECG 8-lead counted REML beta(s,t) 0.011 1.046 0.062 0.025 2.87 0.371
ECG 8-lead counted MID beta(s,t) 0.008 1.015 0.056 0.017 2.79 0.360
ECG 8-lead counted NCV beta(s,t) 0.009 1.011 0.056 0.018 2.75 0.354
ocean stress test REML beta(s,t) 0.001 1.095 0.073 0.004 4.46 0.589
ocean stress test MID beta(s,t) 0.002 1.108 0.076 0.006 4.35 0.588
ocean stress test NCV beta(s,t) 0.001 1.111 0.076 0.005 4.37 0.586
weather stress test REML beta(s,t) -0.040 2.809 0.110 -0.047 5.83 0.683
weather stress test MID beta(s,t) -0.018 1.866 0.091 -0.016 4.60 0.642
weather stress test NCV beta(s,t) -0.087 2.861 0.153 -0.083 5.47 0.651
electricity stress test REML beta(s,t) 0.001 1.392 0.091 -0.016 4.70 0.621
electricity stress test MID beta(s,t) -0.005 1.077 0.063 -0.023 3.74 0.541
electricity stress test NCV beta(s,t) -0.002 1.068 0.064 -0.002 3.77 0.543
ECG strain counted REML E(Y | X) -0.006 1.040 0.061 -0.016 3.07 0.415
ECG strain counted MID E(Y | X) -0.006 1.040 0.061 -0.018 3.09 0.418
ECG strain counted NCV E(Y | X) -0.006 1.039 0.061 -0.017 3.08 0.417
AF trial counted REML E(Y | X) -0.027 1.015 0.055 -0.097 2.34 0.320
AF trial counted MID E(Y | X) -0.028 1.012 0.054 -0.098 2.34 0.320
AF trial counted NCV E(Y | X) -0.028 1.011 0.054 -0.094 2.34 0.320
running counted REML E(Y | X) -0.011 1.062 0.065 -0.028 3.30 0.433
running counted MID E(Y | X) -0.010 1.068 0.067 -0.026 3.27 0.428
running counted NCV E(Y | X) -0.011 1.079 0.070 -0.028 3.29 0.432
DTI counted REML E(Y | X) 0.010 1.067 0.067 0.013 2.20 0.358
DTI counted MID E(Y | X) 0.012 1.069 0.067 0.019 2.17 0.353
DTI counted NCV E(Y | X) 0.012 1.074 0.068 0.019 2.17 0.352
gait counted REML E(Y | X) -0.015 1.028 0.057 -0.069 3.62 0.462
gait counted MID E(Y | X) -0.014 1.027 0.057 -0.068 3.62 0.462
gait counted NCV E(Y | X) -0.014 1.029 0.057 -0.066 3.62 0.462
ECG 8-lead counted REML E(Y | X) -0.007 0.986 0.049 -0.006 2.21 0.251
ECG 8-lead counted MID E(Y | X) -0.009 0.979 0.047 -0.006 2.19 0.246
ECG 8-lead counted NCV E(Y | X) -0.011 0.980 0.047 -0.007 2.17 0.244
ocean stress test REML E(Y | X) 0.002 1.059 0.063 0.003 3.86 0.541
ocean stress test MID E(Y | X) 0.003 1.066 0.065 0.004 3.86 0.543
ocean stress test NCV E(Y | X) 0.003 1.071 0.067 0.002 3.88 0.547
weather stress test REML E(Y | X) 0.021 1.082 0.067 0.061 2.86 0.464
weather stress test MID E(Y | X) 0.022 1.102 0.075 0.056 2.81 0.458
weather stress test NCV E(Y | X) 0.006 1.148 0.088 0.050 2.80 0.457
electricity stress test REML E(Y | X) 0.016 1.073 0.069 0.032 3.43 0.511
electricity stress test MID E(Y | X) 0.004 1.089 0.073 -0.004 3.32 0.495
electricity stress test NCV E(Y | X) 0.003 1.101 0.076 -0.001 3.34 0.501

16.2 S1 Synthetic coverage per cell (mean and β), all arms

Table 96: Grid-average coverage (MC SE) of the conditional mean and β per synthetic cell and arm.
cell block family error G signal truth D basis estimand NCV + CL2 NCV + CL2, bias-aware NCV + CL2 (freq.), bias-aware NCV, model-based REML + CL2 REML, model-based AR(1) working model
1 core Gaussian iid 40 low smooth 61 default beta(s,t) 0.984 (0.002) 0.988 (0.001) 0.924 (0.004) 0.984 (0.002) 0.990 (0.001) 0.994 (0.001)
1 core Gaussian iid 40 low smooth 61 default E(Y | X) 0.946 (0.003) 0.952 (0.003) 0.910 (0.004) 0.952 (0.002) 0.956 (0.002) 0.967 (0.002)
2 core Gaussian iid 100 low smooth 61 default beta(s,t) 0.982 (0.001) 0.989 (0.001) 0.939 (0.003) 0.983 (0.001) 0.989 (0.001) 0.992 (0.001)
2 core Gaussian iid 100 low smooth 61 default E(Y | X) 0.950 (0.002) 0.955 (0.002) 0.922 (0.003) 0.952 (0.002) 0.961 (0.002) 0.968 (0.002)
3 core Gaussian OU 40 low smooth 61 default beta(s,t) 0.898 (0.007) 0.978 (0.003) 0.972 (0.003) 0.648 (0.010) 0.925 (0.004) 0.635 (0.009)
3 core Gaussian OU 40 low smooth 61 default E(Y | X) 0.883 (0.005) 0.943 (0.003) 0.937 (0.003) 0.546 (0.007) 0.929 (0.003) 0.617 (0.005)
4 core Gaussian OU 100 low smooth 61 default beta(s,t) 0.924 (0.004) 0.982 (0.002) 0.976 (0.002) 0.682 (0.009) 0.941 (0.003) 0.671 (0.008)
4 core Gaussian OU 100 low smooth 61 default E(Y | X) 0.920 (0.003) 0.954 (0.002) 0.948 (0.002) 0.595 (0.006) 0.942 (0.002) 0.641 (0.005)
5 core Gaussian smooth 40 low smooth 61 default beta(s,t) 0.902 (0.007) 0.979 (0.002) 0.974 (0.003) 0.633 (0.010) 0.923 (0.004) 0.609 (0.010)
5 core Gaussian smooth 40 low smooth 61 default E(Y | X) 0.895 (0.005) 0.949 (0.003) 0.944 (0.003) 0.545 (0.007) 0.930 (0.003) 0.601 (0.006)
6 core Gaussian smooth 100 low smooth 61 default beta(s,t) 0.925 (0.004) 0.983 (0.002) 0.977 (0.002) 0.667 (0.009) 0.944 (0.003) 0.658 (0.009)
6 core Gaussian smooth 100 low smooth 61 default E(Y | X) 0.921 (0.003) 0.956 (0.002) 0.951 (0.002) 0.586 (0.006) 0.944 (0.002) 0.631 (0.005)
7 core Gaussian iid 40 mid smooth 61 default beta(s,t) 0.982 (0.002) 0.989 (0.001) 0.937 (0.003) 0.983 (0.002) 0.989 (0.001) 0.992 (0.001)
7 core Gaussian iid 40 mid smooth 61 default E(Y | X) 0.948 (0.002) 0.954 (0.002) 0.921 (0.003) 0.954 (0.002) 0.958 (0.002) 0.968 (0.002)
8 core Gaussian iid 100 mid smooth 61 default beta(s,t) 0.982 (0.001) 0.989 (0.001) 0.951 (0.003) 0.983 (0.001) 0.986 (0.001) 0.989 (0.001)
8 core Gaussian iid 100 mid smooth 61 default E(Y | X) 0.950 (0.002) 0.958 (0.002) 0.933 (0.002) 0.953 (0.002) 0.961 (0.002) 0.967 (0.001)
9 core Gaussian OU 40 mid smooth 61 default beta(s,t) 0.922 (0.005) 0.982 (0.002) 0.976 (0.002) 0.682 (0.009) 0.927 (0.004) 0.638 (0.008)
9 core Gaussian OU 40 mid smooth 61 default E(Y | X) 0.920 (0.003) 0.956 (0.002) 0.951 (0.002) 0.603 (0.005) 0.931 (0.003) 0.624 (0.005)
10 core Gaussian OU 100 mid smooth 61 default beta(s,t) 0.934 (0.004) 0.983 (0.001) 0.977 (0.002) 0.700 (0.007) 0.940 (0.003) 0.672 (0.007) 0.972 (0.002)
10 core Gaussian OU 100 mid smooth 61 default E(Y | X) 0.931 (0.003) 0.958 (0.002) 0.953 (0.002) 0.623 (0.005) 0.942 (0.002) 0.646 (0.005) 0.934 (0.003)
11 core Gaussian smooth 40 mid smooth 61 default beta(s,t) 0.924 (0.005) 0.983 (0.002) 0.978 (0.002) 0.670 (0.009) 0.926 (0.004) 0.615 (0.009)
11 core Gaussian smooth 40 mid smooth 61 default E(Y | X) 0.922 (0.004) 0.959 (0.003) 0.954 (0.003) 0.591 (0.006) 0.931 (0.003) 0.606 (0.005)
12 core Gaussian smooth 100 mid smooth 61 default beta(s,t) 0.934 (0.004) 0.983 (0.002) 0.978 (0.002) 0.684 (0.008) 0.944 (0.003) 0.657 (0.008) 0.993 (0.001)
12 core Gaussian smooth 100 mid smooth 61 default E(Y | X) 0.929 (0.003) 0.959 (0.002) 0.954 (0.002) 0.607 (0.005) 0.944 (0.002) 0.634 (0.005) 0.972 (0.002)
13 core Gaussian iid 40 high smooth 61 default beta(s,t) 0.981 (0.001) 0.989 (0.001) 0.948 (0.003) 0.983 (0.001) 0.984 (0.001) 0.988 (0.001)
13 core Gaussian iid 40 high smooth 61 default E(Y | X) 0.948 (0.002) 0.956 (0.002) 0.930 (0.002) 0.954 (0.002) 0.957 (0.002) 0.966 (0.002)
14 core Gaussian iid 100 high smooth 61 default beta(s,t) 0.979 (0.001) 0.990 (0.001) 0.959 (0.002) 0.980 (0.001) 0.979 (0.001) 0.983 (0.001)
14 core Gaussian iid 100 high smooth 61 default E(Y | X) 0.950 (0.002) 0.960 (0.002) 0.941 (0.002) 0.954 (0.002) 0.958 (0.002) 0.963 (0.001)
15 core Gaussian OU 40 high smooth 61 default beta(s,t) 0.932 (0.003) 0.984 (0.001) 0.978 (0.002) 0.695 (0.007) 0.927 (0.004) 0.637 (0.008)
15 core Gaussian OU 40 high smooth 61 default E(Y | X) 0.927 (0.003) 0.959 (0.002) 0.955 (0.002) 0.626 (0.005) 0.932 (0.002) 0.628 (0.005)
16 core Gaussian OU 100 high smooth 61 default beta(s,t) 0.936 (0.003) 0.982 (0.001) 0.976 (0.002) 0.703 (0.007) 0.941 (0.003) 0.670 (0.006)
16 core Gaussian OU 100 high smooth 61 default E(Y | X) 0.934 (0.002) 0.958 (0.002) 0.954 (0.002) 0.638 (0.005) 0.942 (0.002) 0.651 (0.004)
17 core Gaussian smooth 40 high smooth 61 default beta(s,t) 0.931 (0.004) 0.984 (0.002) 0.978 (0.002) 0.684 (0.008) 0.926 (0.004) 0.617 (0.008)
17 core Gaussian smooth 40 high smooth 61 default E(Y | X) 0.928 (0.003) 0.960 (0.002) 0.956 (0.003) 0.610 (0.005) 0.932 (0.003) 0.611 (0.005)
18 core Gaussian smooth 100 high smooth 61 default beta(s,t) 0.938 (0.003) 0.984 (0.001) 0.978 (0.002) 0.693 (0.007) 0.943 (0.003) 0.653 (0.007)
18 core Gaussian smooth 100 high smooth 61 default E(Y | X) 0.933 (0.003) 0.959 (0.002) 0.955 (0.002) 0.621 (0.005) 0.944 (0.002) 0.636 (0.004)
19 core Poisson iid 40 mid smooth 61 default beta(s,t) 0.985 (0.001) 0.990 (0.001) 0.936 (0.003) 0.986 (0.001) 0.989 (0.001) 0.993 (0.001)
19 core Poisson iid 40 mid smooth 61 default E(Y | X) 0.947 (0.002) 0.953 (0.002) 0.916 (0.003) 0.954 (0.002) 0.958 (0.002) 0.968 (0.002)
20 core Poisson iid 100 mid smooth 61 default beta(s,t) 0.982 (0.001) 0.990 (0.001) 0.949 (0.002) 0.983 (0.001) 0.986 (0.001) 0.989 (0.001)
20 core Poisson iid 100 mid smooth 61 default E(Y | X) 0.948 (0.002) 0.956 (0.002) 0.929 (0.002) 0.952 (0.002) 0.960 (0.002) 0.966 (0.002)
21 core Poisson OU 40 mid smooth 61 default beta(s,t) 0.921 (0.005) 0.980 (0.002) 0.972 (0.003) 0.705 (0.009) 0.927 (0.004) 0.684 (0.008)
21 core Poisson OU 40 mid smooth 61 default E(Y | X) 0.910 (0.004) 0.949 (0.003) 0.943 (0.003) 0.612 (0.006) 0.930 (0.003) 0.657 (0.005)
22 core Poisson OU 100 mid smooth 61 default beta(s,t) 0.936 (0.003) 0.982 (0.002) 0.976 (0.002) 0.715 (0.007) 0.942 (0.003) 0.698 (0.007)
22 core Poisson OU 100 mid smooth 61 default E(Y | X) 0.929 (0.003) 0.956 (0.002) 0.951 (0.002) 0.632 (0.005) 0.943 (0.002) 0.664 (0.004)
23 core Poisson smooth 40 mid smooth 61 default beta(s,t) 0.926 (0.005) 0.983 (0.002) 0.976 (0.003) 0.691 (0.009) 0.928 (0.004) 0.658 (0.009)
23 core Poisson smooth 40 mid smooth 61 default E(Y | X) 0.914 (0.004) 0.954 (0.003) 0.948 (0.003) 0.603 (0.007) 0.934 (0.003) 0.642 (0.005)
24 core Poisson smooth 100 mid smooth 61 default beta(s,t) 0.935 (0.004) 0.984 (0.002) 0.978 (0.002) 0.706 (0.008) 0.945 (0.003) 0.682 (0.008)
24 core Poisson smooth 100 mid smooth 61 default E(Y | X) 0.927 (0.003) 0.957 (0.002) 0.952 (0.002) 0.617 (0.005) 0.945 (0.002) 0.653 (0.005)
25 core Poisson iid 40 high smooth 61 default beta(s,t) 0.981 (0.001) 0.988 (0.001) 0.936 (0.003) 0.983 (0.001) 0.986 (0.001) 0.990 (0.001)
25 core Poisson iid 40 high smooth 61 default E(Y | X) 0.939 (0.003) 0.950 (0.002) 0.918 (0.003) 0.948 (0.002) 0.955 (0.002) 0.966 (0.002)
26 core Poisson iid 100 high smooth 61 default beta(s,t) 0.976 (0.002) 0.986 (0.001) 0.948 (0.002) 0.979 (0.002) 0.979 (0.001) 0.985 (0.001)
26 core Poisson iid 100 high smooth 61 default E(Y | X) 0.941 (0.002) 0.954 (0.002) 0.930 (0.003) 0.947 (0.002) 0.955 (0.002) 0.962 (0.002)
27 core Poisson OU 40 high smooth 61 default beta(s,t) 0.922 (0.004) 0.979 (0.002) 0.970 (0.002) 0.715 (0.008) 0.929 (0.004) 0.703 (0.007)
27 core Poisson OU 40 high smooth 61 default E(Y | X) 0.902 (0.004) 0.947 (0.003) 0.940 (0.003) 0.627 (0.006) 0.930 (0.003) 0.674 (0.005)
28 core Poisson OU 100 high smooth 61 default beta(s,t) 0.933 (0.003) 0.981 (0.001) 0.974 (0.002) 0.723 (0.006) 0.940 (0.003) 0.705 (0.007)
28 core Poisson OU 100 high smooth 61 default E(Y | X) 0.922 (0.003) 0.953 (0.002) 0.947 (0.002) 0.643 (0.005) 0.940 (0.002) 0.672 (0.005)
29 core Poisson smooth 40 high smooth 61 default beta(s,t) 0.923 (0.004) 0.979 (0.002) 0.972 (0.002) 0.699 (0.008) 0.930 (0.004) 0.683 (0.008)
29 core Poisson smooth 40 high smooth 61 default E(Y | X) 0.905 (0.004) 0.949 (0.003) 0.943 (0.003) 0.610 (0.006) 0.934 (0.003) 0.656 (0.005)
30 core Poisson smooth 100 high smooth 61 default beta(s,t) 0.929 (0.003) 0.980 (0.002) 0.973 (0.002) 0.711 (0.007) 0.944 (0.003) 0.696 (0.007)
30 core Poisson smooth 100 high smooth 61 default E(Y | X) 0.923 (0.003) 0.954 (0.002) 0.949 (0.002) 0.625 (0.006) 0.945 (0.002) 0.662 (0.004)
31 core binary iid 40 mid smooth 61 default beta(s,t) 0.973 (0.005) 0.979 (0.004) 0.893 (0.007) 0.974 (0.004) 0.973 (0.005) 0.984 (0.004)
31 core binary iid 40 mid smooth 61 default E(Y | X) 0.923 (0.004) 0.935 (0.004) 0.879 (0.005) 0.927 (0.004) 0.925 (0.004) 0.952 (0.003)
32 core binary iid 100 mid smooth 61 default beta(s,t) 0.982 (0.002) 0.987 (0.001) 0.911 (0.005) 0.982 (0.002) 0.990 (0.001) 0.994 (0.001)
32 core binary iid 100 mid smooth 61 default E(Y | X) 0.939 (0.003) 0.945 (0.003) 0.896 (0.004) 0.942 (0.003) 0.949 (0.003) 0.963 (0.002)
33 core binary OU 40 mid smooth 61 default beta(s,t) 0.790 (0.014) 0.948 (0.005) 0.935 (0.005) 0.627 (0.017) 0.937 (0.004) 0.800 (0.008)
33 core binary OU 40 mid smooth 61 default E(Y | X) 0.842 (0.007) 0.930 (0.003) 0.920 (0.004) 0.587 (0.008) 0.927 (0.003) 0.747 (0.006)
34 core binary OU 100 mid smooth 61 default beta(s,t) 0.901 (0.008) 0.971 (0.003) 0.958 (0.004) 0.738 (0.011) 0.951 (0.003) 0.819 (0.007)
34 core binary OU 100 mid smooth 61 default E(Y | X) 0.876 (0.005) 0.933 (0.003) 0.922 (0.003) 0.628 (0.007) 0.940 (0.003) 0.752 (0.005)
35 core binary smooth 40 mid smooth 61 default beta(s,t) 0.785 (0.013) 0.953 (0.005) 0.944 (0.005) 0.569 (0.016) 0.926 (0.005) 0.749 (0.010)
35 core binary smooth 40 mid smooth 61 default E(Y | X) 0.857 (0.006) 0.942 (0.003) 0.935 (0.003) 0.550 (0.008) 0.921 (0.004) 0.704 (0.006)
36 core binary smooth 100 mid smooth 61 default beta(s,t) 0.896 (0.008) 0.972 (0.003) 0.962 (0.003) 0.708 (0.012) 0.952 (0.003) 0.779 (0.008)
36 core binary smooth 100 mid smooth 61 default E(Y | X) 0.883 (0.004) 0.939 (0.003) 0.930 (0.003) 0.601 (0.007) 0.941 (0.003) 0.722 (0.005)
37 core binary iid 40 high smooth 61 default beta(s,t) 0.978 (0.002) 0.985 (0.002) 0.912 (0.005) 0.980 (0.002) 0.986 (0.003) 0.991 (0.003)
37 core binary iid 40 high smooth 61 default E(Y | X) 0.937 (0.003) 0.945 (0.003) 0.895 (0.004) 0.943 (0.003) 0.949 (0.003) 0.964 (0.003)
38 core binary iid 100 high smooth 61 default beta(s,t) 0.980 (0.002) 0.987 (0.001) 0.928 (0.004) 0.982 (0.002) 0.989 (0.001) 0.993 (0.001)
38 core binary iid 100 high smooth 61 default E(Y | X) 0.943 (0.002) 0.951 (0.002) 0.911 (0.003) 0.948 (0.002) 0.959 (0.002) 0.967 (0.002)
39 core binary OU 40 high smooth 61 default beta(s,t) 0.905 (0.008) 0.974 (0.003) 0.959 (0.004) 0.755 (0.010) 0.940 (0.004) 0.813 (0.008)
39 core binary OU 40 high smooth 61 default E(Y | X) 0.871 (0.005) 0.935 (0.003) 0.922 (0.003) 0.651 (0.007) 0.929 (0.003) 0.761 (0.005)
40 core binary OU 100 high smooth 61 default beta(s,t) 0.930 (0.004) 0.980 (0.002) 0.968 (0.002) 0.780 (0.008) 0.951 (0.003) 0.820 (0.007)
40 core binary OU 100 high smooth 61 default E(Y | X) 0.913 (0.003) 0.949 (0.002) 0.938 (0.002) 0.699 (0.005) 0.944 (0.002) 0.766 (0.004)
41 core binary smooth 40 high smooth 61 default beta(s,t) 0.897 (0.008) 0.974 (0.003) 0.962 (0.004) 0.722 (0.011) 0.932 (0.004) 0.765 (0.009)
41 core binary smooth 40 high smooth 61 default E(Y | X) 0.874 (0.005) 0.942 (0.003) 0.931 (0.003) 0.624 (0.007) 0.923 (0.003) 0.713 (0.006)
42 core binary smooth 100 high smooth 61 default beta(s,t) 0.925 (0.005) 0.980 (0.002) 0.970 (0.002) 0.759 (0.008) 0.952 (0.003) 0.783 (0.007)
42 core binary smooth 100 high smooth 61 default E(Y | X) 0.907 (0.004) 0.948 (0.003) 0.939 (0.003) 0.663 (0.006) 0.943 (0.002) 0.729 (0.005)
43 warp Gaussian misreg. 40 high smooth 61 default beta(s,t) 0.937 (0.004) 0.974 (0.003) 0.956 (0.004) 0.752 (0.008) 0.949 (0.004) 0.761 (0.007)
43 warp Gaussian misreg. 40 high smooth 61 default E(Y | X) 0.919 (0.004) 0.946 (0.003) 0.934 (0.004) 0.696 (0.007) 0.938 (0.003) 0.729 (0.005)
44 warp Gaussian misreg. 40 high wiggly 61 default beta(s,t) 0.820 (0.008) 0.928 (0.003) 0.901 (0.004) 0.595 (0.009) 0.945 (0.003) 0.739 (0.006)
44 warp Gaussian misreg. 40 high wiggly 61 default E(Y | X) 0.885 (0.004) 0.932 (0.003) 0.918 (0.003) 0.635 (0.006) 0.934 (0.003) 0.706 (0.005)
45 warp Gaussian misreg. 100 high smooth 61 default beta(s,t) 0.937 (0.004) 0.976 (0.002) 0.959 (0.003) 0.739 (0.008) 0.951 (0.003) 0.753 (0.007) 0.875 (0.005)
45 warp Gaussian misreg. 100 high smooth 61 default E(Y | X) 0.930 (0.004) 0.952 (0.003) 0.941 (0.003) 0.706 (0.006) 0.942 (0.003) 0.730 (0.005) 0.844 (0.005)
46 warp Gaussian misreg. 100 high wiggly 61 default beta(s,t) 0.863 (0.006) 0.934 (0.003) 0.908 (0.004) 0.628 (0.007) 0.944 (0.003) 0.729 (0.006)
46 warp Gaussian misreg. 100 high wiggly 61 default E(Y | X) 0.911 (0.003) 0.938 (0.003) 0.926 (0.003) 0.665 (0.005) 0.937 (0.003) 0.706 (0.005)
47 warp Poisson misreg. 40 high smooth 61 default E(Y | X) 0.792 (0.007) 0.910 (0.004) 0.900 (0.004) 0.486 (0.010) 0.902 (0.004) 0.634 (0.005)
48 warp Poisson misreg. 40 high wiggly 61 default E(Y | X) 0.773 (0.007) 0.910 (0.003) 0.902 (0.003) 0.454 (0.009) 0.899 (0.003) 0.614 (0.005)
49 warp Poisson misreg. 100 high smooth 61 default E(Y | X) 0.801 (0.007) 0.922 (0.003) 0.915 (0.003) 0.438 (0.009) 0.910 (0.003) 0.571 (0.004)
50 warp Poisson misreg. 100 high wiggly 61 default E(Y | X) 0.780 (0.006) 0.918 (0.003) 0.912 (0.003) 0.409 (0.007) 0.906 (0.003) 0.558 (0.004)
51 warp binary misreg. 40 high smooth 61 default E(Y | X) 0.919 (0.004) 0.932 (0.003) 0.884 (0.004) 0.901 (0.004) 0.944 (0.003) 0.945 (0.003)
52 warp binary misreg. 40 high wiggly 61 default E(Y | X) 0.892 (0.004) 0.908 (0.004) 0.854 (0.005) 0.871 (0.005) 0.925 (0.003) 0.924 (0.003)
53 warp binary misreg. 100 high smooth 61 default E(Y | X) 0.931 (0.003) 0.941 (0.003) 0.902 (0.003) 0.909 (0.004) 0.954 (0.002) 0.943 (0.003)
54 warp binary misreg. 100 high wiggly 61 default E(Y | X) 0.909 (0.003) 0.919 (0.003) 0.878 (0.004) 0.882 (0.004) 0.932 (0.003) 0.918 (0.003)
55 dense_grid Gaussian iid 100 mid smooth 241 default beta(s,t) 0.976 (0.001) 0.988 (0.001) 0.956 (0.002) 0.978 (0.001) 0.976 (0.001) 0.980 (0.001)
55 dense_grid Gaussian iid 100 mid smooth 241 default E(Y | X) 0.947 (0.002) 0.957 (0.002) 0.938 (0.002) 0.951 (0.002) 0.956 (0.002) 0.961 (0.001)
56 dense_grid Gaussian OU 100 mid smooth 241 default beta(s,t) 0.917 (0.004) 0.988 (0.001) 0.987 (0.001) 0.406 (0.006) 0.940 (0.002) 0.359 (0.004)
56 dense_grid Gaussian OU 100 mid smooth 241 default E(Y | X) 0.926 (0.003) 0.966 (0.002) 0.965 (0.002) 0.348 (0.004) 0.941 (0.002) 0.367 (0.003)
57 dense_grid Gaussian smooth 100 mid smooth 241 default beta(s,t) 0.916 (0.004) 0.989 (0.001) 0.988 (0.001) 0.391 (0.007) 0.944 (0.002) 0.350 (0.004)
57 dense_grid Gaussian smooth 100 mid smooth 241 default E(Y | X) 0.923 (0.003) 0.967 (0.002) 0.966 (0.002) 0.333 (0.004) 0.943 (0.002) 0.353 (0.003)
58 dense_grid Poisson iid 100 mid smooth 241 default beta(s,t) 0.978 (0.001) 0.988 (0.001) 0.955 (0.002) 0.979 (0.001) 0.978 (0.001) 0.983 (0.001)
58 dense_grid Poisson iid 100 mid smooth 241 default E(Y | X) 0.947 (0.002) 0.958 (0.002) 0.936 (0.002) 0.951 (0.002) 0.957 (0.002) 0.963 (0.001)
59 dense_grid Poisson OU 100 mid smooth 241 default beta(s,t) 0.915 (0.004) 0.988 (0.001) 0.986 (0.001) 0.418 (0.006) 0.938 (0.002) 0.374 (0.004)
59 dense_grid Poisson OU 100 mid smooth 241 default E(Y | X) 0.922 (0.003) 0.965 (0.002) 0.964 (0.002) 0.357 (0.004) 0.941 (0.002) 0.380 (0.003)
60 dense_grid Poisson smooth 100 mid smooth 241 default beta(s,t) 0.915 (0.004) 0.988 (0.001) 0.987 (0.001) 0.406 (0.007) 0.943 (0.003) 0.369 (0.004)
60 dense_grid Poisson smooth 100 mid smooth 241 default E(Y | X) 0.921 (0.003) 0.966 (0.002) 0.965 (0.002) 0.342 (0.004) 0.943 (0.002) 0.370 (0.003)
61 dense_grid binary iid 100 mid smooth 241 default beta(s,t) 0.984 (0.001) 0.990 (0.001) 0.937 (0.003) 0.985 (0.001) 0.990 (0.001) 0.993 (0.001)
61 dense_grid binary iid 100 mid smooth 241 default E(Y | X) 0.951 (0.002) 0.956 (0.002) 0.921 (0.003) 0.955 (0.002) 0.962 (0.002) 0.970 (0.002)
62 dense_grid binary OU 100 mid smooth 241 default beta(s,t) 0.868 (0.010) 0.986 (0.001) 0.984 (0.001) 0.464 (0.010) 0.938 (0.002) 0.450 (0.005)
62 dense_grid binary OU 100 mid smooth 241 default E(Y | X) 0.861 (0.006) 0.953 (0.002) 0.951 (0.002) 0.365 (0.005) 0.938 (0.002) 0.452 (0.003)
63 dense_grid binary smooth 100 mid smooth 241 default beta(s,t) 0.866 (0.009) 0.986 (0.001) 0.984 (0.001) 0.422 (0.010) 0.943 (0.002) 0.420 (0.005)
63 dense_grid binary smooth 100 mid smooth 241 default E(Y | X) 0.872 (0.005) 0.959 (0.002) 0.958 (0.002) 0.337 (0.005) 0.941 (0.002) 0.418 (0.003)
64 rough_truth Gaussian iid 100 low wiggly 61 default beta(s,t) 0.933 (0.004) 0.938 (0.004) 0.843 (0.007) 0.933 (0.004) 0.948 (0.003) 0.957 (0.002)
64 rough_truth Gaussian iid 100 low wiggly 61 default E(Y | X) 0.942 (0.002) 0.945 (0.002) 0.913 (0.003) 0.945 (0.002) 0.948 (0.002) 0.956 (0.002)
65 rough_truth Gaussian smooth 100 low wiggly 61 default beta(s,t) 0.803 (0.006) 0.945 (0.002) 0.934 (0.003) 0.515 (0.006) 0.942 (0.003) 0.645 (0.007)
65 rough_truth Gaussian smooth 100 low wiggly 61 default E(Y | X) 0.912 (0.003) 0.948 (0.002) 0.943 (0.002) 0.579 (0.005) 0.943 (0.002) 0.627 (0.005)
66 rough_truth Gaussian iid 100 mid wiggly 61 default beta(s,t) 0.953 (0.003) 0.955 (0.003) 0.894 (0.004) 0.955 (0.003) 0.961 (0.002) 0.967 (0.002)
66 rough_truth Gaussian iid 100 mid wiggly 61 default E(Y | X) 0.946 (0.002) 0.949 (0.002) 0.926 (0.002) 0.951 (0.002) 0.952 (0.002) 0.958 (0.002)
67 rough_truth Gaussian smooth 100 mid wiggly 61 default beta(s,t) 0.824 (0.007) 0.935 (0.003) 0.924 (0.003) 0.528 (0.007) 0.941 (0.003) 0.642 (0.007)
67 rough_truth Gaussian smooth 100 mid wiggly 61 default E(Y | X) 0.920 (0.002) 0.948 (0.002) 0.944 (0.002) 0.597 (0.004) 0.944 (0.002) 0.631 (0.004)
68 rough_truth Gaussian iid 100 high wiggly 61 default beta(s,t) 0.954 (0.002) 0.959 (0.002) 0.916 (0.003) 0.959 (0.002) 0.963 (0.002) 0.969 (0.002)
68 rough_truth Gaussian iid 100 high wiggly 61 default E(Y | X) 0.946 (0.002) 0.949 (0.002) 0.933 (0.002) 0.951 (0.002) 0.952 (0.002) 0.958 (0.001)
69 rough_truth Gaussian smooth 100 high wiggly 61 default beta(s,t) 0.900 (0.005) 0.950 (0.003) 0.940 (0.003) 0.587 (0.007) 0.942 (0.003) 0.649 (0.006)
69 rough_truth Gaussian smooth 100 high wiggly 61 default E(Y | X) 0.932 (0.002) 0.950 (0.002) 0.946 (0.002) 0.614 (0.004) 0.944 (0.002) 0.635 (0.004)
70 rough_truth Poisson iid 100 mid wiggly 61 default beta(s,t) 0.952 (0.003) 0.955 (0.002) 0.889 (0.004) 0.955 (0.002) 0.960 (0.002) 0.966 (0.002)
70 rough_truth Poisson iid 100 mid wiggly 61 default E(Y | X) 0.944 (0.002) 0.947 (0.002) 0.922 (0.002) 0.948 (0.002) 0.950 (0.002) 0.957 (0.002)
71 rough_truth Poisson smooth 100 mid wiggly 61 default beta(s,t) 0.811 (0.007) 0.932 (0.003) 0.920 (0.003) 0.530 (0.007) 0.943 (0.003) 0.670 (0.007)
71 rough_truth Poisson smooth 100 mid wiggly 61 default E(Y | X) 0.918 (0.003) 0.947 (0.002) 0.942 (0.002) 0.607 (0.004) 0.944 (0.002) 0.652 (0.004)
72 rough_truth Poisson iid 100 high wiggly 61 default beta(s,t) 0.950 (0.002) 0.955 (0.002) 0.903 (0.004) 0.955 (0.002) 0.961 (0.002) 0.968 (0.002)
72 rough_truth Poisson iid 100 high wiggly 61 default E(Y | X) 0.940 (0.002) 0.946 (0.002) 0.925 (0.002) 0.945 (0.002) 0.949 (0.002) 0.957 (0.002)
73 rough_truth Poisson smooth 100 high wiggly 61 default beta(s,t) 0.860 (0.007) 0.935 (0.003) 0.924 (0.004) 0.578 (0.007) 0.940 (0.003) 0.677 (0.006)
73 rough_truth Poisson smooth 100 high wiggly 61 default E(Y | X) 0.919 (0.003) 0.945 (0.002) 0.940 (0.002) 0.617 (0.005) 0.943 (0.002) 0.661 (0.004)
74 rough_truth binary iid 100 mid wiggly 61 default beta(s,t) 0.911 (0.004) 0.921 (0.004) 0.784 (0.008) 0.912 (0.004) 0.935 (0.003) 0.950 (0.002)
74 rough_truth binary iid 100 mid wiggly 61 default E(Y | X) 0.926 (0.003) 0.934 (0.003) 0.886 (0.004) 0.929 (0.003) 0.927 (0.003) 0.944 (0.002)
75 rough_truth binary smooth 100 mid wiggly 61 default beta(s,t) 0.799 (0.009) 0.940 (0.004) 0.923 (0.004) 0.587 (0.010) 0.948 (0.003) 0.766 (0.008)
75 rough_truth binary smooth 100 mid wiggly 61 default E(Y | X) 0.872 (0.005) 0.933 (0.003) 0.924 (0.003) 0.596 (0.007) 0.940 (0.002) 0.718 (0.005)
76 rough_truth binary iid 100 high wiggly 61 default beta(s,t) 0.919 (0.005) 0.929 (0.005) 0.820 (0.008) 0.921 (0.005) 0.944 (0.003) 0.954 (0.003)
76 rough_truth binary iid 100 high wiggly 61 default E(Y | X) 0.934 (0.002) 0.938 (0.002) 0.898 (0.003) 0.939 (0.002) 0.942 (0.002) 0.952 (0.002)
77 rough_truth binary smooth 100 high wiggly 61 default beta(s,t) 0.803 (0.006) 0.931 (0.003) 0.912 (0.004) 0.598 (0.006) 0.947 (0.003) 0.767 (0.007)
77 rough_truth binary smooth 100 high wiggly 61 default E(Y | X) 0.899 (0.003) 0.941 (0.002) 0.931 (0.003) 0.655 (0.005) 0.943 (0.002) 0.729 (0.004)
78 term_type Gaussian iid 100 mid smooth 61 default E(Y | X) 0.956 (0.002) 0.965 (0.001) 0.933 (0.002) 0.959 (0.002) 0.961 (0.001) 0.968 (0.001)
79 term_type Gaussian OU 100 mid smooth 61 default E(Y | X) 0.925 (0.003) 0.957 (0.002) 0.949 (0.002) 0.628 (0.005) 0.938 (0.002) 0.668 (0.004)
80 term_type Gaussian smooth 100 mid smooth 61 default E(Y | X) 0.925 (0.003) 0.957 (0.002) 0.950 (0.002) 0.614 (0.005) 0.937 (0.002) 0.650 (0.004)
81 term_type Poisson iid 100 mid smooth 61 default E(Y | X) 0.947 (0.002) 0.958 (0.002) 0.921 (0.002) 0.950 (0.002) 0.961 (0.001) 0.969 (0.001)
82 term_type Poisson OU 100 mid smooth 61 default E(Y | X) 0.910 (0.003) 0.951 (0.002) 0.943 (0.002) 0.632 (0.005) 0.939 (0.002) 0.689 (0.004)
83 term_type Poisson smooth 100 mid smooth 61 default E(Y | X) 0.911 (0.003) 0.952 (0.002) 0.945 (0.002) 0.620 (0.005) 0.936 (0.002) 0.668 (0.004)
84 term_type binary iid 100 mid smooth 61 default E(Y | X) 0.945 (0.002) 0.954 (0.002) 0.887 (0.004) 0.949 (0.003) 0.963 (0.002) 0.974 (0.002)
85 term_type binary OU 100 mid smooth 61 default E(Y | X) 0.864 (0.006) 0.934 (0.004) 0.917 (0.004) 0.648 (0.007) 0.936 (0.002) 0.772 (0.004)
86 term_type binary smooth 100 mid smooth 61 default E(Y | X) 0.877 (0.005) 0.945 (0.003) 0.933 (0.003) 0.629 (0.007) 0.936 (0.002) 0.743 (0.005)
87 families scaled t iid 100 mid smooth 61 default beta(s,t) 0.982 (0.001) 0.990 (0.001) 0.954 (0.002) 0.983 (0.001) 0.985 (0.001) 0.988 (0.001)
87 families scaled t iid 100 mid smooth 61 default E(Y | X) 0.950 (0.002) 0.959 (0.002) 0.936 (0.002) 0.953 (0.002) 0.960 (0.001) 0.965 (0.001)
88 families scaled t smooth 100 mid smooth 61 default beta(s,t) 0.940 (0.004) 0.985 (0.001) 0.979 (0.002) 0.703 (0.008) 0.944 (0.003) 0.671 (0.007)
88 families scaled t smooth 100 mid smooth 61 default E(Y | X) 0.938 (0.003) 0.962 (0.002) 0.958 (0.002) 0.636 (0.005) 0.947 (0.002) 0.644 (0.005)
89 families beta iid 100 mid smooth 61 default beta(s,t) 0.979 (0.002) 0.988 (0.001) 0.947 (0.003) 0.981 (0.002) 0.984 (0.001) 0.989 (0.001)
89 families beta iid 100 mid smooth 61 default E(Y | X) 0.946 (0.002) 0.956 (0.002) 0.930 (0.002) 0.953 (0.002) 0.958 (0.002) 0.966 (0.001)
90 families beta smooth 100 mid smooth 61 default beta(s,t) 0.929 (0.004) 0.982 (0.002) 0.976 (0.002) 0.691 (0.008) 0.941 (0.003) 0.659 (0.007)
90 families beta smooth 100 mid smooth 61 default E(Y | X) 0.924 (0.003) 0.956 (0.002) 0.951 (0.002) 0.623 (0.005) 0.941 (0.002) 0.635 (0.004)
91 families negative binomial iid 100 mid smooth 61 default beta(s,t) 0.982 (0.002) 0.990 (0.001) 0.944 (0.003) 0.983 (0.001) 0.988 (0.001) 0.991 (0.001)
91 families negative binomial iid 100 mid smooth 61 default E(Y | X) 0.950 (0.002) 0.958 (0.002) 0.930 (0.003) 0.954 (0.002) 0.962 (0.002) 0.968 (0.002)
92 families negative binomial smooth 100 mid smooth 61 default beta(s,t) 0.932 (0.004) 0.983 (0.002) 0.977 (0.002) 0.699 (0.009) 0.943 (0.003) 0.669 (0.008)
92 families negative binomial smooth 100 mid smooth 61 default E(Y | X) 0.925 (0.003) 0.956 (0.002) 0.951 (0.002) 0.622 (0.005) 0.943 (0.002) 0.641 (0.005)
93 families negative binomial iid 100 mid smooth 61 default beta(s,t) 0.962 (0.002) 0.982 (0.001) 0.955 (0.002) 0.929 (0.003) 0.972 (0.002) 0.945 (0.002)
93 families negative binomial iid 100 mid smooth 61 default E(Y | X) 0.934 (0.002) 0.950 (0.002) 0.932 (0.002) 0.868 (0.004) 0.952 (0.002) 0.898 (0.003)
94 families negative binomial smooth 100 mid smooth 61 default beta(s,t) 0.913 (0.005) 0.984 (0.001) 0.981 (0.002) 0.558 (0.008) 0.938 (0.003) 0.531 (0.006)
94 families negative binomial smooth 100 mid smooth 61 default E(Y | X) 0.913 (0.003) 0.957 (0.002) 0.954 (0.002) 0.486 (0.005) 0.939 (0.002) 0.529 (0.004)
95 ar1_home Gaussian AR(1) 100 mid smooth 61 default beta(s,t) 0.933 (0.003) 0.984 (0.001) 0.979 (0.002) 0.684 (0.007) 0.940 (0.003) 0.651 (0.007) 0.989 (0.001)
95 ar1_home Gaussian AR(1) 100 mid smooth 61 default E(Y | X) 0.930 (0.003) 0.959 (0.002) 0.955 (0.002) 0.603 (0.005) 0.942 (0.002) 0.625 (0.004) 0.961 (0.002)
96 oscillating Gaussian sign-chg. 100 mid smooth 61 default beta(s,t) 0.935 (0.003) 0.985 (0.001) 0.977 (0.001) 0.782 (0.005) 0.942 (0.003) 0.700 (0.006) 0.992 (0.001)
96 oscillating Gaussian sign-chg. 100 mid smooth 61 default E(Y | X) 0.915 (0.003) 0.957 (0.002) 0.951 (0.002) 0.642 (0.005) 0.942 (0.002) 0.646 (0.004) 0.963 (0.002)
97 oscillating Poisson sign-chg. 100 mid smooth 61 default beta(s,t) 0.935 (0.003) 0.986 (0.001) 0.977 (0.001) 0.791 (0.005) 0.942 (0.003) 0.728 (0.006)
97 oscillating Poisson sign-chg. 100 mid smooth 61 default E(Y | X) 0.905 (0.003) 0.951 (0.002) 0.944 (0.002) 0.653 (0.005) 0.941 (0.002) 0.670 (0.005)
98 oscillating binary sign-chg. 100 mid smooth 61 default beta(s,t) 0.927 (0.005) 0.977 (0.002) 0.956 (0.003) 0.841 (0.007) 0.959 (0.002) 0.885 (0.005)
98 oscillating binary sign-chg. 100 mid smooth 61 default E(Y | X) 0.882 (0.005) 0.945 (0.003) 0.930 (0.003) 0.724 (0.006) 0.943 (0.002) 0.794 (0.005)
99 warp_ar1 Gaussian misreg. 100 high wiggly 61 default beta(s,t) 0.863 (0.006) 0.934 (0.003) 0.908 (0.004) 0.628 (0.007) 0.944 (0.003) 0.729 (0.006) 0.860 (0.005)
99 warp_ar1 Gaussian misreg. 100 high wiggly 61 default E(Y | X) 0.911 (0.003) 0.938 (0.003) 0.926 (0.003) 0.665 (0.005) 0.937 (0.003) 0.706 (0.005) 0.838 (0.004)
100 heteroskedastic Gaussian var(t) 40 mid smooth 61 default beta(s,t) 0.918 (0.005) 0.979 (0.003) 0.973 (0.003) 0.662 (0.009) 0.926 (0.004) 0.619 (0.009)
100 heteroskedastic Gaussian var(t) 40 mid smooth 61 default E(Y | X) 0.919 (0.004) 0.957 (0.003) 0.951 (0.003) 0.593 (0.006) 0.932 (0.003) 0.614 (0.005)
101 heteroskedastic Gaussian var(t) 100 mid smooth 61 default beta(s,t) 0.933 (0.004) 0.983 (0.002) 0.977 (0.002) 0.686 (0.008) 0.944 (0.003) 0.662 (0.007) 0.991 (0.001)
101 heteroskedastic Gaussian var(t) 100 mid smooth 61 default E(Y | X) 0.928 (0.003) 0.959 (0.002) 0.954 (0.002) 0.614 (0.005) 0.944 (0.002) 0.642 (0.005) 0.972 (0.002)
102 heteroskedastic Gaussian var(z) 40 mid smooth 61 default beta(s,t) 0.925 (0.004) 0.985 (0.002) 0.979 (0.002) 0.668 (0.009) 0.939 (0.003) 0.619 (0.009)
102 heteroskedastic Gaussian var(z) 40 mid smooth 61 default E(Y | X) 0.912 (0.004) 0.955 (0.003) 0.950 (0.003) 0.560 (0.007) 0.934 (0.003) 0.588 (0.006)
103 heteroskedastic Gaussian var(z) 100 mid smooth 61 default beta(s,t) 0.935 (0.004) 0.984 (0.001) 0.978 (0.002) 0.683 (0.009) 0.949 (0.003) 0.660 (0.008) 0.992 (0.001)
103 heteroskedastic Gaussian var(z) 100 mid smooth 61 default E(Y | X) 0.923 (0.003) 0.955 (0.002) 0.950 (0.002) 0.572 (0.006) 0.944 (0.002) 0.606 (0.005) 0.949 (0.003)
104 heteroskedastic Gaussian var(t,z) 40 mid smooth 61 default beta(s,t) 0.924 (0.005) 0.983 (0.002) 0.977 (0.002) 0.667 (0.009) 0.940 (0.003) 0.629 (0.009)
104 heteroskedastic Gaussian var(t,z) 40 mid smooth 61 default E(Y | X) 0.911 (0.004) 0.955 (0.003) 0.949 (0.003) 0.563 (0.007) 0.936 (0.003) 0.596 (0.005)
105 heteroskedastic Gaussian var(t,z) 100 mid smooth 61 default beta(s,t) 0.934 (0.004) 0.984 (0.001) 0.978 (0.002) 0.688 (0.009) 0.950 (0.003) 0.666 (0.008) 0.990 (0.001)
105 heteroskedastic Gaussian var(t,z) 100 mid smooth 61 default E(Y | X) 0.922 (0.003) 0.955 (0.002) 0.950 (0.002) 0.580 (0.006) 0.944 (0.002) 0.615 (0.005) 0.951 (0.002)
106 lowrank_covariate Gaussian iid 100 mid smooth 61 default beta(s,t) 0.986 (0.001) 0.994 (0.001) 0.953 (0.003) 0.986 (0.001) 0.991 (0.001) 0.994 (0.001)
106 lowrank_covariate Gaussian iid 100 mid smooth 61 default E(Y | X) 0.948 (0.002) 0.956 (0.002) 0.933 (0.002) 0.952 (0.002) 0.960 (0.002) 0.966 (0.001)
107 lowrank_covariate Gaussian smooth 100 mid smooth 61 default beta(s,t) 0.936 (0.004) 0.987 (0.001) 0.982 (0.002) 0.712 (0.009) 0.945 (0.003) 0.666 (0.010)
107 lowrank_covariate Gaussian smooth 100 mid smooth 61 default E(Y | X) 0.930 (0.003) 0.958 (0.002) 0.954 (0.002) 0.607 (0.005) 0.944 (0.002) 0.633 (0.005)
108 lowrank_covariate Poisson iid 100 mid smooth 61 default beta(s,t) 0.987 (0.001) 0.994 (0.001) 0.953 (0.003) 0.987 (0.001) 0.992 (0.001) 0.994 (0.001)
108 lowrank_covariate Poisson iid 100 mid smooth 61 default E(Y | X) 0.946 (0.002) 0.954 (0.002) 0.928 (0.003) 0.950 (0.002) 0.959 (0.002) 0.965 (0.002)
109 lowrank_covariate Poisson smooth 100 mid smooth 61 default beta(s,t) 0.939 (0.004) 0.989 (0.001) 0.984 (0.002) 0.735 (0.009) 0.946 (0.004) 0.693 (0.009)
109 lowrank_covariate Poisson smooth 100 mid smooth 61 default E(Y | X) 0.928 (0.003) 0.957 (0.002) 0.952 (0.002) 0.617 (0.006) 0.945 (0.002) 0.652 (0.005)
110 lowrank_covariate binary iid 100 mid smooth 61 default beta(s,t) 0.987 (0.002) 0.992 (0.001) 0.915 (0.005) 0.987 (0.002) 0.993 (0.001) 0.996 (0.001)
110 lowrank_covariate binary iid 100 mid smooth 61 default E(Y | X) 0.937 (0.003) 0.944 (0.003) 0.899 (0.004) 0.941 (0.003) 0.945 (0.003) 0.960 (0.002)
111 lowrank_covariate binary smooth 100 mid smooth 61 default beta(s,t) 0.904 (0.008) 0.977 (0.003) 0.966 (0.003) 0.734 (0.012) 0.954 (0.004) 0.789 (0.010)
111 lowrank_covariate binary smooth 100 mid smooth 61 default E(Y | X) 0.890 (0.004) 0.939 (0.003) 0.931 (0.003) 0.609 (0.007) 0.940 (0.003) 0.718 (0.005)
112 basis_size Gaussian iid 100 mid smooth 61 large beta(s,t) 0.994 (0.001) 0.997 (0.000) 0.959 (0.002) 0.994 (0.001) 0.997 (0.000) 0.998 (0.000)
112 basis_size Gaussian iid 100 mid smooth 61 large E(Y | X) 0.962 (0.001) 0.970 (0.001) 0.934 (0.002) 0.964 (0.001) 0.973 (0.001) 0.978 (0.001)
113 basis_size Gaussian iid 100 mid smooth 61 xlarge beta(s,t) 0.999 (0.000) 0.999 (0.000) 0.964 (0.002) 0.999 (0.000) 1.000 (0.000) 1.000 (0.000)
113 basis_size Gaussian iid 100 mid smooth 61 xlarge E(Y | X) 0.972 (0.001) 0.979 (0.001) 0.934 (0.002) 0.973 (0.001) 0.982 (0.001) 0.985 (0.001)
114 basis_size Gaussian smooth 100 mid smooth 61 large beta(s,t) 0.952 (0.003) 0.994 (0.001) 0.990 (0.001) 0.789 (0.006) 0.945 (0.003) 0.671 (0.007)
114 basis_size Gaussian smooth 100 mid smooth 61 large E(Y | X) 0.933 (0.003) 0.971 (0.001) 0.965 (0.002) 0.660 (0.005) 0.947 (0.002) 0.673 (0.004)
115 basis_size Gaussian smooth 100 mid smooth 61 xlarge beta(s,t) 0.967 (0.002) 0.998 (0.000) 0.995 (0.000) 0.871 (0.005) 0.954 (0.002) 0.673 (0.006)
115 basis_size Gaussian smooth 100 mid smooth 61 xlarge E(Y | X) 0.937 (0.002) 0.979 (0.001) 0.973 (0.001) 0.707 (0.005) 0.951 (0.002) 0.706 (0.003)
116 basis_size Poisson iid 100 mid smooth 61 large beta(s,t) 0.994 (0.001) 0.997 (0.000) 0.956 (0.002) 0.995 (0.001) 0.997 (0.000) 0.998 (0.000)
116 basis_size Poisson iid 100 mid smooth 61 large E(Y | X) 0.961 (0.002) 0.969 (0.001) 0.929 (0.002) 0.963 (0.002) 0.974 (0.001) 0.978 (0.001)
117 basis_size Poisson iid 100 mid smooth 61 xlarge beta(s,t) 0.999 (0.000) 0.999 (0.000) 0.961 (0.002) 0.999 (0.000) 1.000 (0.000) 1.000 (0.000)
117 basis_size Poisson iid 100 mid smooth 61 xlarge E(Y | X) 0.970 (0.001) 0.977 (0.001) 0.927 (0.002) 0.971 (0.001) 0.982 (0.001) 0.985 (0.001)
118 basis_size Poisson smooth 100 mid smooth 61 large beta(s,t) 0.953 (0.003) 0.995 (0.001) 0.990 (0.001) 0.805 (0.006) 0.948 (0.003) 0.702 (0.007)
118 basis_size Poisson smooth 100 mid smooth 61 large E(Y | X) 0.930 (0.003) 0.970 (0.001) 0.963 (0.002) 0.666 (0.005) 0.949 (0.002) 0.697 (0.004)
119 basis_size Poisson smooth 100 mid smooth 61 xlarge beta(s,t) 0.970 (0.002) 0.998 (0.000) 0.995 (0.000) 0.886 (0.005) 0.955 (0.002) 0.715 (0.006)
119 basis_size Poisson smooth 100 mid smooth 61 xlarge E(Y | X) 0.935 (0.003) 0.977 (0.001) 0.970 (0.001) 0.714 (0.005) 0.952 (0.002) 0.738 (0.003)
120 basis_size binary iid 100 mid smooth 61 large beta(s,t) 0.994 (0.001) 0.996 (0.001) 0.909 (0.004) 0.994 (0.001) 0.997 (0.000) 0.998 (0.000)
120 basis_size binary iid 100 mid smooth 61 large E(Y | X) 0.954 (0.002) 0.959 (0.002) 0.895 (0.004) 0.956 (0.002) 0.965 (0.002) 0.975 (0.001)
121 basis_size binary iid 100 mid smooth 61 xlarge beta(s,t) 0.999 (0.000) 0.999 (0.000) 0.908 (0.004) 0.999 (0.000) 0.999 (0.000) 1.000 (0.000)
121 basis_size binary iid 100 mid smooth 61 xlarge E(Y | X) 0.963 (0.002) 0.967 (0.002) 0.891 (0.004) 0.965 (0.002) 0.974 (0.001) 0.982 (0.001)
122 basis_size binary smooth 100 mid smooth 61 large beta(s,t) 0.917 (0.007) 0.990 (0.001) 0.983 (0.001) 0.785 (0.011) 0.958 (0.003) 0.789 (0.007)
122 basis_size binary smooth 100 mid smooth 61 large E(Y | X) 0.892 (0.004) 0.959 (0.002) 0.950 (0.002) 0.641 (0.007) 0.946 (0.002) 0.753 (0.004)
123 basis_size binary smooth 100 mid smooth 61 xlarge beta(s,t) 0.933 (0.007) 0.997 (0.000) 0.993 (0.001) 0.845 (0.010) 0.960 (0.002) 0.795 (0.006)
123 basis_size binary smooth 100 mid smooth 61 xlarge E(Y | X) 0.899 (0.004) 0.973 (0.002) 0.964 (0.002) 0.671 (0.007) 0.950 (0.002) 0.781 (0.003)

16.3 S2 Synthetic coverage of α(t), γ(t) and f(x,t)

Table 97: Coverage (MC SE) of α(t), γ(t) and f(x,t) per cell.
cell block family error G signal truth D basis estimand NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based
1 core Gaussian iid 40 low smooth 61 default alpha(t) 0.937 (0.005) 0.941 (0.005) 0.940 (0.005) 0.954 (0.005)
1 core Gaussian iid 40 low smooth 61 default gamma(t) 0.935 (0.007) 0.938 (0.007) 0.942 (0.006) 0.958 (0.005)
2 core Gaussian iid 100 low smooth 61 default alpha(t) 0.941 (0.005) 0.944 (0.005) 0.950 (0.005) 0.955 (0.005)
2 core Gaussian iid 100 low smooth 61 default gamma(t) 0.948 (0.005) 0.952 (0.005) 0.957 (0.005) 0.968 (0.004)
3 core Gaussian OU 40 low smooth 61 default alpha(t) 0.847 (0.014) 0.912 (0.008) 0.933 (0.007) 0.621 (0.013)
3 core Gaussian OU 40 low smooth 61 default gamma(t) 0.867 (0.011) 0.915 (0.008) 0.937 (0.007) 0.640 (0.012)
4 core Gaussian OU 100 low smooth 61 default alpha(t) 0.924 (0.007) 0.939 (0.006) 0.948 (0.005) 0.653 (0.011)
4 core Gaussian OU 100 low smooth 61 default gamma(t) 0.904 (0.008) 0.923 (0.007) 0.937 (0.006) 0.656 (0.012)
5 core Gaussian smooth 40 low smooth 61 default alpha(t) 0.871 (0.013) 0.919 (0.009) 0.930 (0.007) 0.608 (0.014)
5 core Gaussian smooth 40 low smooth 61 default gamma(t) 0.889 (0.010) 0.926 (0.008) 0.945 (0.006) 0.620 (0.014)
6 core Gaussian smooth 100 low smooth 61 default alpha(t) 0.925 (0.007) 0.941 (0.006) 0.948 (0.006) 0.635 (0.012)
6 core Gaussian smooth 100 low smooth 61 default gamma(t) 0.925 (0.007) 0.942 (0.006) 0.948 (0.006) 0.649 (0.013)
7 core Gaussian iid 40 mid smooth 61 default alpha(t) 0.940 (0.005) 0.943 (0.005) 0.947 (0.004) 0.956 (0.004)
7 core Gaussian iid 40 mid smooth 61 default gamma(t) 0.941 (0.005) 0.944 (0.005) 0.951 (0.005) 0.959 (0.004)
8 core Gaussian iid 100 mid smooth 61 default alpha(t) 0.945 (0.005) 0.949 (0.005) 0.956 (0.004) 0.956 (0.004)
8 core Gaussian iid 100 mid smooth 61 default gamma(t) 0.946 (0.005) 0.951 (0.004) 0.950 (0.005) 0.960 (0.004)
9 core Gaussian OU 40 mid smooth 61 default alpha(t) 0.924 (0.006) 0.936 (0.006) 0.940 (0.006) 0.632 (0.012)
9 core Gaussian OU 40 mid smooth 61 default gamma(t) 0.920 (0.007) 0.940 (0.006) 0.938 (0.006) 0.653 (0.011)
10 core Gaussian OU 100 mid smooth 61 default alpha(t) 0.938 (0.006) 0.945 (0.005) 0.951 (0.005) 0.659 (0.010)
10 core Gaussian OU 100 mid smooth 61 default gamma(t) 0.924 (0.006) 0.936 (0.006) 0.938 (0.006) 0.663 (0.012)
11 core Gaussian smooth 40 mid smooth 61 default alpha(t) 0.919 (0.008) 0.936 (0.007) 0.937 (0.007) 0.614 (0.013)
11 core Gaussian smooth 40 mid smooth 61 default gamma(t) 0.927 (0.007) 0.946 (0.006) 0.946 (0.006) 0.621 (0.012)
12 core Gaussian smooth 100 mid smooth 61 default alpha(t) 0.941 (0.006) 0.949 (0.005) 0.950 (0.005) 0.641 (0.011)
12 core Gaussian smooth 100 mid smooth 61 default gamma(t) 0.935 (0.006) 0.946 (0.006) 0.948 (0.005) 0.655 (0.012)
13 core Gaussian iid 40 high smooth 61 default alpha(t) 0.939 (0.004) 0.943 (0.004) 0.947 (0.004) 0.954 (0.004)
13 core Gaussian iid 40 high smooth 61 default gamma(t) 0.935 (0.005) 0.943 (0.005) 0.945 (0.005) 0.959 (0.004)
14 core Gaussian iid 100 high smooth 61 default alpha(t) 0.950 (0.004) 0.953 (0.004) 0.954 (0.004) 0.956 (0.004)
14 core Gaussian iid 100 high smooth 61 default gamma(t) 0.938 (0.005) 0.947 (0.005) 0.944 (0.005) 0.955 (0.004)
15 core Gaussian OU 40 high smooth 61 default alpha(t) 0.933 (0.006) 0.941 (0.006) 0.941 (0.005) 0.638 (0.011)
15 core Gaussian OU 40 high smooth 61 default gamma(t) 0.931 (0.006) 0.943 (0.006) 0.940 (0.006) 0.657 (0.010)
16 core Gaussian OU 100 high smooth 61 default alpha(t) 0.946 (0.005) 0.949 (0.005) 0.953 (0.005) 0.665 (0.010)
16 core Gaussian OU 100 high smooth 61 default gamma(t) 0.928 (0.006) 0.936 (0.005) 0.939 (0.005) 0.666 (0.011)
17 core Gaussian smooth 40 high smooth 61 default alpha(t) 0.930 (0.007) 0.943 (0.007) 0.940 (0.007) 0.622 (0.012)
17 core Gaussian smooth 40 high smooth 61 default gamma(t) 0.935 (0.006) 0.949 (0.006) 0.945 (0.006) 0.629 (0.012)
18 core Gaussian smooth 100 high smooth 61 default alpha(t) 0.946 (0.005) 0.954 (0.005) 0.949 (0.005) 0.646 (0.011)
18 core Gaussian smooth 100 high smooth 61 default gamma(t) 0.936 (0.006) 0.946 (0.005) 0.947 (0.005) 0.655 (0.011)
19 core Poisson iid 40 mid smooth 61 default alpha(t) 0.940 (0.005) 0.946 (0.005) 0.953 (0.004) 0.960 (0.004)
19 core Poisson iid 40 mid smooth 61 default gamma(t) 0.939 (0.005) 0.943 (0.005) 0.948 (0.005) 0.955 (0.005)
20 core Poisson iid 100 mid smooth 61 default alpha(t) 0.936 (0.005) 0.943 (0.005) 0.951 (0.005) 0.954 (0.005)
20 core Poisson iid 100 mid smooth 61 default gamma(t) 0.947 (0.005) 0.951 (0.005) 0.955 (0.005) 0.963 (0.004)
21 core Poisson OU 40 mid smooth 61 default alpha(t) 0.909 (0.007) 0.937 (0.006) 0.935 (0.006) 0.655 (0.011)
21 core Poisson OU 40 mid smooth 61 default gamma(t) 0.905 (0.009) 0.932 (0.007) 0.937 (0.006) 0.667 (0.012)
22 core Poisson OU 100 mid smooth 61 default alpha(t) 0.934 (0.006) 0.948 (0.006) 0.950 (0.005) 0.668 (0.011)
22 core Poisson OU 100 mid smooth 61 default gamma(t) 0.923 (0.007) 0.933 (0.006) 0.937 (0.006) 0.677 (0.011)
23 core Poisson smooth 40 mid smooth 61 default alpha(t) 0.913 (0.009) 0.941 (0.007) 0.933 (0.007) 0.641 (0.013)
23 core Poisson smooth 40 mid smooth 61 default gamma(t) 0.910 (0.008) 0.937 (0.007) 0.943 (0.006) 0.647 (0.012)
24 core Poisson smooth 100 mid smooth 61 default alpha(t) 0.927 (0.007) 0.948 (0.006) 0.948 (0.005) 0.665 (0.012)
24 core Poisson smooth 100 mid smooth 61 default gamma(t) 0.931 (0.006) 0.944 (0.006) 0.945 (0.005) 0.662 (0.012)
25 core Poisson iid 40 high smooth 61 default alpha(t) 0.927 (0.006) 0.946 (0.005) 0.950 (0.004) 0.961 (0.004)
25 core Poisson iid 40 high smooth 61 default gamma(t) 0.927 (0.006) 0.936 (0.005) 0.941 (0.005) 0.956 (0.005)
26 core Poisson iid 100 high smooth 61 default alpha(t) 0.926 (0.006) 0.941 (0.005) 0.948 (0.005) 0.950 (0.005)
26 core Poisson iid 100 high smooth 61 default gamma(t) 0.937 (0.005) 0.943 (0.005) 0.943 (0.005) 0.954 (0.004)
27 core Poisson OU 40 high smooth 61 default alpha(t) 0.898 (0.009) 0.946 (0.006) 0.944 (0.006) 0.677 (0.011)
27 core Poisson OU 40 high smooth 61 default gamma(t) 0.899 (0.008) 0.928 (0.006) 0.930 (0.006) 0.669 (0.011)
28 core Poisson OU 100 high smooth 61 default alpha(t) 0.918 (0.007) 0.947 (0.005) 0.947 (0.005) 0.671 (0.011)
28 core Poisson OU 100 high smooth 61 default gamma(t) 0.921 (0.007) 0.932 (0.006) 0.938 (0.006) 0.688 (0.010)
29 core Poisson smooth 40 high smooth 61 default alpha(t) 0.891 (0.009) 0.946 (0.006) 0.940 (0.006) 0.653 (0.012)
29 core Poisson smooth 40 high smooth 61 default gamma(t) 0.902 (0.007) 0.934 (0.006) 0.938 (0.006) 0.658 (0.011)
30 core Poisson smooth 100 high smooth 61 default alpha(t) 0.918 (0.007) 0.949 (0.005) 0.949 (0.005) 0.659 (0.011)
30 core Poisson smooth 100 high smooth 61 default gamma(t) 0.921 (0.006) 0.937 (0.006) 0.943 (0.005) 0.669 (0.011)
31 core binary iid 40 mid smooth 61 default alpha(t) 0.873 (0.012) 0.889 (0.012) 0.859 (0.014) 0.903 (0.013)
31 core binary iid 40 mid smooth 61 default gamma(t) 0.876 (0.012) 0.896 (0.012) 0.890 (0.011) 0.931 (0.009)
32 core binary iid 100 mid smooth 61 default alpha(t) 0.912 (0.008) 0.920 (0.007) 0.924 (0.007) 0.943 (0.006)
32 core binary iid 100 mid smooth 61 default gamma(t) 0.912 (0.009) 0.917 (0.009) 0.923 (0.008) 0.945 (0.007)
33 core binary OU 40 mid smooth 61 default alpha(t) 0.844 (0.012) 0.908 (0.009) 0.904 (0.008) 0.712 (0.014)
33 core binary OU 40 mid smooth 61 default gamma(t) 0.799 (0.014) 0.885 (0.010) 0.920 (0.009) 0.724 (0.013)
34 core binary OU 100 mid smooth 61 default alpha(t) 0.836 (0.013) 0.902 (0.008) 0.926 (0.007) 0.749 (0.011)
34 core binary OU 100 mid smooth 61 default gamma(t) 0.826 (0.014) 0.888 (0.011) 0.924 (0.008) 0.740 (0.012)
35 core binary smooth 40 mid smooth 61 default alpha(t) 0.874 (0.011) 0.931 (0.008) 0.885 (0.010) 0.668 (0.016)
35 core binary smooth 40 mid smooth 61 default gamma(t) 0.838 (0.012) 0.915 (0.009) 0.922 (0.008) 0.691 (0.015)
36 core binary smooth 100 mid smooth 61 default alpha(t) 0.856 (0.012) 0.908 (0.008) 0.920 (0.008) 0.702 (0.013)
36 core binary smooth 100 mid smooth 61 default gamma(t) 0.854 (0.012) 0.914 (0.009) 0.939 (0.007) 0.730 (0.013)
37 core binary iid 40 high smooth 61 default alpha(t) 0.920 (0.007) 0.929 (0.007) 0.938 (0.006) 0.956 (0.005)
37 core binary iid 40 high smooth 61 default gamma(t) 0.910 (0.009) 0.918 (0.008) 0.921 (0.008) 0.942 (0.007)
38 core binary iid 100 high smooth 61 default alpha(t) 0.933 (0.006) 0.938 (0.005) 0.949 (0.005) 0.958 (0.004)
38 core binary iid 100 high smooth 61 default gamma(t) 0.922 (0.007) 0.926 (0.007) 0.935 (0.006) 0.948 (0.005)
39 core binary OU 40 high smooth 61 default alpha(t) 0.835 (0.015) 0.910 (0.009) 0.907 (0.008) 0.747 (0.011)
39 core binary OU 40 high smooth 61 default gamma(t) 0.817 (0.014) 0.892 (0.009) 0.929 (0.008) 0.746 (0.012)
40 core binary OU 100 high smooth 61 default alpha(t) 0.909 (0.007) 0.934 (0.006) 0.937 (0.006) 0.759 (0.011)
40 core binary OU 100 high smooth 61 default gamma(t) 0.893 (0.009) 0.917 (0.007) 0.941 (0.005) 0.758 (0.010)
41 core binary smooth 40 high smooth 61 default alpha(t) 0.859 (0.011) 0.929 (0.007) 0.903 (0.008) 0.686 (0.013)
41 core binary smooth 40 high smooth 61 default gamma(t) 0.833 (0.012) 0.902 (0.009) 0.919 (0.008) 0.716 (0.013)
42 core binary smooth 100 high smooth 61 default alpha(t) 0.891 (0.008) 0.932 (0.006) 0.929 (0.007) 0.730 (0.011)
42 core binary smooth 100 high smooth 61 default gamma(t) 0.895 (0.009) 0.926 (0.007) 0.940 (0.006) 0.737 (0.011)
43 warp Gaussian misreg. 40 high smooth 61 default alpha(t) 0.932 (0.008) 0.940 (0.008) 0.943 (0.007) 0.766 (0.013)
43 warp Gaussian misreg. 40 high smooth 61 default gamma(t) 0.903 (0.009) 0.927 (0.008) 0.929 (0.007) 0.718 (0.013)
44 warp Gaussian misreg. 40 high wiggly 61 default alpha(t) 0.924 (0.008) 0.941 (0.007) 0.949 (0.006) 0.754 (0.012)
44 warp Gaussian misreg. 40 high wiggly 61 default gamma(t) 0.872 (0.009) 0.912 (0.007) 0.915 (0.007) 0.678 (0.011)
45 warp Gaussian misreg. 100 high smooth 61 default alpha(t) 0.948 (0.007) 0.952 (0.007) 0.953 (0.007) 0.766 (0.012)
45 warp Gaussian misreg. 100 high smooth 61 default gamma(t) 0.920 (0.007) 0.930 (0.007) 0.933 (0.007) 0.719 (0.013)
46 warp Gaussian misreg. 100 high wiggly 61 default alpha(t) 0.943 (0.007) 0.950 (0.006) 0.949 (0.006) 0.732 (0.011)
46 warp Gaussian misreg. 100 high wiggly 61 default gamma(t) 0.923 (0.006) 0.930 (0.006) 0.928 (0.006) 0.692 (0.013)
55 dense_grid Gaussian iid 100 mid smooth 241 default alpha(t) 0.943 (0.004) 0.949 (0.004) 0.951 (0.004) 0.952 (0.004)
55 dense_grid Gaussian iid 100 mid smooth 241 default gamma(t) 0.933 (0.004) 0.939 (0.004) 0.943 (0.004) 0.951 (0.004)
56 dense_grid Gaussian OU 100 mid smooth 241 default alpha(t) 0.941 (0.005) 0.953 (0.004) 0.953 (0.005) 0.382 (0.009)
56 dense_grid Gaussian OU 100 mid smooth 241 default gamma(t) 0.919 (0.006) 0.936 (0.006) 0.936 (0.006) 0.397 (0.011)
57 dense_grid Gaussian smooth 100 mid smooth 241 default alpha(t) 0.938 (0.006) 0.954 (0.005) 0.947 (0.005) 0.373 (0.010)
57 dense_grid Gaussian smooth 100 mid smooth 241 default gamma(t) 0.930 (0.006) 0.950 (0.006) 0.947 (0.005) 0.369 (0.010)
58 dense_grid Poisson iid 100 mid smooth 241 default alpha(t) 0.943 (0.005) 0.951 (0.004) 0.951 (0.004) 0.954 (0.004)
58 dense_grid Poisson iid 100 mid smooth 241 default gamma(t) 0.935 (0.005) 0.942 (0.004) 0.948 (0.004) 0.957 (0.004)
59 dense_grid Poisson OU 100 mid smooth 241 default alpha(t) 0.932 (0.006) 0.956 (0.005) 0.952 (0.005) 0.397 (0.010)
59 dense_grid Poisson OU 100 mid smooth 241 default gamma(t) 0.915 (0.007) 0.934 (0.006) 0.936 (0.006) 0.411 (0.010)
60 dense_grid Poisson smooth 100 mid smooth 241 default alpha(t) 0.925 (0.007) 0.953 (0.005) 0.947 (0.005) 0.380 (0.010)
60 dense_grid Poisson smooth 100 mid smooth 241 default gamma(t) 0.923 (0.006) 0.948 (0.005) 0.947 (0.005) 0.387 (0.010)
61 dense_grid binary iid 100 mid smooth 241 default alpha(t) 0.940 (0.005) 0.945 (0.005) 0.951 (0.005) 0.957 (0.004)
61 dense_grid binary iid 100 mid smooth 241 default gamma(t) 0.942 (0.005) 0.944 (0.005) 0.951 (0.005) 0.960 (0.004)
62 dense_grid binary OU 100 mid smooth 241 default alpha(t) 0.831 (0.013) 0.928 (0.007) 0.919 (0.007) 0.447 (0.012)
62 dense_grid binary OU 100 mid smooth 241 default gamma(t) 0.813 (0.014) 0.913 (0.008) 0.941 (0.006) 0.474 (0.011)
63 dense_grid binary smooth 100 mid smooth 241 default alpha(t) 0.843 (0.012) 0.938 (0.005) 0.920 (0.007) 0.410 (0.011)
63 dense_grid binary smooth 100 mid smooth 241 default gamma(t) 0.843 (0.012) 0.932 (0.007) 0.943 (0.005) 0.445 (0.011)
64 rough_truth Gaussian iid 100 low wiggly 61 default alpha(t) 0.941 (0.005) 0.944 (0.005) 0.952 (0.005) 0.955 (0.004)
64 rough_truth Gaussian iid 100 low wiggly 61 default gamma(t) 0.939 (0.005) 0.943 (0.004) 0.942 (0.005) 0.952 (0.004)
65 rough_truth Gaussian smooth 100 low wiggly 61 default alpha(t) 0.925 (0.007) 0.940 (0.006) 0.947 (0.006) 0.634 (0.012)
65 rough_truth Gaussian smooth 100 low wiggly 61 default gamma(t) 0.928 (0.007) 0.938 (0.006) 0.942 (0.006) 0.642 (0.012)
66 rough_truth Gaussian iid 100 mid wiggly 61 default alpha(t) 0.945 (0.005) 0.950 (0.004) 0.956 (0.004) 0.956 (0.004)
66 rough_truth Gaussian iid 100 mid wiggly 61 default gamma(t) 0.940 (0.005) 0.944 (0.004) 0.945 (0.004) 0.954 (0.004)
67 rough_truth Gaussian smooth 100 mid wiggly 61 default alpha(t) 0.937 (0.006) 0.947 (0.005) 0.950 (0.005) 0.642 (0.012)
67 rough_truth Gaussian smooth 100 mid wiggly 61 default gamma(t) 0.937 (0.006) 0.943 (0.006) 0.947 (0.006) 0.652 (0.012)
68 rough_truth Gaussian iid 100 high wiggly 61 default alpha(t) 0.948 (0.004) 0.952 (0.004) 0.955 (0.004) 0.957 (0.004)
68 rough_truth Gaussian iid 100 high wiggly 61 default gamma(t) 0.938 (0.005) 0.941 (0.005) 0.945 (0.004) 0.954 (0.004)
69 rough_truth Gaussian smooth 100 high wiggly 61 default alpha(t) 0.945 (0.005) 0.950 (0.005) 0.950 (0.005) 0.648 (0.011)
69 rough_truth Gaussian smooth 100 high wiggly 61 default gamma(t) 0.944 (0.005) 0.947 (0.005) 0.947 (0.005) 0.657 (0.011)
70 rough_truth Poisson iid 100 mid wiggly 61 default alpha(t) 0.941 (0.005) 0.946 (0.005) 0.952 (0.005) 0.952 (0.004)
70 rough_truth Poisson iid 100 mid wiggly 61 default gamma(t) 0.936 (0.005) 0.941 (0.005) 0.942 (0.005) 0.952 (0.005)
71 rough_truth Poisson smooth 100 mid wiggly 61 default alpha(t) 0.936 (0.006) 0.944 (0.006) 0.950 (0.005) 0.666 (0.012)
71 rough_truth Poisson smooth 100 mid wiggly 61 default gamma(t) 0.930 (0.006) 0.938 (0.006) 0.945 (0.005) 0.670 (0.011)
72 rough_truth Poisson iid 100 high wiggly 61 default alpha(t) 0.936 (0.006) 0.950 (0.005) 0.950 (0.005) 0.952 (0.005)
72 rough_truth Poisson iid 100 high wiggly 61 default gamma(t) 0.937 (0.005) 0.945 (0.005) 0.945 (0.004) 0.955 (0.004)
73 rough_truth Poisson smooth 100 high wiggly 61 default alpha(t) 0.939 (0.006) 0.952 (0.005) 0.948 (0.005) 0.668 (0.012)
73 rough_truth Poisson smooth 100 high wiggly 61 default gamma(t) 0.924 (0.006) 0.937 (0.005) 0.943 (0.005) 0.678 (0.011)
74 rough_truth binary iid 100 mid wiggly 61 default alpha(t) 0.920 (0.008) 0.926 (0.008) 0.921 (0.007) 0.942 (0.006)
74 rough_truth binary iid 100 mid wiggly 61 default gamma(t) 0.897 (0.008) 0.906 (0.008) 0.877 (0.008) 0.907 (0.007)
75 rough_truth binary smooth 100 mid wiggly 61 default alpha(t) 0.862 (0.012) 0.914 (0.008) 0.920 (0.007) 0.708 (0.013)
75 rough_truth binary smooth 100 mid wiggly 61 default gamma(t) 0.839 (0.011) 0.904 (0.007) 0.931 (0.006) 0.720 (0.012)
76 rough_truth binary iid 100 high wiggly 61 default alpha(t) 0.939 (0.005) 0.942 (0.005) 0.947 (0.005) 0.957 (0.004)
76 rough_truth binary iid 100 high wiggly 61 default gamma(t) 0.918 (0.006) 0.923 (0.006) 0.916 (0.006) 0.928 (0.006)
77 rough_truth binary smooth 100 high wiggly 61 default alpha(t) 0.892 (0.008) 0.935 (0.006) 0.932 (0.006) 0.729 (0.011)
77 rough_truth binary smooth 100 high wiggly 61 default gamma(t) 0.902 (0.008) 0.927 (0.006) 0.938 (0.006) 0.745 (0.011)
78 term_type Gaussian iid 100 mid smooth 61 default f(x,t) 0.975 (0.001) 0.983 (0.001) 0.971 (0.002) 0.976 (0.001)
78 term_type Gaussian iid 100 mid smooth 61 default gamma(t) 0.946 (0.005) 0.951 (0.005) 0.952 (0.004) 0.962 (0.004)
79 term_type Gaussian OU 100 mid smooth 61 default f(x,t) 0.940 (0.003) 0.975 (0.002) 0.945 (0.002) 0.677 (0.005)
79 term_type Gaussian OU 100 mid smooth 61 default gamma(t) 0.925 (0.007) 0.935 (0.006) 0.938 (0.006) 0.661 (0.012)
80 term_type Gaussian smooth 100 mid smooth 61 default f(x,t) 0.939 (0.003) 0.973 (0.002) 0.942 (0.003) 0.650 (0.005)
80 term_type Gaussian smooth 100 mid smooth 61 default gamma(t) 0.935 (0.007) 0.947 (0.006) 0.950 (0.005) 0.648 (0.012)
81 term_type Poisson iid 100 mid smooth 61 default f(x,t) 0.967 (0.002) 0.976 (0.001) 0.973 (0.001) 0.978 (0.001)
81 term_type Poisson iid 100 mid smooth 61 default gamma(t) 0.942 (0.005) 0.946 (0.005) 0.949 (0.005) 0.959 (0.004)
82 term_type Poisson OU 100 mid smooth 61 default f(x,t) 0.920 (0.004) 0.964 (0.002) 0.945 (0.002) 0.697 (0.005)
82 term_type Poisson OU 100 mid smooth 61 default gamma(t) 0.920 (0.007) 0.932 (0.006) 0.938 (0.006) 0.673 (0.011)
83 term_type Poisson smooth 100 mid smooth 61 default f(x,t) 0.922 (0.004) 0.965 (0.002) 0.943 (0.003) 0.671 (0.005)
83 term_type Poisson smooth 100 mid smooth 61 default gamma(t) 0.931 (0.006) 0.942 (0.006) 0.946 (0.005) 0.664 (0.012)
84 term_type binary iid 100 mid smooth 61 default f(x,t) 0.969 (0.002) 0.976 (0.002) 0.982 (0.001) 0.988 (0.001)
84 term_type binary iid 100 mid smooth 61 default gamma(t) 0.922 (0.008) 0.929 (0.008) 0.930 (0.007) 0.952 (0.006)
85 term_type binary OU 100 mid smooth 61 default f(x,t) 0.885 (0.008) 0.958 (0.004) 0.949 (0.003) 0.791 (0.005)
85 term_type binary OU 100 mid smooth 61 default gamma(t) 0.834 (0.014) 0.889 (0.011) 0.925 (0.008) 0.729 (0.013)
86 term_type binary smooth 100 mid smooth 61 default f(x,t) 0.895 (0.008) 0.966 (0.003) 0.945 (0.003) 0.754 (0.006)
86 term_type binary smooth 100 mid smooth 61 default gamma(t) 0.850 (0.012) 0.910 (0.009) 0.943 (0.006) 0.723 (0.013)
87 families scaled t iid 100 mid smooth 61 default alpha(t) 0.947 (0.004) 0.950 (0.004) 0.954 (0.004) 0.955 (0.004)
87 families scaled t iid 100 mid smooth 61 default gamma(t) 0.946 (0.005) 0.950 (0.004) 0.950 (0.004) 0.956 (0.004)
88 families scaled t smooth 100 mid smooth 61 default alpha(t) 0.947 (0.005) 0.955 (0.005) 0.951 (0.005) 0.651 (0.012)
88 families scaled t smooth 100 mid smooth 61 default gamma(t) 0.944 (0.006) 0.952 (0.005) 0.950 (0.005) 0.668 (0.012)
89 families beta iid 100 mid smooth 61 default alpha(t) 0.940 (0.005) 0.946 (0.005) 0.950 (0.004) 0.958 (0.004)
89 families beta iid 100 mid smooth 61 default gamma(t) 0.939 (0.005) 0.946 (0.004) 0.950 (0.004) 0.959 (0.004)
90 families beta smooth 100 mid smooth 61 default alpha(t) 0.935 (0.006) 0.948 (0.005) 0.945 (0.005) 0.642 (0.012)
90 families beta smooth 100 mid smooth 61 default gamma(t) 0.931 (0.006) 0.943 (0.006) 0.946 (0.005) 0.656 (0.012)
91 families negative binomial iid 100 mid smooth 61 default alpha(t) 0.935 (0.005) 0.943 (0.005) 0.950 (0.005) 0.954 (0.004)
91 families negative binomial iid 100 mid smooth 61 default gamma(t) 0.948 (0.005) 0.953 (0.005) 0.957 (0.005) 0.965 (0.004)
92 families negative binomial smooth 100 mid smooth 61 default alpha(t) 0.924 (0.007) 0.943 (0.006) 0.942 (0.006) 0.647 (0.012)
92 families negative binomial smooth 100 mid smooth 61 default gamma(t) 0.926 (0.007) 0.940 (0.006) 0.943 (0.005) 0.658 (0.012)
93 families negative binomial iid 100 mid smooth 61 default alpha(t) 0.923 (0.006) 0.941 (0.005) 0.950 (0.005) 0.896 (0.007)
93 families negative binomial iid 100 mid smooth 61 default gamma(t) 0.927 (0.006) 0.939 (0.005) 0.948 (0.005) 0.881 (0.007)
94 families negative binomial smooth 100 mid smooth 61 default alpha(t) 0.915 (0.007) 0.948 (0.006) 0.942 (0.006) 0.554 (0.011)
94 families negative binomial smooth 100 mid smooth 61 default gamma(t) 0.909 (0.008) 0.935 (0.006) 0.942 (0.005) 0.541 (0.012)
95 ar1_home Gaussian AR(1) 100 mid smooth 61 default alpha(t) 0.939 (0.005) 0.949 (0.005) 0.955 (0.005) 0.636 (0.011)
95 ar1_home Gaussian AR(1) 100 mid smooth 61 default gamma(t) 0.921 (0.006) 0.933 (0.006) 0.937 (0.006) 0.645 (0.012)
96 oscillating Gaussian sign-chg. 100 mid smooth 61 default alpha(t) 0.905 (0.007) 0.941 (0.006) 0.951 (0.005) 0.633 (0.011)
96 oscillating Gaussian sign-chg. 100 mid smooth 61 default gamma(t) 0.902 (0.007) 0.935 (0.006) 0.944 (0.005) 0.645 (0.012)
97 oscillating Poisson sign-chg. 100 mid smooth 61 default alpha(t) 0.885 (0.009) 0.937 (0.006) 0.947 (0.005) 0.656 (0.011)
97 oscillating Poisson sign-chg. 100 mid smooth 61 default gamma(t) 0.882 (0.008) 0.918 (0.007) 0.939 (0.006) 0.673 (0.011)
98 oscillating binary sign-chg. 100 mid smooth 61 default alpha(t) 0.844 (0.012) 0.918 (0.007) 0.934 (0.006) 0.768 (0.010)
98 oscillating binary sign-chg. 100 mid smooth 61 default gamma(t) 0.810 (0.012) 0.904 (0.008) 0.937 (0.006) 0.790 (0.010)
99 warp_ar1 Gaussian misreg. 100 high wiggly 61 default alpha(t) 0.943 (0.007) 0.950 (0.006) 0.949 (0.006) 0.732 (0.011)
99 warp_ar1 Gaussian misreg. 100 high wiggly 61 default gamma(t) 0.923 (0.006) 0.930 (0.006) 0.928 (0.006) 0.692 (0.013)
100 heteroskedastic Gaussian var(t) 40 mid smooth 61 default alpha(t) 0.922 (0.008) 0.937 (0.007) 0.939 (0.006) 0.630 (0.013)
100 heteroskedastic Gaussian var(t) 40 mid smooth 61 default gamma(t) 0.925 (0.007) 0.945 (0.006) 0.944 (0.006) 0.632 (0.012)
101 heteroskedastic Gaussian var(t) 100 mid smooth 61 default alpha(t) 0.943 (0.005) 0.952 (0.005) 0.951 (0.005) 0.650 (0.011)
101 heteroskedastic Gaussian var(t) 100 mid smooth 61 default gamma(t) 0.932 (0.006) 0.943 (0.006) 0.947 (0.005) 0.661 (0.012)
102 heteroskedastic Gaussian var(z) 40 mid smooth 61 default alpha(t) 0.913 (0.008) 0.935 (0.007) 0.930 (0.007) 0.618 (0.014)
102 heteroskedastic Gaussian var(z) 40 mid smooth 61 default gamma(t) 0.898 (0.009) 0.931 (0.007) 0.926 (0.007) 0.490 (0.014)
103 heteroskedastic Gaussian var(z) 100 mid smooth 61 default alpha(t) 0.936 (0.006) 0.946 (0.005) 0.945 (0.005) 0.647 (0.012)
103 heteroskedastic Gaussian var(z) 100 mid smooth 61 default gamma(t) 0.920 (0.007) 0.945 (0.005) 0.938 (0.006) 0.494 (0.013)
104 heteroskedastic Gaussian var(t,z) 40 mid smooth 61 default alpha(t) 0.917 (0.007) 0.936 (0.007) 0.935 (0.006) 0.629 (0.014)
104 heteroskedastic Gaussian var(t,z) 40 mid smooth 61 default gamma(t) 0.893 (0.009) 0.930 (0.007) 0.925 (0.007) 0.502 (0.014)
105 heteroskedastic Gaussian var(t,z) 100 mid smooth 61 default alpha(t) 0.939 (0.006) 0.949 (0.005) 0.947 (0.005) 0.655 (0.012)
105 heteroskedastic Gaussian var(t,z) 100 mid smooth 61 default gamma(t) 0.920 (0.006) 0.944 (0.006) 0.940 (0.005) 0.510 (0.013)
106 lowrank_covariate Gaussian iid 100 mid smooth 61 default alpha(t) 0.945 (0.005) 0.950 (0.005) 0.956 (0.004) 0.956 (0.004)
106 lowrank_covariate Gaussian iid 100 mid smooth 61 default gamma(t) 0.946 (0.005) 0.951 (0.004) 0.950 (0.005) 0.960 (0.004)
107 lowrank_covariate Gaussian smooth 100 mid smooth 61 default alpha(t) 0.939 (0.006) 0.950 (0.005) 0.949 (0.005) 0.642 (0.011)
107 lowrank_covariate Gaussian smooth 100 mid smooth 61 default gamma(t) 0.934 (0.006) 0.946 (0.006) 0.949 (0.005) 0.655 (0.012)
108 lowrank_covariate Poisson iid 100 mid smooth 61 default alpha(t) 0.937 (0.005) 0.942 (0.005) 0.952 (0.005) 0.952 (0.005)
108 lowrank_covariate Poisson iid 100 mid smooth 61 default gamma(t) 0.948 (0.005) 0.950 (0.005) 0.955 (0.005) 0.963 (0.004)
109 lowrank_covariate Poisson smooth 100 mid smooth 61 default alpha(t) 0.928 (0.007) 0.948 (0.006) 0.947 (0.006) 0.667 (0.012)
109 lowrank_covariate Poisson smooth 100 mid smooth 61 default gamma(t) 0.932 (0.006) 0.944 (0.006) 0.945 (0.005) 0.663 (0.012)
110 lowrank_covariate binary iid 100 mid smooth 61 default alpha(t) 0.917 (0.007) 0.921 (0.007) 0.923 (0.007) 0.942 (0.006)
110 lowrank_covariate binary iid 100 mid smooth 61 default gamma(t) 0.910 (0.009) 0.917 (0.009) 0.922 (0.008) 0.944 (0.007)
111 lowrank_covariate binary smooth 100 mid smooth 61 default alpha(t) 0.868 (0.011) 0.913 (0.008) 0.922 (0.007) 0.702 (0.013)
111 lowrank_covariate binary smooth 100 mid smooth 61 default gamma(t) 0.867 (0.011) 0.915 (0.008) 0.940 (0.007) 0.731 (0.013)
112 basis_size Gaussian iid 100 mid smooth 61 large alpha(t) 0.955 (0.004) 0.961 (0.004) 0.965 (0.003) 0.968 (0.003)
112 basis_size Gaussian iid 100 mid smooth 61 large gamma(t) 0.952 (0.004) 0.960 (0.004) 0.963 (0.003) 0.971 (0.003)
113 basis_size Gaussian iid 100 mid smooth 61 xlarge alpha(t) 0.966 (0.003) 0.971 (0.003) 0.975 (0.002) 0.978 (0.002)
113 basis_size Gaussian iid 100 mid smooth 61 xlarge gamma(t) 0.960 (0.003) 0.968 (0.003) 0.973 (0.003) 0.976 (0.002)
114 basis_size Gaussian smooth 100 mid smooth 61 large alpha(t) 0.941 (0.005) 0.956 (0.005) 0.950 (0.005) 0.697 (0.010)
114 basis_size Gaussian smooth 100 mid smooth 61 large gamma(t) 0.932 (0.006) 0.949 (0.005) 0.950 (0.005) 0.703 (0.011)
115 basis_size Gaussian smooth 100 mid smooth 61 xlarge alpha(t) 0.944 (0.005) 0.960 (0.004) 0.954 (0.004) 0.739 (0.010)
115 basis_size Gaussian smooth 100 mid smooth 61 xlarge gamma(t) 0.934 (0.006) 0.955 (0.005) 0.950 (0.005) 0.734 (0.011)
116 basis_size Poisson iid 100 mid smooth 61 large alpha(t) 0.946 (0.005) 0.955 (0.004) 0.964 (0.004) 0.968 (0.003)
116 basis_size Poisson iid 100 mid smooth 61 large gamma(t) 0.951 (0.004) 0.955 (0.004) 0.964 (0.003) 0.971 (0.003)
117 basis_size Poisson iid 100 mid smooth 61 xlarge alpha(t) 0.958 (0.004) 0.968 (0.003) 0.975 (0.003) 0.978 (0.002)
117 basis_size Poisson iid 100 mid smooth 61 xlarge gamma(t) 0.959 (0.004) 0.964 (0.003) 0.973 (0.003) 0.978 (0.002)
118 basis_size Poisson smooth 100 mid smooth 61 large alpha(t) 0.927 (0.007) 0.956 (0.005) 0.949 (0.005) 0.716 (0.010)
118 basis_size Poisson smooth 100 mid smooth 61 large gamma(t) 0.928 (0.006) 0.943 (0.005) 0.950 (0.005) 0.723 (0.010)
119 basis_size Poisson smooth 100 mid smooth 61 xlarge alpha(t) 0.931 (0.007) 0.963 (0.005) 0.950 (0.005) 0.752 (0.010)
119 basis_size Poisson smooth 100 mid smooth 61 xlarge gamma(t) 0.929 (0.006) 0.947 (0.005) 0.953 (0.005) 0.769 (0.010)
120 basis_size binary iid 100 mid smooth 61 large alpha(t) 0.933 (0.006) 0.938 (0.006) 0.944 (0.006) 0.961 (0.005)
120 basis_size binary iid 100 mid smooth 61 large gamma(t) 0.921 (0.008) 0.926 (0.008) 0.936 (0.007) 0.958 (0.006)
121 basis_size binary iid 100 mid smooth 61 xlarge alpha(t) 0.937 (0.007) 0.945 (0.006) 0.956 (0.005) 0.969 (0.004)
121 basis_size binary iid 100 mid smooth 61 xlarge gamma(t) 0.928 (0.008) 0.934 (0.007) 0.949 (0.006) 0.966 (0.005)
122 basis_size binary smooth 100 mid smooth 61 large alpha(t) 0.866 (0.011) 0.921 (0.008) 0.915 (0.007) 0.728 (0.013)
122 basis_size binary smooth 100 mid smooth 61 large gamma(t) 0.865 (0.011) 0.923 (0.009) 0.942 (0.006) 0.762 (0.012)
123 basis_size binary smooth 100 mid smooth 61 xlarge alpha(t) 0.877 (0.011) 0.936 (0.006) 0.899 (0.008) 0.713 (0.014)
123 basis_size binary smooth 100 mid smooth 61 xlarge gamma(t) 0.872 (0.011) 0.929 (0.008) 0.946 (0.006) 0.779 (0.013)

16.4 S3 Synthetic MSE per cell

Table 98: Integrated MSE of the REML and NCV fits per cell and estimand and their paired ratio with 95% bootstrap interval; the squared-bias/variance split with MC SEs is in the CSV.
cell block family error G signal truth basis estimand MSE NCV MSE REML ratio NCV/REML
1 core Gaussian iid 40 low smooth default alpha(t) 0.014 0.013 1.06 [1.03, 1.09]
1 core Gaussian iid 40 low smooth default beta(s,t) 0.158 0.168 0.94 [0.86, 1.04]
1 core Gaussian iid 40 low smooth default gamma(t) 0.013 0.013 1.06 [1.04, 1.09]
1 core Gaussian iid 40 low smooth default E(Y | X) 0.064 0.062 1.03 [1.01, 1.04]
2 core Gaussian iid 100 low smooth default alpha(t) 0.006 0.006 1.05 [1.02, 1.08]
2 core Gaussian iid 100 low smooth default beta(s,t) 0.078 0.093 0.84 [0.77, 0.91]
2 core Gaussian iid 100 low smooth default gamma(t) 0.006 0.005 1.06 [1.03, 1.09]
2 core Gaussian iid 100 low smooth default E(Y | X) 0.027 0.027 1.00 [0.98, 1.01]
3 core Gaussian OU 40 low smooth default alpha(t) 0.067 0.066 1.02 [0.95, 1.08]
3 core Gaussian OU 40 low smooth default beta(s,t) 0.961 8.149 0.12 [0.09, 0.15]
3 core Gaussian OU 40 low smooth default gamma(t) 0.061 0.062 0.98 [0.92, 1.04]
3 core Gaussian OU 40 low smooth default E(Y | X) 0.296 0.480 0.62 [0.59, 0.64]
4 core Gaussian OU 100 low smooth default alpha(t) 0.024 0.024 0.97 [0.94, 1.00]
4 core Gaussian OU 100 low smooth default beta(s,t) 0.359 2.396 0.15 [0.13, 0.17]
4 core Gaussian OU 100 low smooth default gamma(t) 0.024 0.025 0.97 [0.94, 1.00]
4 core Gaussian OU 100 low smooth default E(Y | X) 0.116 0.172 0.68 [0.66, 0.70]
5 core Gaussian smooth 40 low smooth default alpha(t) 0.069 0.073 0.95 [0.90, 1.01]
5 core Gaussian smooth 40 low smooth default beta(s,t) 0.942 10.481 0.09 [0.07, 0.11]
5 core Gaussian smooth 40 low smooth default gamma(t) 0.062 0.067 0.92 [0.87, 0.98]
5 core Gaussian smooth 40 low smooth default E(Y | X) 0.306 0.527 0.58 [0.56, 0.61]
6 core Gaussian smooth 100 low smooth default alpha(t) 0.025 0.026 0.98 [0.94, 1.03]
6 core Gaussian smooth 100 low smooth default beta(s,t) 0.350 2.814 0.12 [0.10, 0.15]
6 core Gaussian smooth 100 low smooth default gamma(t) 0.024 0.025 0.93 [0.91, 0.96]
6 core Gaussian smooth 100 low smooth default E(Y | X) 0.121 0.183 0.66 [0.64, 0.68]
7 core Gaussian iid 40 mid smooth default alpha(t) 0.004 0.004 1.04 [1.01, 1.06]
7 core Gaussian iid 40 mid smooth default beta(s,t) 0.063 0.074 0.85 [0.70, 1.13]
7 core Gaussian iid 40 mid smooth default gamma(t) 0.004 0.004 1.04 [1.02, 1.06]
7 core Gaussian iid 40 mid smooth default E(Y | X) 0.019 0.020 0.98 [0.96, 1.00]
8 core Gaussian iid 100 mid smooth default alpha(t) 0.002 0.002 1.04 [1.02, 1.07]
8 core Gaussian iid 100 mid smooth default beta(s,t) 0.027 0.041 0.65 [0.62, 0.68]
8 core Gaussian iid 100 mid smooth default gamma(t) 0.002 0.002 1.04 [1.02, 1.07]
8 core Gaussian iid 100 mid smooth default E(Y | X) 0.008 0.008 0.96 [0.95, 0.97]
9 core Gaussian OU 40 mid smooth default alpha(t) 0.017 0.018 0.93 [0.90, 0.96]
9 core Gaussian OU 40 mid smooth default beta(s,t) 0.279 2.186 0.13 [0.10, 0.16]
9 core Gaussian OU 40 mid smooth default gamma(t) 0.016 0.017 0.93 [0.90, 0.97]
9 core Gaussian OU 40 mid smooth default E(Y | X) 0.080 0.130 0.62 [0.59, 0.64]
10 core Gaussian OU 100 mid smooth default alpha(t) 0.006 0.007 0.96 [0.95, 0.98]
10 core Gaussian OU 100 mid smooth default beta(s,t) 0.112 0.647 0.17 [0.15, 0.20]
10 core Gaussian OU 100 mid smooth default gamma(t) 0.006 0.007 0.97 [0.94, 0.99]
10 core Gaussian OU 100 mid smooth default E(Y | X) 0.032 0.046 0.70 [0.68, 0.72]
11 core Gaussian smooth 40 mid smooth default alpha(t) 0.018 0.020 0.91 [0.87, 0.95]
11 core Gaussian smooth 40 mid smooth default beta(s,t) 0.263 2.750 0.10 [0.08, 0.12]
11 core Gaussian smooth 40 mid smooth default gamma(t) 0.016 0.018 0.89 [0.85, 0.93]
11 core Gaussian smooth 40 mid smooth default E(Y | X) 0.083 0.142 0.59 [0.57, 0.61]
12 core Gaussian smooth 100 mid smooth default alpha(t) 0.007 0.007 0.97 [0.94, 0.99]
12 core Gaussian smooth 100 mid smooth default beta(s,t) 0.118 0.752 0.16 [0.13, 0.19]
12 core Gaussian smooth 100 mid smooth default gamma(t) 0.007 0.007 0.95 [0.92, 0.97]
12 core Gaussian smooth 100 mid smooth default E(Y | X) 0.034 0.049 0.69 [0.67, 0.71]
13 core Gaussian iid 40 high smooth default alpha(t) 0.001 0.001 1.03 [1.01, 1.05]
13 core Gaussian iid 40 high smooth default beta(s,t) 0.020 0.033 0.62 [0.58, 0.67]
13 core Gaussian iid 40 high smooth default gamma(t) 0.001 0.001 1.04 [1.01, 1.06]
13 core Gaussian iid 40 high smooth default E(Y | X) 0.006 0.006 0.94 [0.92, 0.95]
14 core Gaussian iid 100 high smooth default alpha(t) 0.000 0.000 1.03 [1.01, 1.05]
14 core Gaussian iid 100 high smooth default beta(s,t) 0.010 0.018 0.55 [0.53, 0.57]
14 core Gaussian iid 100 high smooth default gamma(t) 0.000 0.000 1.07 [1.04, 1.10]
14 core Gaussian iid 100 high smooth default E(Y | X) 0.002 0.003 0.93 [0.92, 0.94]
15 core Gaussian OU 40 high smooth default alpha(t) 0.004 0.005 0.93 [0.90, 0.96]
15 core Gaussian OU 40 high smooth default beta(s,t) 0.074 0.618 0.12 [0.10, 0.14]
15 core Gaussian OU 40 high smooth default gamma(t) 0.004 0.005 0.93 [0.90, 0.96]
15 core Gaussian OU 40 high smooth default E(Y | X) 0.022 0.035 0.63 [0.61, 0.65]
16 core Gaussian OU 100 high smooth default alpha(t) 0.002 0.002 0.98 [0.96, 1.00]
16 core Gaussian OU 100 high smooth default beta(s,t) 0.038 0.190 0.20 [0.17, 0.23]
16 core Gaussian OU 100 high smooth default gamma(t) 0.002 0.002 0.99 [0.97, 1.01]
16 core Gaussian OU 100 high smooth default E(Y | X) 0.009 0.013 0.72 [0.71, 0.74]
17 core Gaussian smooth 40 high smooth default alpha(t) 0.005 0.005 0.91 [0.88, 0.95]
17 core Gaussian smooth 40 high smooth default beta(s,t) 0.080 0.753 0.11 [0.09, 0.13]
17 core Gaussian smooth 40 high smooth default gamma(t) 0.004 0.005 0.91 [0.87, 0.94]
17 core Gaussian smooth 40 high smooth default E(Y | X) 0.023 0.038 0.61 [0.59, 0.63]
18 core Gaussian smooth 100 high smooth default alpha(t) 0.002 0.002 0.97 [0.95, 1.00]
18 core Gaussian smooth 100 high smooth default beta(s,t) 0.035 0.214 0.17 [0.14, 0.19]
18 core Gaussian smooth 100 high smooth default gamma(t) 0.002 0.002 0.98 [0.96, 1.00]
18 core Gaussian smooth 100 high smooth default E(Y | X) 0.010 0.013 0.71 [0.69, 0.73]
19 core Poisson iid 40 mid smooth default alpha(t) 0.002 0.001 1.04 [1.02, 1.06]
19 core Poisson iid 40 mid smooth default beta(s,t) 0.017 0.024 0.72 [0.68, 0.76]
19 core Poisson iid 40 mid smooth default gamma(t) 0.002 0.001 1.04 [1.02, 1.06]
19 core Poisson iid 40 mid smooth default E(Y | X) 0.082 0.082 1.00 [0.98, 1.03]
20 core Poisson iid 100 mid smooth default alpha(t) 0.001 0.001 1.04 [1.01, 1.07]
20 core Poisson iid 100 mid smooth default beta(s,t) 0.009 0.013 0.71 [0.65, 0.78]
20 core Poisson iid 100 mid smooth default gamma(t) 0.001 0.001 1.07 [1.04, 1.10]
20 core Poisson iid 100 mid smooth default E(Y | X) 0.033 0.034 0.98 [0.96, 1.00]
21 core Poisson OU 40 mid smooth default alpha(t) 0.006 0.007 0.86 [0.81, 0.90]
21 core Poisson OU 40 mid smooth default beta(s,t) 0.085 0.618 0.14 [0.11, 0.17]
21 core Poisson OU 40 mid smooth default gamma(t) 0.006 0.006 0.97 [0.92, 1.03]
21 core Poisson OU 40 mid smooth default E(Y | X) 0.362 0.599 0.60 [0.55, 0.65]
22 core Poisson OU 100 mid smooth default alpha(t) 0.002 0.003 0.92 [0.88, 0.95]
22 core Poisson OU 100 mid smooth default beta(s,t) 0.038 0.199 0.19 [0.15, 0.23]
22 core Poisson OU 100 mid smooth default gamma(t) 0.002 0.002 1.00 [0.97, 1.02]
22 core Poisson OU 100 mid smooth default E(Y | X) 0.138 0.195 0.71 [0.67, 0.74]
23 core Poisson smooth 40 mid smooth default alpha(t) 0.006 0.008 0.83 [0.78, 0.89]
23 core Poisson smooth 40 mid smooth default beta(s,t) 0.079 0.814 0.10 [0.08, 0.12]
23 core Poisson smooth 40 mid smooth default gamma(t) 0.006 0.006 0.96 [0.92, 1.01]
23 core Poisson smooth 40 mid smooth default E(Y | X) 0.382 0.668 0.57 [0.53, 0.61]
24 core Poisson smooth 100 mid smooth default alpha(t) 0.003 0.003 0.94 [0.90, 0.97]
24 core Poisson smooth 100 mid smooth default beta(s,t) 0.036 0.228 0.16 [0.13, 0.19]
24 core Poisson smooth 100 mid smooth default gamma(t) 0.002 0.002 0.98 [0.95, 1.01]
24 core Poisson smooth 100 mid smooth default E(Y | X) 0.148 0.219 0.68 [0.64, 0.71]
25 core Poisson iid 40 high smooth default alpha(t) 0.003 0.003 1.08 [1.05, 1.12]
25 core Poisson iid 40 high smooth default beta(s,t) 0.038 0.054 0.71 [0.66, 0.79]
25 core Poisson iid 40 high smooth default gamma(t) 0.003 0.003 1.09 [1.06, 1.14]
25 core Poisson iid 40 high smooth default E(Y | X) 0.512 0.513 1.00 [0.92, 1.08]
26 core Poisson iid 100 high smooth default alpha(t) 0.001 0.001 1.06 [1.03, 1.10]
26 core Poisson iid 100 high smooth default beta(s,t) 0.018 0.029 0.62 [0.59, 0.65]
26 core Poisson iid 100 high smooth default gamma(t) 0.001 0.001 1.11 [1.07, 1.15]
26 core Poisson iid 100 high smooth default E(Y | X) 0.159 0.177 0.90 [0.85, 0.95]
27 core Poisson OU 40 high smooth default alpha(t) 0.013 0.014 0.93 [0.87, 1.01]
27 core Poisson OU 40 high smooth default beta(s,t) 0.139 0.908 0.15 [0.13, 0.18]
27 core Poisson OU 40 high smooth default gamma(t) 0.010 0.011 0.97 [0.91, 1.03]
27 core Poisson OU 40 high smooth default E(Y | X) 2.173 4.381 0.50 [0.37, 0.64]
28 core Poisson OU 100 high smooth default alpha(t) 0.005 0.005 0.96 [0.92, 1.00]
28 core Poisson OU 100 high smooth default beta(s,t) 0.059 0.303 0.19 [0.16, 0.24]
28 core Poisson OU 100 high smooth default gamma(t) 0.004 0.004 1.04 [1.01, 1.07]
28 core Poisson OU 100 high smooth default E(Y | X) 0.641 1.083 0.59 [0.52, 0.67]
29 core Poisson smooth 40 high smooth default alpha(t) 0.013 0.015 0.88 [0.81, 0.96]
29 core Poisson smooth 40 high smooth default beta(s,t) 0.155 1.136 0.14 [0.11, 0.17]
29 core Poisson smooth 40 high smooth default gamma(t) 0.011 0.011 0.99 [0.93, 1.04]
29 core Poisson smooth 40 high smooth default E(Y | X) 2.477 5.048 0.49 [0.36, 0.63]
30 core Poisson smooth 100 high smooth default alpha(t) 0.005 0.005 0.96 [0.92, 1.01]
30 core Poisson smooth 100 high smooth default beta(s,t) 0.072 0.324 0.22 [0.18, 0.28]
30 core Poisson smooth 100 high smooth default gamma(t) 0.004 0.004 1.03 [0.99, 1.06]
30 core Poisson smooth 100 high smooth default E(Y | X) 0.732 1.244 0.59 [0.51, 0.68]
31 core binary iid 40 mid smooth default alpha(t) 0.019 0.017 1.07 [1.01, 1.13]
31 core binary iid 40 mid smooth default beta(s,t) 0.173 0.151 1.15 [0.99, 1.36]
31 core binary iid 40 mid smooth default gamma(t) 0.020 0.017 1.17 [1.10, 1.25]
31 core binary iid 40 mid smooth default E(Y | X) 0.002 0.002 1.08 [1.05, 1.12]
32 core binary iid 100 mid smooth default alpha(t) 0.008 0.007 1.10 [1.05, 1.17]
32 core binary iid 100 mid smooth default beta(s,t) 0.080 0.075 1.06 [0.95, 1.19]
32 core binary iid 100 mid smooth default gamma(t) 0.008 0.007 1.05 [1.03, 1.09]
32 core binary iid 100 mid smooth default E(Y | X) 0.001 0.001 1.06 [1.04, 1.08]
33 core binary OU 40 mid smooth default alpha(t) 0.048 0.071 0.68 [0.63, 0.73]
33 core binary OU 40 mid smooth default beta(s,t) 0.750 3.762 0.20 [0.15, 0.25]
33 core binary OU 40 mid smooth default gamma(t) 0.052 0.065 0.81 [0.75, 0.87]
33 core binary OU 40 mid smooth default E(Y | X) 0.006 0.009 0.66 [0.62, 0.69]
34 core binary OU 100 mid smooth default alpha(t) 0.024 0.026 0.91 [0.87, 0.97]
34 core binary OU 100 mid smooth default beta(s,t) 0.249 1.135 0.22 [0.19, 0.26]
34 core binary OU 100 mid smooth default gamma(t) 0.024 0.024 1.00 [0.95, 1.06]
34 core binary OU 100 mid smooth default E(Y | X) 0.003 0.004 0.80 [0.77, 0.83]
35 core binary smooth 40 mid smooth default alpha(t) 0.054 0.096 0.56 [0.52, 0.61]
35 core binary smooth 40 mid smooth default beta(s,t) 1.013 6.579 0.15 [0.11, 0.20]
35 core binary smooth 40 mid smooth default gamma(t) 0.054 0.079 0.69 [0.64, 0.74]
35 core binary smooth 40 mid smooth default E(Y | X) 0.007 0.012 0.59 [0.56, 0.62]
36 core binary smooth 100 mid smooth default alpha(t) 0.027 0.031 0.88 [0.84, 0.93]
36 core binary smooth 100 mid smooth default beta(s,t) 0.277 1.661 0.17 [0.14, 0.20]
36 core binary smooth 100 mid smooth default gamma(t) 0.026 0.027 0.96 [0.91, 1.03]
36 core binary smooth 100 mid smooth default E(Y | X) 0.003 0.004 0.74 [0.71, 0.77]
37 core binary iid 40 high smooth default alpha(t) 0.026 0.024 1.09 [1.05, 1.13]
37 core binary iid 40 high smooth default beta(s,t) 0.280 0.272 1.03 [0.90, 1.21]
37 core binary iid 40 high smooth default gamma(t) 0.027 0.025 1.06 [1.03, 1.11]
37 core binary iid 40 high smooth default E(Y | X) 0.002 0.002 1.06 [1.03, 1.09]
38 core binary iid 100 high smooth default alpha(t) 0.011 0.011 1.08 [1.05, 1.12]
38 core binary iid 100 high smooth default beta(s,t) 0.145 0.148 0.98 [0.87, 1.12]
38 core binary iid 100 high smooth default gamma(t) 0.012 0.011 1.06 [1.04, 1.09]
38 core binary iid 100 high smooth default E(Y | X) 0.001 0.001 1.03 [1.01, 1.05]
39 core binary OU 40 high smooth default alpha(t) 0.076 0.104 0.73 [0.68, 0.79]
39 core binary OU 40 high smooth default beta(s,t) 0.870 4.415 0.20 [0.16, 0.24]
39 core binary OU 40 high smooth default gamma(t) 0.078 0.086 0.91 [0.84, 0.99]
39 core binary OU 40 high smooth default E(Y | X) 0.007 0.010 0.74 [0.71, 0.77]
40 core binary OU 100 high smooth default alpha(t) 0.031 0.036 0.86 [0.82, 0.90]
40 core binary OU 100 high smooth default beta(s,t) 0.324 1.419 0.23 [0.20, 0.26]
40 core binary OU 100 high smooth default gamma(t) 0.031 0.031 0.99 [0.95, 1.04]
40 core binary OU 100 high smooth default E(Y | X) 0.003 0.004 0.77 [0.75, 0.80]
41 core binary smooth 40 high smooth default alpha(t) 0.084 0.143 0.59 [0.54, 0.64]
41 core binary smooth 40 high smooth default beta(s,t) 1.316 7.727 0.17 [0.12, 0.23]
41 core binary smooth 40 high smooth default gamma(t) 0.089 0.110 0.81 [0.75, 0.88]
41 core binary smooth 40 high smooth default E(Y | X) 0.008 0.012 0.66 [0.63, 0.70]
42 core binary smooth 100 high smooth default alpha(t) 0.036 0.044 0.83 [0.79, 0.88]
42 core binary smooth 100 high smooth default beta(s,t) 0.360 2.115 0.17 [0.14, 0.20]
42 core binary smooth 100 high smooth default gamma(t) 0.034 0.036 0.94 [0.89, 0.99]
42 core binary smooth 100 high smooth default E(Y | X) 0.003 0.004 0.73 [0.70, 0.75]
43 warp Gaussian misreg. 40 high smooth default alpha(t) 0.004 0.004 1.02 [0.97, 1.06]
43 warp Gaussian misreg. 40 high smooth default beta(s,t) 0.171 0.389 0.44 [0.33, 0.56]
43 warp Gaussian misreg. 40 high smooth default gamma(t) 0.007 0.006 1.06 [1.00, 1.13]
43 warp Gaussian misreg. 40 high smooth default E(Y | X) 0.029 0.035 0.82 [0.79, 0.85]
44 warp Gaussian misreg. 40 high wiggly default alpha(t) 0.005 0.005 1.01 [0.96, 1.06]
44 warp Gaussian misreg. 40 high wiggly default beta(s,t) 0.333 0.516 0.65 [0.54, 0.78]
44 warp Gaussian misreg. 40 high wiggly default gamma(t) 0.010 0.009 1.12 [1.06, 1.18]
44 warp Gaussian misreg. 40 high wiggly default E(Y | X) 0.043 0.048 0.91 [0.88, 0.93]
45 warp Gaussian misreg. 100 high smooth default alpha(t) 0.002 0.002 0.98 [0.96, 1.01]
45 warp Gaussian misreg. 100 high smooth default beta(s,t) 0.071 0.152 0.47 [0.39, 0.55]
45 warp Gaussian misreg. 100 high smooth default gamma(t) 0.002 0.002 1.02 [1.00, 1.04]
45 warp Gaussian misreg. 100 high smooth default E(Y | X) 0.012 0.014 0.83 [0.82, 0.85]
46 warp Gaussian misreg. 100 high wiggly default alpha(t) 0.002 0.002 0.98 [0.95, 1.01]
46 warp Gaussian misreg. 100 high wiggly default beta(s,t) 0.173 0.254 0.68 [0.62, 0.74]
46 warp Gaussian misreg. 100 high wiggly default gamma(t) 0.004 0.003 1.02 [1.01, 1.03]
46 warp Gaussian misreg. 100 high wiggly default E(Y | X) 0.018 0.019 0.91 [0.89, 0.92]
47 warp Poisson misreg. 40 high smooth default E(Y | X) 8.251 12.928 0.64 [0.54, 0.74]
48 warp Poisson misreg. 40 high wiggly default E(Y | X) 7.802 12.900 0.60 [0.46, 0.80]
49 warp Poisson misreg. 100 high smooth default E(Y | X) 4.625 6.419 0.72 [0.64, 0.81]
50 warp Poisson misreg. 100 high wiggly default E(Y | X) 4.130 5.709 0.72 [0.64, 0.82]
51 warp binary misreg. 40 high smooth default E(Y | X) 0.003 0.003 1.09 [1.06, 1.11]
52 warp binary misreg. 40 high wiggly default E(Y | X) 0.003 0.003 1.08 [1.06, 1.11]
53 warp binary misreg. 100 high smooth default E(Y | X) 0.001 0.001 1.01 [1.00, 1.03]
54 warp binary misreg. 100 high wiggly default E(Y | X) 0.002 0.001 1.04 [1.03, 1.06]
55 dense_grid Gaussian iid 100 mid smooth default alpha(t) 0.000 0.000 1.04 [1.01, 1.07]
55 dense_grid Gaussian iid 100 mid smooth default beta(s,t) 0.011 0.018 0.58 [0.54, 0.64]
55 dense_grid Gaussian iid 100 mid smooth default gamma(t) 0.001 0.000 1.12 [1.09, 1.15]
55 dense_grid Gaussian iid 100 mid smooth default E(Y | X) 0.003 0.003 0.94 [0.93, 0.96]
56 dense_grid Gaussian OU 100 mid smooth default alpha(t) 0.006 0.007 0.91 [0.89, 0.94]
56 dense_grid Gaussian OU 100 mid smooth default beta(s,t) 0.111 2.028 0.05 [0.05, 0.07]
56 dense_grid Gaussian OU 100 mid smooth default gamma(t) 0.006 0.007 0.92 [0.89, 0.94]
56 dense_grid Gaussian OU 100 mid smooth default E(Y | X) 0.032 0.060 0.52 [0.51, 0.54]
57 dense_grid Gaussian smooth 100 mid smooth default alpha(t) 0.007 0.008 0.87 [0.84, 0.90]
57 dense_grid Gaussian smooth 100 mid smooth default beta(s,t) 0.115 2.325 0.05 [0.04, 0.06]
57 dense_grid Gaussian smooth 100 mid smooth default gamma(t) 0.007 0.008 0.87 [0.84, 0.90]
57 dense_grid Gaussian smooth 100 mid smooth default E(Y | X) 0.034 0.069 0.50 [0.48, 0.51]
58 dense_grid Poisson iid 100 mid smooth default alpha(t) 0.000 0.000 1.05 [1.02, 1.08]
58 dense_grid Poisson iid 100 mid smooth default beta(s,t) 0.003 0.006 0.57 [0.55, 0.59]
58 dense_grid Poisson iid 100 mid smooth default gamma(t) 0.000 0.000 1.13 [1.09, 1.17]
58 dense_grid Poisson iid 100 mid smooth default E(Y | X) 0.010 0.011 0.94 [0.92, 0.96]
59 dense_grid Poisson OU 100 mid smooth default alpha(t) 0.002 0.003 0.83 [0.80, 0.87]
59 dense_grid Poisson OU 100 mid smooth default beta(s,t) 0.038 0.665 0.06 [0.05, 0.07]
59 dense_grid Poisson OU 100 mid smooth default gamma(t) 0.002 0.002 0.94 [0.91, 0.97]
59 dense_grid Poisson OU 100 mid smooth default E(Y | X) 0.135 0.272 0.49 [0.47, 0.52]
60 dense_grid Poisson smooth 100 mid smooth default alpha(t) 0.002 0.003 0.80 [0.76, 0.85]
60 dense_grid Poisson smooth 100 mid smooth default beta(s,t) 0.036 0.764 0.05 [0.04, 0.06]
60 dense_grid Poisson smooth 100 mid smooth default gamma(t) 0.002 0.003 0.88 [0.85, 0.92]
60 dense_grid Poisson smooth 100 mid smooth default E(Y | X) 0.147 0.320 0.46 [0.43, 0.49]
61 dense_grid binary iid 100 mid smooth default alpha(t) 0.002 0.002 1.07 [1.04, 1.11]
61 dense_grid binary iid 100 mid smooth default beta(s,t) 0.027 0.032 0.84 [0.78, 0.93]
61 dense_grid binary iid 100 mid smooth default gamma(t) 0.002 0.002 1.06 [1.04, 1.07]
61 dense_grid binary iid 100 mid smooth default E(Y | X) 0.000 0.000 1.01 [1.00, 1.03]
62 dense_grid binary OU 100 mid smooth default alpha(t) 0.022 0.034 0.66 [0.61, 0.71]
62 dense_grid binary OU 100 mid smooth default beta(s,t) 0.232 6.414 0.04 [0.03, 0.04]
62 dense_grid binary OU 100 mid smooth default gamma(t) 0.023 0.029 0.79 [0.74, 0.85]
62 dense_grid binary OU 100 mid smooth default E(Y | X) 0.003 0.005 0.47 [0.45, 0.49]
63 dense_grid binary smooth 100 mid smooth default alpha(t) 0.026 0.047 0.56 [0.52, 0.60]
63 dense_grid binary smooth 100 mid smooth default beta(s,t) 0.299 9.570 0.03 [0.03, 0.04]
63 dense_grid binary smooth 100 mid smooth default gamma(t) 0.025 0.037 0.68 [0.63, 0.73]
63 dense_grid binary smooth 100 mid smooth default E(Y | X) 0.003 0.007 0.41 [0.39, 0.42]
64 rough_truth Gaussian iid 100 low wiggly default alpha(t) 0.006 0.006 1.05 [1.03, 1.09]
64 rough_truth Gaussian iid 100 low wiggly default beta(s,t) 0.225 0.207 1.09 [1.07, 1.11]
64 rough_truth Gaussian iid 100 low wiggly default gamma(t) 0.007 0.007 1.05 [1.02, 1.08]
64 rough_truth Gaussian iid 100 low wiggly default E(Y | X) 0.034 0.033 1.04 [1.03, 1.05]
65 rough_truth Gaussian smooth 100 low wiggly default alpha(t) 0.026 0.026 0.98 [0.94, 1.02]
65 rough_truth Gaussian smooth 100 low wiggly default beta(s,t) 0.666 3.131 0.21 [0.19, 0.25]
65 rough_truth Gaussian smooth 100 low wiggly default gamma(t) 0.028 0.028 1.01 [0.98, 1.03]
65 rough_truth Gaussian smooth 100 low wiggly default E(Y | X) 0.139 0.193 0.72 [0.70, 0.74]
66 rough_truth Gaussian iid 100 mid wiggly default alpha(t) 0.002 0.002 1.05 [1.02, 1.07]
66 rough_truth Gaussian iid 100 mid wiggly default beta(s,t) 0.085 0.084 1.02 [1.01, 1.03]
66 rough_truth Gaussian iid 100 mid wiggly default gamma(t) 0.002 0.002 1.06 [1.04, 1.09]
66 rough_truth Gaussian iid 100 mid wiggly default E(Y | X) 0.010 0.010 1.02 [1.01, 1.03]
67 rough_truth Gaussian smooth 100 mid wiggly default alpha(t) 0.007 0.007 0.98 [0.96, 1.01]
67 rough_truth Gaussian smooth 100 mid wiggly default beta(s,t) 0.312 0.930 0.34 [0.30, 0.38]
67 rough_truth Gaussian smooth 100 mid wiggly default gamma(t) 0.007 0.007 1.02 [1.00, 1.03]
67 rough_truth Gaussian smooth 100 mid wiggly default E(Y | X) 0.042 0.053 0.79 [0.77, 0.81]
68 rough_truth Gaussian iid 100 high wiggly default alpha(t) 0.000 0.000 1.04 [1.02, 1.06]
68 rough_truth Gaussian iid 100 high wiggly default beta(s,t) 0.032 0.031 1.06 [1.02, 1.12]
68 rough_truth Gaussian iid 100 high wiggly default gamma(t) 0.000 0.000 1.05 [1.04, 1.07]
68 rough_truth Gaussian iid 100 high wiggly default E(Y | X) 0.003 0.003 1.01 [1.00, 1.02]
69 rough_truth Gaussian smooth 100 high wiggly default alpha(t) 0.002 0.002 0.99 [0.97, 1.01]
69 rough_truth Gaussian smooth 100 high wiggly default beta(s,t) 0.117 0.293 0.40 [0.36, 0.44]
69 rough_truth Gaussian smooth 100 high wiggly default gamma(t) 0.002 0.002 1.01 [0.99, 1.02]
69 rough_truth Gaussian smooth 100 high wiggly default E(Y | X) 0.012 0.015 0.83 [0.81, 0.84]
70 rough_truth Poisson iid 100 mid wiggly default alpha(t) 0.001 0.001 1.02 [0.99, 1.05]
70 rough_truth Poisson iid 100 mid wiggly default beta(s,t) 0.028 0.027 1.05 [1.02, 1.07]
70 rough_truth Poisson iid 100 mid wiggly default gamma(t) 0.001 0.001 1.07 [1.04, 1.10]
70 rough_truth Poisson iid 100 mid wiggly default E(Y | X) 0.040 0.039 1.02 [1.01, 1.03]
71 rough_truth Poisson smooth 100 mid wiggly default alpha(t) 0.003 0.003 0.93 [0.90, 0.96]
71 rough_truth Poisson smooth 100 mid wiggly default beta(s,t) 0.093 0.271 0.34 [0.31, 0.39]
71 rough_truth Poisson smooth 100 mid wiggly default gamma(t) 0.003 0.002 1.03 [1.01, 1.05]
71 rough_truth Poisson smooth 100 mid wiggly default E(Y | X) 0.170 0.227 0.75 [0.72, 0.78]
72 rough_truth Poisson iid 100 high wiggly default alpha(t) 0.001 0.001 1.05 [1.01, 1.09]
72 rough_truth Poisson iid 100 high wiggly default beta(s,t) 0.057 0.055 1.04 [1.01, 1.06]
72 rough_truth Poisson iid 100 high wiggly default gamma(t) 0.001 0.001 1.11 [1.07, 1.15]
72 rough_truth Poisson iid 100 high wiggly default E(Y | X) 0.162 0.163 0.99 [0.97, 1.02]
73 rough_truth Poisson smooth 100 high wiggly default alpha(t) 0.005 0.005 0.92 [0.89, 0.96]
73 rough_truth Poisson smooth 100 high wiggly default beta(s,t) 0.194 0.457 0.43 [0.39, 0.47]
73 rough_truth Poisson smooth 100 high wiggly default gamma(t) 0.004 0.004 1.09 [1.06, 1.13]
73 rough_truth Poisson smooth 100 high wiggly default E(Y | X) 0.730 1.096 0.67 [0.60, 0.73]
74 rough_truth binary iid 100 mid wiggly default alpha(t) 0.008 0.007 1.08 [1.03, 1.14]
74 rough_truth binary iid 100 mid wiggly default beta(s,t) 0.166 0.142 1.17 [1.11, 1.24]
74 rough_truth binary iid 100 mid wiggly default gamma(t) 0.010 0.010 1.00 [0.97, 1.03]
74 rough_truth binary iid 100 mid wiggly default E(Y | X) 0.001 0.001 1.05 [1.03, 1.07]
75 rough_truth binary smooth 100 mid wiggly default alpha(t) 0.027 0.031 0.87 [0.82, 0.92]
75 rough_truth binary smooth 100 mid wiggly default beta(s,t) 0.388 1.783 0.22 [0.18, 0.26]
75 rough_truth binary smooth 100 mid wiggly default gamma(t) 0.030 0.029 1.03 [0.98, 1.09]
75 rough_truth binary smooth 100 mid wiggly default E(Y | X) 0.003 0.004 0.77 [0.74, 0.80]
76 rough_truth binary iid 100 high wiggly default alpha(t) 0.011 0.011 1.05 [1.03, 1.08]
76 rough_truth binary iid 100 high wiggly default beta(s,t) 0.354 0.310 1.14 [1.10, 1.19]
76 rough_truth binary iid 100 high wiggly default gamma(t) 0.014 0.014 1.02 [1.00, 1.04]
76 rough_truth binary iid 100 high wiggly default E(Y | X) 0.001 0.001 1.05 [1.03, 1.06]
77 rough_truth binary smooth 100 high wiggly default alpha(t) 0.037 0.044 0.85 [0.80, 0.90]
77 rough_truth binary smooth 100 high wiggly default beta(s,t) 0.717 2.324 0.31 [0.27, 0.35]
77 rough_truth binary smooth 100 high wiggly default gamma(t) 0.039 0.040 0.98 [0.94, 1.02]
77 rough_truth binary smooth 100 high wiggly default E(Y | X) 0.004 0.005 0.79 [0.76, 0.81]
78 term_type Gaussian iid 100 mid smooth default f(x,t) 0.004 0.005 0.73 [0.72, 0.75]
78 term_type Gaussian iid 100 mid smooth default gamma(t) 0.002 0.002 1.05 [1.02, 1.08]
78 term_type Gaussian iid 100 mid smooth default E(Y | X) 0.010 0.010 0.93 [0.91, 0.95]
79 term_type Gaussian OU 100 mid smooth default f(x,t) 0.016 0.030 0.51 [0.49, 0.53]
79 term_type Gaussian OU 100 mid smooth default gamma(t) 0.007 0.007 0.97 [0.95, 0.99]
79 term_type Gaussian OU 100 mid smooth default E(Y | X) 0.038 0.056 0.67 [0.64, 0.70]
80 term_type Gaussian smooth 100 mid smooth default f(x,t) 0.018 0.035 0.51 [0.49, 0.53]
80 term_type Gaussian smooth 100 mid smooth default gamma(t) 0.007 0.007 0.95 [0.93, 0.98]
80 term_type Gaussian smooth 100 mid smooth default E(Y | X) 0.042 0.064 0.66 [0.63, 0.68]
81 term_type Poisson iid 100 mid smooth default f(x,t) 0.002 0.002 0.91 [0.89, 0.94]
81 term_type Poisson iid 100 mid smooth default gamma(t) 0.001 0.001 1.05 [1.03, 1.08]
81 term_type Poisson iid 100 mid smooth default E(Y | X) 0.029 0.031 0.93 [0.92, 0.95]
82 term_type Poisson OU 100 mid smooth default f(x,t) 0.007 0.011 0.60 [0.57, 0.63]
82 term_type Poisson OU 100 mid smooth default gamma(t) 0.002 0.002 0.99 [0.97, 1.02]
82 term_type Poisson OU 100 mid smooth default E(Y | X) 0.111 0.162 0.68 [0.66, 0.70]
83 term_type Poisson smooth 100 mid smooth default f(x,t) 0.007 0.013 0.57 [0.54, 0.60]
83 term_type Poisson smooth 100 mid smooth default gamma(t) 0.002 0.002 0.98 [0.96, 1.01]
83 term_type Poisson smooth 100 mid smooth default E(Y | X) 0.120 0.182 0.66 [0.64, 0.68]
84 term_type binary iid 100 mid smooth default f(x,t) 0.015 0.014 1.07 [1.04, 1.11]
84 term_type binary iid 100 mid smooth default gamma(t) 0.008 0.007 1.10 [1.06, 1.14]
84 term_type binary iid 100 mid smooth default E(Y | X) 0.001 0.001 1.07 [1.05, 1.10]
85 term_type binary OU 100 mid smooth default f(x,t) 0.044 0.093 0.47 [0.44, 0.51]
85 term_type binary OU 100 mid smooth default gamma(t) 0.024 0.024 0.99 [0.93, 1.05]
85 term_type binary OU 100 mid smooth default E(Y | X) 0.002 0.004 0.66 [0.63, 0.68]
86 term_type binary smooth 100 mid smooth default f(x,t) 0.052 0.126 0.41 [0.38, 0.44]
86 term_type binary smooth 100 mid smooth default gamma(t) 0.026 0.028 0.94 [0.89, 1.01]
86 term_type binary smooth 100 mid smooth default E(Y | X) 0.003 0.005 0.59 [0.56, 0.62]
87 families scaled t iid 100 mid smooth default alpha(t) 0.001 0.001 1.04 [1.02, 1.07]
87 families scaled t iid 100 mid smooth default beta(s,t) 0.020 0.034 0.60 [0.58, 0.63]
87 families scaled t iid 100 mid smooth default gamma(t) 0.001 0.001 1.05 [1.02, 1.09]
87 families scaled t iid 100 mid smooth default E(Y | X) 0.006 0.006 0.95 [0.94, 0.97]
88 families scaled t smooth 100 mid smooth default alpha(t) 0.005 0.005 0.97 [0.95, 1.00]
88 families scaled t smooth 100 mid smooth default beta(s,t) 0.103 0.473 0.22 [0.18, 0.26]
88 families scaled t smooth 100 mid smooth default gamma(t) 0.005 0.005 0.95 [0.93, 0.98]
88 families scaled t smooth 100 mid smooth default E(Y | X) 0.024 0.034 0.71 [0.70, 0.74]
89 families beta iid 100 mid smooth default alpha(t) 0.000 0.000 1.06 [1.03, 1.09]
89 families beta iid 100 mid smooth default beta(s,t) 0.007 0.010 0.75 [0.65, 0.91]
89 families beta iid 100 mid smooth default gamma(t) 0.000 0.000 1.08 [1.05, 1.12]
89 families beta iid 100 mid smooth default E(Y | X) 0.000 0.000 0.98 [0.96, 0.99]
90 families beta smooth 100 mid smooth default alpha(t) 0.002 0.002 0.97 [0.94, 1.00]
90 families beta smooth 100 mid smooth default beta(s,t) 0.032 0.176 0.18 [0.15, 0.22]
90 families beta smooth 100 mid smooth default gamma(t) 0.002 0.002 0.96 [0.94, 0.99]
90 families beta smooth 100 mid smooth default E(Y | X) 0.000 0.000 0.70 [0.68, 0.72]
91 families negative binomial iid 100 mid smooth default alpha(t) 0.001 0.001 1.06 [1.03, 1.10]
91 families negative binomial iid 100 mid smooth default beta(s,t) 0.015 0.017 0.89 [0.75, 1.05]
91 families negative binomial iid 100 mid smooth default gamma(t) 0.001 0.001 1.10 [1.06, 1.14]
91 families negative binomial iid 100 mid smooth default E(Y | X) 0.060 0.057 1.06 [1.03, 1.09]
92 families negative binomial smooth 100 mid smooth default alpha(t) 0.004 0.004 0.92 [0.88, 0.96]
92 families negative binomial smooth 100 mid smooth default beta(s,t) 0.068 0.391 0.18 [0.14, 0.21]
92 families negative binomial smooth 100 mid smooth default gamma(t) 0.004 0.004 0.97 [0.94, 1.00]
92 families negative binomial smooth 100 mid smooth default E(Y | X) 0.280 0.407 0.69 [0.64, 0.74]
93 families negative binomial iid 100 mid smooth default alpha(t) 0.001 0.001 1.00 [0.97, 1.04]
93 families negative binomial iid 100 mid smooth default beta(s,t) 0.013 0.025 0.53 [0.49, 0.59]
93 families negative binomial iid 100 mid smooth default gamma(t) 0.001 0.001 1.04 [1.01, 1.08]
93 families negative binomial iid 100 mid smooth default E(Y | X) 0.062 0.068 0.90 [0.87, 0.93]
94 families negative binomial smooth 100 mid smooth default alpha(t) 0.004 0.004 0.87 [0.82, 0.92]
94 families negative binomial smooth 100 mid smooth default beta(s,t) 0.065 0.749 0.09 [0.07, 0.11]
94 families negative binomial smooth 100 mid smooth default gamma(t) 0.004 0.004 0.96 [0.92, 0.99]
94 families negative binomial smooth 100 mid smooth default E(Y | X) 0.296 0.534 0.55 [0.52, 0.59]
95 ar1_home Gaussian AR(1) 100 mid smooth default alpha(t) 0.007 0.007 0.95 [0.93, 0.97]
95 ar1_home Gaussian AR(1) 100 mid smooth default beta(s,t) 0.112 0.761 0.15 [0.13, 0.17]
95 ar1_home Gaussian AR(1) 100 mid smooth default gamma(t) 0.007 0.007 0.95 [0.92, 0.97]
95 ar1_home Gaussian AR(1) 100 mid smooth default E(Y | X) 0.035 0.052 0.67 [0.66, 0.69]
96 oscillating Gaussian sign-chg. 100 mid smooth default alpha(t) 0.006 0.007 0.89 [0.84, 0.93]
96 oscillating Gaussian sign-chg. 100 mid smooth default beta(s,t) 0.088 0.478 0.18 [0.17, 0.20]
96 oscillating Gaussian sign-chg. 100 mid smooth default gamma(t) 0.006 0.007 0.86 [0.82, 0.90]
96 oscillating Gaussian sign-chg. 100 mid smooth default E(Y | X) 0.029 0.048 0.61 [0.59, 0.62]
97 oscillating Poisson sign-chg. 100 mid smooth default alpha(t) 0.002 0.003 0.79 [0.75, 0.82]
97 oscillating Poisson sign-chg. 100 mid smooth default beta(s,t) 0.029 0.149 0.19 [0.18, 0.21]
97 oscillating Poisson sign-chg. 100 mid smooth default gamma(t) 0.002 0.002 0.92 [0.88, 0.97]
97 oscillating Poisson sign-chg. 100 mid smooth default E(Y | X) 0.120 0.203 0.59 [0.56, 0.62]
98 oscillating binary sign-chg. 100 mid smooth default alpha(t) 0.017 0.027 0.64 [0.60, 0.68]
98 oscillating binary sign-chg. 100 mid smooth default beta(s,t) 0.202 0.782 0.26 [0.21, 0.32]
98 oscillating binary sign-chg. 100 mid smooth default gamma(t) 0.018 0.024 0.73 [0.69, 0.77]
98 oscillating binary sign-chg. 100 mid smooth default E(Y | X) 0.002 0.003 0.61 [0.58, 0.63]
99 warp_ar1 Gaussian misreg. 100 high wiggly default alpha(t) 0.002 0.002 0.98 [0.95, 1.01]
99 warp_ar1 Gaussian misreg. 100 high wiggly default beta(s,t) 0.173 0.254 0.68 [0.62, 0.74]
99 warp_ar1 Gaussian misreg. 100 high wiggly default gamma(t) 0.004 0.003 1.02 [1.01, 1.03]
99 warp_ar1 Gaussian misreg. 100 high wiggly default E(Y | X) 0.018 0.019 0.91 [0.89, 0.92]
100 heteroskedastic Gaussian var(t) 40 mid smooth default alpha(t) 0.018 0.020 0.91 [0.88, 0.95]
100 heteroskedastic Gaussian var(t) 40 mid smooth default beta(s,t) 0.369 2.812 0.13 [0.10, 0.17]
100 heteroskedastic Gaussian var(t) 40 mid smooth default gamma(t) 0.017 0.018 0.90 [0.86, 0.94]
100 heteroskedastic Gaussian var(t) 40 mid smooth default E(Y | X) 0.086 0.144 0.60 [0.58, 0.62]
101 heteroskedastic Gaussian var(t) 100 mid smooth default alpha(t) 0.007 0.007 0.96 [0.94, 0.99]
101 heteroskedastic Gaussian var(t) 100 mid smooth default beta(s,t) 0.127 0.768 0.17 [0.14, 0.20]
101 heteroskedastic Gaussian var(t) 100 mid smooth default gamma(t) 0.007 0.007 0.94 [0.92, 0.96]
101 heteroskedastic Gaussian var(t) 100 mid smooth default E(Y | X) 0.034 0.050 0.68 [0.66, 0.70]
102 heteroskedastic Gaussian var(z) 40 mid smooth default alpha(t) 0.018 0.019 0.93 [0.89, 0.97]
102 heteroskedastic Gaussian var(z) 40 mid smooth default beta(s,t) 0.267 2.620 0.10 [0.08, 0.13]
102 heteroskedastic Gaussian var(z) 40 mid smooth default gamma(t) 0.031 0.037 0.83 [0.79, 0.88]
102 heteroskedastic Gaussian var(z) 40 mid smooth default E(Y | X) 0.104 0.164 0.63 [0.61, 0.66]
103 heteroskedastic Gaussian var(z) 100 mid smooth default alpha(t) 0.007 0.007 0.97 [0.94, 0.99]
103 heteroskedastic Gaussian var(z) 100 mid smooth default beta(s,t) 0.124 0.761 0.16 [0.14, 0.19]
103 heteroskedastic Gaussian var(z) 100 mid smooth default gamma(t) 0.013 0.014 0.90 [0.87, 0.92]
103 heteroskedastic Gaussian var(z) 100 mid smooth default E(Y | X) 0.042 0.059 0.72 [0.70, 0.74]
104 heteroskedastic Gaussian var(t,z) 40 mid smooth default alpha(t) 0.017 0.019 0.93 [0.89, 0.97]
104 heteroskedastic Gaussian var(t,z) 40 mid smooth default beta(s,t) 0.274 2.565 0.11 [0.09, 0.13]
104 heteroskedastic Gaussian var(t,z) 40 mid smooth default gamma(t) 0.031 0.038 0.83 [0.79, 0.88]
104 heteroskedastic Gaussian var(t,z) 40 mid smooth default E(Y | X) 0.104 0.165 0.63 [0.61, 0.66]
105 heteroskedastic Gaussian var(t,z) 100 mid smooth default alpha(t) 0.007 0.007 0.96 [0.93, 0.98]
105 heteroskedastic Gaussian var(t,z) 100 mid smooth default beta(s,t) 0.120 0.793 0.15 [0.13, 0.18]
105 heteroskedastic Gaussian var(t,z) 100 mid smooth default gamma(t) 0.013 0.014 0.89 [0.85, 0.92]
105 heteroskedastic Gaussian var(t,z) 100 mid smooth default E(Y | X) 0.042 0.060 0.71 [0.69, 0.73]
106 lowrank_covariate Gaussian iid 100 mid smooth default alpha(t) 0.002 0.002 1.04 [1.02, 1.07]
106 lowrank_covariate Gaussian iid 100 mid smooth default beta(s,t) 0.072 0.102 0.71 [0.62, 0.82]
106 lowrank_covariate Gaussian iid 100 mid smooth default gamma(t) 0.002 0.002 1.04 [1.02, 1.07]
106 lowrank_covariate Gaussian iid 100 mid smooth default E(Y | X) 0.008 0.008 0.97 [0.96, 0.99]
107 lowrank_covariate Gaussian smooth 100 mid smooth default alpha(t) 0.007 0.007 0.97 [0.94, 0.99]
107 lowrank_covariate Gaussian smooth 100 mid smooth default beta(s,t) 0.319 3.747 0.09 [0.06, 0.11]
107 lowrank_covariate Gaussian smooth 100 mid smooth default gamma(t) 0.007 0.007 0.95 [0.93, 0.97]
107 lowrank_covariate Gaussian smooth 100 mid smooth default E(Y | X) 0.033 0.048 0.70 [0.68, 0.72]
108 lowrank_covariate Poisson iid 100 mid smooth default alpha(t) 0.001 0.001 1.03 [1.00, 1.06]
108 lowrank_covariate Poisson iid 100 mid smooth default beta(s,t) 0.023 0.031 0.73 [0.63, 0.84]
108 lowrank_covariate Poisson iid 100 mid smooth default gamma(t) 0.001 0.001 1.07 [1.04, 1.10]
108 lowrank_covariate Poisson iid 100 mid smooth default E(Y | X) 0.032 0.032 0.99 [0.97, 1.01]
109 lowrank_covariate Poisson smooth 100 mid smooth default alpha(t) 0.003 0.003 0.93 [0.90, 0.97]
109 lowrank_covariate Poisson smooth 100 mid smooth default beta(s,t) 0.098 1.107 0.09 [0.06, 0.12]
109 lowrank_covariate Poisson smooth 100 mid smooth default gamma(t) 0.002 0.002 0.98 [0.95, 1.01]
109 lowrank_covariate Poisson smooth 100 mid smooth default E(Y | X) 0.144 0.210 0.69 [0.65, 0.72]
110 lowrank_covariate binary iid 100 mid smooth default alpha(t) 0.008 0.007 1.06 [1.03, 1.11]
110 lowrank_covariate binary iid 100 mid smooth default beta(s,t) 0.198 0.157 1.26 [1.03, 1.56]
110 lowrank_covariate binary iid 100 mid smooth default gamma(t) 0.008 0.007 1.07 [1.04, 1.10]
110 lowrank_covariate binary iid 100 mid smooth default E(Y | X) 0.001 0.001 1.07 [1.05, 1.09]
111 lowrank_covariate binary smooth 100 mid smooth default alpha(t) 0.026 0.030 0.87 [0.82, 0.91]
111 lowrank_covariate binary smooth 100 mid smooth default beta(s,t) 0.848 7.015 0.12 [0.08, 0.17]
111 lowrank_covariate binary smooth 100 mid smooth default gamma(t) 0.025 0.027 0.95 [0.90, 1.01]
111 lowrank_covariate binary smooth 100 mid smooth default E(Y | X) 0.003 0.004 0.77 [0.74, 0.80]
112 basis_size Gaussian iid 100 mid smooth large alpha(t) 0.002 0.002 0.94 [0.93, 0.96]
112 basis_size Gaussian iid 100 mid smooth large beta(s,t) 0.038 0.068 0.56 [0.53, 0.60]
112 basis_size Gaussian iid 100 mid smooth large gamma(t) 0.002 0.002 1.01 [0.98, 1.03]
112 basis_size Gaussian iid 100 mid smooth large E(Y | X) 0.010 0.011 0.89 [0.88, 0.90]
113 basis_size Gaussian iid 100 mid smooth xlarge alpha(t) 0.002 0.002 0.89 [0.87, 0.91]
113 basis_size Gaussian iid 100 mid smooth xlarge beta(s,t) 0.044 0.090 0.49 [0.47, 0.51]
113 basis_size Gaussian iid 100 mid smooth xlarge gamma(t) 0.002 0.002 0.96 [0.94, 0.98]
113 basis_size Gaussian iid 100 mid smooth xlarge E(Y | X) 0.012 0.014 0.85 [0.83, 0.86]
114 basis_size Gaussian smooth 100 mid smooth large alpha(t) 0.007 0.008 0.85 [0.82, 0.88]
114 basis_size Gaussian smooth 100 mid smooth large beta(s,t) 0.120 3.619 0.03 [0.03, 0.04]
114 basis_size Gaussian smooth 100 mid smooth large gamma(t) 0.007 0.008 0.87 [0.83, 0.90]
114 basis_size Gaussian smooth 100 mid smooth large E(Y | X) 0.038 0.080 0.47 [0.45, 0.49]
115 basis_size Gaussian smooth 100 mid smooth xlarge alpha(t) 0.007 0.009 0.81 [0.77, 0.85]
115 basis_size Gaussian smooth 100 mid smooth xlarge beta(s,t) 0.148 11.772 0.01 [0.01, 0.02]
115 basis_size Gaussian smooth 100 mid smooth xlarge gamma(t) 0.007 0.009 0.82 [0.79, 0.85]
115 basis_size Gaussian smooth 100 mid smooth xlarge E(Y | X) 0.040 0.121 0.33 [0.32, 0.34]
116 basis_size Poisson iid 100 mid smooth large alpha(t) 0.001 0.001 0.96 [0.94, 0.99]
116 basis_size Poisson iid 100 mid smooth large beta(s,t) 0.011 0.020 0.55 [0.53, 0.57]
116 basis_size Poisson iid 100 mid smooth large gamma(t) 0.001 0.001 1.05 [1.03, 1.07]
116 basis_size Poisson iid 100 mid smooth large E(Y | X) 0.042 0.046 0.91 [0.89, 0.93]
117 basis_size Poisson iid 100 mid smooth xlarge alpha(t) 0.001 0.001 0.92 [0.90, 0.95]
117 basis_size Poisson iid 100 mid smooth xlarge beta(s,t) 0.013 0.026 0.52 [0.49, 0.54]
117 basis_size Poisson iid 100 mid smooth xlarge gamma(t) 0.001 0.001 1.03 [1.01, 1.06]
117 basis_size Poisson iid 100 mid smooth xlarge E(Y | X) 0.049 0.056 0.87 [0.86, 0.89]
118 basis_size Poisson smooth 100 mid smooth large alpha(t) 0.003 0.003 0.82 [0.77, 0.86]
118 basis_size Poisson smooth 100 mid smooth large beta(s,t) 0.035 1.014 0.03 [0.03, 0.04]
118 basis_size Poisson smooth 100 mid smooth large gamma(t) 0.002 0.003 0.92 [0.88, 0.95]
118 basis_size Poisson smooth 100 mid smooth large E(Y | X) 0.164 0.382 0.43 [0.40, 0.46]
119 basis_size Poisson smooth 100 mid smooth xlarge alpha(t) 0.003 0.004 0.75 [0.71, 0.81]
119 basis_size Poisson smooth 100 mid smooth xlarge beta(s,t) 0.044 3.286 0.01 [0.01, 0.02]
119 basis_size Poisson smooth 100 mid smooth xlarge gamma(t) 0.003 0.003 0.89 [0.85, 0.93]
119 basis_size Poisson smooth 100 mid smooth xlarge E(Y | X) 0.175 0.554 0.32 [0.29, 0.34]
120 basis_size binary iid 100 mid smooth large alpha(t) 0.008 0.007 1.06 [1.02, 1.10]
120 basis_size binary iid 100 mid smooth large beta(s,t) 0.098 0.094 1.05 [0.91, 1.22]
120 basis_size binary iid 100 mid smooth large gamma(t) 0.009 0.008 1.10 [1.05, 1.16]
120 basis_size binary iid 100 mid smooth large E(Y | X) 0.001 0.001 1.06 [1.04, 1.09]
121 basis_size binary iid 100 mid smooth xlarge alpha(t) 0.008 0.007 1.05 [1.00, 1.11]
121 basis_size binary iid 100 mid smooth xlarge beta(s,t) 0.107 0.104 1.03 [0.92, 1.16]
121 basis_size binary iid 100 mid smooth xlarge gamma(t) 0.009 0.008 1.10 [1.05, 1.18]
121 basis_size binary iid 100 mid smooth xlarge E(Y | X) 0.001 0.001 1.05 [1.03, 1.08]
122 basis_size binary smooth 100 mid smooth large alpha(t) 0.026 0.038 0.68 [0.64, 0.73]
122 basis_size binary smooth 100 mid smooth large beta(s,t) 0.294 7.326 0.04 [0.03, 0.05]
122 basis_size binary smooth 100 mid smooth large gamma(t) 0.026 0.031 0.83 [0.78, 0.88]
122 basis_size binary smooth 100 mid smooth large E(Y | X) 0.003 0.006 0.49 [0.46, 0.51]
123 basis_size binary smooth 100 mid smooth xlarge alpha(t) 0.026 0.050 0.51 [0.47, 0.56]
123 basis_size binary smooth 100 mid smooth xlarge beta(s,t) 0.326 32.696 0.01 [0.01, 0.01]
123 basis_size binary smooth 100 mid smooth xlarge gamma(t) 0.026 0.035 0.74 [0.69, 0.78]
123 basis_size binary smooth 100 mid smooth xlarge E(Y | X) 0.003 0.010 0.31 [0.30, 0.33]

16.5 S4 Plasmode coverage per cell

Table 99: Grid-average coverage (MC SE) per plasmode cell and arm.
dataset truth residual flip error G estimand AR(1) working model NCV + CL2 NCV + CL2, bias-aware REML + CL2 REML, model-based
ECG strain MID NCV residuals curve attached 78 beta(s,t) 0.900 (0.005) 0.931 (0.004) 0.943 (0.003) 0.558 (0.006)
ECG strain MID REML residuals curve attached 78 beta(s,t) 0.874 (0.005) 0.904 (0.005) 0.932 (0.004) 0.944 (0.003) 0.561 (0.006)
ECG strain MID beat differences (own scale) curve attached 78 beta(s,t) 0.933 (0.004) 0.946 (0.003) 0.945 (0.004) 0.534 (0.005)
ECG strain MID beat differences (variance-matched) curve attached 78 beta(s,t) 0.837 (0.004) 0.910 (0.005) 0.940 (0.003) 0.945 (0.004) 0.524 (0.005)
ECG strain NCV NCV residuals curve attached 78 beta(s,t) 0.909 (0.005) 0.941 (0.003) 0.944 (0.003) 0.559 (0.006)
ECG strain NCV REML residuals curve attached 78 beta(s,t) 0.909 (0.005) 0.939 (0.003) 0.944 (0.003) 0.562 (0.006)
ECG strain NCV beat differences (own scale) curve attached 78 beta(s,t) 0.928 (0.004) 0.946 (0.003) 0.945 (0.004) 0.532 (0.005)
ECG strain NCV beat differences (variance-matched) curve attached 78 beta(s,t) 0.906 (0.005) 0.942 (0.003) 0.945 (0.004) 0.523 (0.005)
ECG strain REML NCV residuals curve attached 78 beta(s,t) 0.899 (0.005) 0.929 (0.004) 0.943 (0.003) 0.559 (0.006)
ECG strain REML REML residuals curve attached 78 beta(s,t) 0.904 (0.005) 0.931 (0.004) 0.943 (0.003) 0.563 (0.006)
ECG strain REML beat differences (own scale) curve attached 78 beta(s,t) 0.932 (0.004) 0.944 (0.003) 0.945 (0.003) 0.536 (0.005)
ECG strain REML beat differences (variance-matched) curve attached 78 beta(s,t) 0.910 (0.004) 0.939 (0.003) 0.944 (0.004) 0.526 (0.005)
ECG strain MID NCV residuals curve attached 40 beta(s,t) 0.873 (0.006) 0.928 (0.004) 0.935 (0.004) 0.529 (0.006)
ECG strain MID REML residuals curve attached 40 beta(s,t) 0.873 (0.006) 0.925 (0.004) 0.932 (0.004) 0.532 (0.006)
ECG strain MID beat differences (own scale) curve attached 40 beta(s,t) 0.913 (0.005) 0.936 (0.004) 0.934 (0.004) 0.524 (0.006)
ECG strain MID beat differences (variance-matched) curve attached 40 beta(s,t) 0.845 (0.011) 0.930 (0.004) 0.935 (0.004) 0.516 (0.006)
ECG strain NCV NCV residuals curve attached 40 beta(s,t) 0.887 (0.006) 0.942 (0.004) 0.936 (0.004) 0.530 (0.006)
ECG strain NCV REML residuals curve attached 40 beta(s,t) 0.887 (0.006) 0.941 (0.004) 0.933 (0.004) 0.533 (0.006)
ECG strain NCV beat differences (own scale) curve attached 40 beta(s,t) 0.910 (0.005) 0.939 (0.004) 0.935 (0.004) 0.522 (0.006)
ECG strain NCV beat differences (variance-matched) curve attached 40 beta(s,t) 0.854 (0.011) 0.938 (0.004) 0.935 (0.004) 0.515 (0.006)
ECG strain REML NCV residuals curve attached 40 beta(s,t) 0.867 (0.006) 0.922 (0.004) 0.934 (0.004) 0.530 (0.006)
ECG strain REML REML residuals curve attached 40 beta(s,t) 0.868 (0.006) 0.921 (0.004) 0.932 (0.004) 0.533 (0.006)
ECG strain REML beat differences (own scale) curve attached 40 beta(s,t) 0.911 (0.004) 0.933 (0.004) 0.934 (0.004) 0.526 (0.006)
ECG strain REML beat differences (variance-matched) curve attached 40 beta(s,t) 0.837 (0.012) 0.927 (0.004) 0.934 (0.004) 0.517 (0.006)
ECG strain MID NCV residuals curve attached 78 E(Y | X) 0.916 (0.003) 0.938 (0.002) 0.940 (0.002) 0.581 (0.004)
ECG strain MID REML residuals curve attached 78 E(Y | X) 0.869 (0.003) 0.916 (0.003) 0.937 (0.002) 0.938 (0.002) 0.583 (0.004)
ECG strain MID beat differences (own scale) curve attached 78 E(Y | X) 0.940 (0.002) 0.951 (0.002) 0.950 (0.002) 0.570 (0.003)
ECG strain MID beat differences (variance-matched) curve attached 78 E(Y | X) 0.847 (0.003) 0.923 (0.002) 0.947 (0.002) 0.950 (0.002) 0.564 (0.003)
ECG strain NCV NCV residuals curve attached 78 E(Y | X) 0.918 (0.003) 0.942 (0.002) 0.940 (0.002) 0.582 (0.004)
ECG strain NCV REML residuals curve attached 78 E(Y | X) 0.916 (0.003) 0.939 (0.002) 0.938 (0.003) 0.583 (0.004)
ECG strain NCV beat differences (own scale) curve attached 78 E(Y | X) 0.935 (0.002) 0.950 (0.002) 0.950 (0.002) 0.569 (0.003)
ECG strain NCV beat differences (variance-matched) curve attached 78 E(Y | X) 0.921 (0.002) 0.948 (0.002) 0.950 (0.002) 0.564 (0.003)
ECG strain REML NCV residuals curve attached 78 E(Y | X) 0.904 (0.003) 0.933 (0.002) 0.939 (0.002) 0.583 (0.004)
ECG strain REML REML residuals curve attached 78 E(Y | X) 0.906 (0.003) 0.933 (0.002) 0.938 (0.002) 0.586 (0.004)
ECG strain REML beat differences (own scale) curve attached 78 E(Y | X) 0.940 (0.002) 0.948 (0.002) 0.950 (0.002) 0.579 (0.003)
ECG strain REML beat differences (variance-matched) curve attached 78 E(Y | X) 0.921 (0.002) 0.945 (0.002) 0.949 (0.002) 0.571 (0.003)
ECG strain MID NCV residuals curve attached 40 E(Y | X) 0.901 (0.003) 0.937 (0.002) 0.932 (0.002) 0.562 (0.004)
ECG strain MID REML residuals curve attached 40 E(Y | X) 0.902 (0.003) 0.936 (0.003) 0.932 (0.003) 0.564 (0.004)
ECG strain MID beat differences (own scale) curve attached 40 E(Y | X) 0.926 (0.003) 0.945 (0.002) 0.941 (0.002) 0.559 (0.004)
ECG strain MID beat differences (variance-matched) curve attached 40 E(Y | X) 0.890 (0.006) 0.943 (0.002) 0.941 (0.003) 0.554 (0.004)
ECG strain NCV NCV residuals curve attached 40 E(Y | X) 0.908 (0.003) 0.943 (0.002) 0.933 (0.002) 0.562 (0.004)
ECG strain NCV REML residuals curve attached 40 E(Y | X) 0.908 (0.003) 0.942 (0.003) 0.932 (0.003) 0.564 (0.004)
ECG strain NCV beat differences (own scale) curve attached 40 E(Y | X) 0.924 (0.003) 0.946 (0.002) 0.941 (0.002) 0.559 (0.004)
ECG strain NCV beat differences (variance-matched) curve attached 40 E(Y | X) 0.896 (0.005) 0.947 (0.002) 0.941 (0.003) 0.554 (0.004)
ECG strain REML NCV residuals curve attached 40 E(Y | X) 0.887 (0.003) 0.930 (0.002) 0.931 (0.002) 0.562 (0.004)
ECG strain REML REML residuals curve attached 40 E(Y | X) 0.885 (0.003) 0.930 (0.003) 0.931 (0.003) 0.565 (0.004)
ECG strain REML beat differences (own scale) curve attached 40 E(Y | X) 0.924 (0.003) 0.941 (0.002) 0.940 (0.002) 0.566 (0.004)
ECG strain REML beat differences (variance-matched) curve attached 40 E(Y | X) 0.876 (0.006) 0.938 (0.002) 0.940 (0.002) 0.558 (0.004)
AF trial MID NCV residuals curve attached 118 beta(s,t) 0.788 (0.012) 0.915 (0.006) 0.939 (0.005) 0.665 (0.008)
AF trial MID REML residuals curve attached 118 beta(s,t) 0.838 (0.008) 0.792 (0.012) 0.915 (0.006) 0.938 (0.004) 0.669 (0.008)
AF trial NCV NCV residuals curve attached 118 beta(s,t) 0.789 (0.013) 0.925 (0.005) 0.941 (0.004) 0.671 (0.009)
AF trial NCV REML residuals curve attached 118 beta(s,t) 0.792 (0.013) 0.926 (0.005) 0.942 (0.004) 0.678 (0.008)
AF trial REML NCV residuals curve attached 118 beta(s,t) 0.783 (0.012) 0.907 (0.006) 0.933 (0.005) 0.653 (0.008)
AF trial REML REML residuals curve attached 118 beta(s,t) 0.790 (0.011) 0.908 (0.006) 0.934 (0.004) 0.660 (0.008)
AF trial MID NCV residuals curve attached 40 beta(s,t) 0.596 (0.018) 0.883 (0.007) 0.920 (0.006) 0.620 (0.010)
AF trial MID REML residuals curve attached 40 beta(s,t) 0.589 (0.018) 0.883 (0.007) 0.922 (0.006) 0.625 (0.010)
AF trial NCV NCV residuals curve attached 40 beta(s,t) 0.640 (0.016) 0.904 (0.006) 0.925 (0.006) 0.628 (0.011)
AF trial NCV REML residuals curve attached 40 beta(s,t) 0.649 (0.016) 0.906 (0.006) 0.926 (0.006) 0.631 (0.011)
AF trial REML NCV residuals curve attached 40 beta(s,t) 0.570 (0.019) 0.868 (0.008) 0.913 (0.006) 0.609 (0.010)
AF trial REML REML residuals curve attached 40 beta(s,t) 0.572 (0.018) 0.865 (0.008) 0.916 (0.006) 0.614 (0.010)
AF trial MID NCV residuals curve attached 118 E(Y | X) 0.898 (0.004) 0.936 (0.003) 0.945 (0.002) 0.679 (0.004)
AF trial MID REML residuals curve attached 118 E(Y | X) 0.870 (0.004) 0.899 (0.005) 0.937 (0.003) 0.947 (0.002) 0.681 (0.004)
AF trial NCV NCV residuals curve attached 118 E(Y | X) 0.891 (0.005) 0.936 (0.003) 0.945 (0.003) 0.678 (0.004)
AF trial NCV REML residuals curve attached 118 E(Y | X) 0.893 (0.005) 0.937 (0.003) 0.947 (0.002) 0.681 (0.004)
AF trial REML NCV residuals curve attached 118 E(Y | X) 0.900 (0.004) 0.935 (0.003) 0.945 (0.002) 0.679 (0.004)
AF trial REML REML residuals curve attached 118 E(Y | X) 0.903 (0.004) 0.936 (0.003) 0.946 (0.002) 0.681 (0.004)
AF trial MID NCV residuals curve attached 40 E(Y | X) 0.849 (0.006) 0.926 (0.004) 0.933 (0.004) 0.644 (0.006)
AF trial MID REML residuals curve attached 40 E(Y | X) 0.849 (0.006) 0.927 (0.004) 0.934 (0.004) 0.648 (0.006)
AF trial NCV NCV residuals curve attached 40 E(Y | X) 0.853 (0.006) 0.930 (0.004) 0.934 (0.004) 0.645 (0.006)
AF trial NCV REML residuals curve attached 40 E(Y | X) 0.856 (0.005) 0.931 (0.003) 0.935 (0.004) 0.647 (0.006)
AF trial REML NCV residuals curve attached 40 E(Y | X) 0.845 (0.006) 0.924 (0.004) 0.932 (0.004) 0.644 (0.006)
AF trial REML REML residuals curve attached 40 E(Y | X) 0.847 (0.006) 0.925 (0.004) 0.934 (0.004) 0.648 (0.005)
running MID NCV residuals curve attached 90 beta(s,t) 0.747 (0.010) 0.888 (0.006) 0.919 (0.006) 0.518 (0.009)
running MID REML residuals curve attached 90 beta(s,t) 0.728 (0.006) 0.738 (0.011) 0.893 (0.006) 0.922 (0.005) 0.515 (0.009)
running NCV NCV residuals curve attached 90 beta(s,t) 0.811 (0.005) 0.875 (0.006) 0.948 (0.004) 0.922 (0.005) 0.528 (0.010)
running NCV NCV residuals curve detached 90 beta(s,t) 0.844 (0.010) 0.947 (0.005) 0.926 (0.006) 0.506 (0.011)
running NCV REML residuals curve attached 90 beta(s,t) 0.870 (0.006) 0.945 (0.004) 0.922 (0.005) 0.521 (0.010)
running REML NCV residuals curve attached 90 beta(s,t) 0.589 (0.019) 0.838 (0.009) 0.915 (0.007) 0.479 (0.010)
running REML REML residuals curve attached 90 beta(s,t) 0.548 (0.011) 0.586 (0.020) 0.841 (0.010) 0.916 (0.007) 0.481 (0.009)
running REML REML residuals curve detached 90 beta(s,t) 0.505 (0.018) 0.850 (0.009) 0.919 (0.006) 0.468 (0.008)
running MID NCV residuals curve attached 40 beta(s,t) 0.636 (0.015) 0.880 (0.007) 0.903 (0.007) 0.452 (0.010)
running MID REML residuals curve attached 40 beta(s,t) 0.638 (0.014) 0.889 (0.006) 0.912 (0.007) 0.467 (0.010)
running NCV NCV residuals curve attached 40 beta(s,t) 0.760 (0.014) 0.927 (0.006) 0.910 (0.007) 0.463 (0.011)
running NCV NCV residuals curve detached 40 beta(s,t) 0.747 (0.013) 0.929 (0.005) 0.926 (0.006) 0.453 (0.011)
running NCV REML residuals curve attached 40 beta(s,t) 0.767 (0.013) 0.928 (0.005) 0.914 (0.006) 0.463 (0.011)
running REML NCV residuals curve attached 40 beta(s,t) 0.432 (0.015) 0.823 (0.010) 0.888 (0.009) 0.414 (0.010)
running REML REML residuals curve attached 40 beta(s,t) 0.427 (0.015) 0.829 (0.011) 0.887 (0.009) 0.421 (0.010)
running REML REML residuals curve detached 40 beta(s,t) 0.412 (0.014) 0.836 (0.009) 0.909 (0.007) 0.422 (0.009)
running MID NCV residuals curve attached 90 E(Y | X) 0.907 (0.003) 0.933 (0.003) 0.933 (0.003) 0.569 (0.005)
running MID REML residuals curve attached 90 E(Y | X) 0.787 (0.004) 0.902 (0.003) 0.934 (0.003) 0.934 (0.003) 0.575 (0.004)
running NCV NCV residuals curve attached 90 E(Y | X) 0.793 (0.004) 0.919 (0.003) 0.943 (0.003) 0.930 (0.003) 0.565 (0.005)
running NCV NCV residuals curve detached 90 E(Y | X) 0.917 (0.004) 0.947 (0.003) 0.936 (0.003) 0.577 (0.005)
running NCV REML residuals curve attached 90 E(Y | X) 0.917 (0.003) 0.943 (0.003) 0.931 (0.003) 0.571 (0.005)
running REML NCV residuals curve attached 90 E(Y | X) 0.867 (0.005) 0.925 (0.003) 0.935 (0.003) 0.564 (0.005)
running REML REML residuals curve attached 90 E(Y | X) 0.754 (0.004) 0.861 (0.005) 0.925 (0.003) 0.935 (0.003) 0.570 (0.004)
running REML REML residuals curve detached 90 E(Y | X) 0.841 (0.006) 0.932 (0.003) 0.939 (0.003) 0.582 (0.005)
running MID NCV residuals curve attached 40 E(Y | X) 0.871 (0.005) 0.930 (0.003) 0.922 (0.004) 0.527 (0.006)
running MID REML residuals curve attached 40 E(Y | X) 0.871 (0.005) 0.932 (0.003) 0.923 (0.004) 0.531 (0.006)
running NCV NCV residuals curve attached 40 E(Y | X) 0.885 (0.005) 0.937 (0.003) 0.921 (0.004) 0.522 (0.006)
running NCV NCV residuals curve detached 40 E(Y | X) 0.888 (0.005) 0.941 (0.004) 0.926 (0.004) 0.533 (0.006)
running NCV REML residuals curve attached 40 E(Y | X) 0.886 (0.005) 0.938 (0.003) 0.921 (0.004) 0.527 (0.006)
running REML NCV residuals curve attached 40 E(Y | X) 0.841 (0.005) 0.924 (0.004) 0.922 (0.004) 0.520 (0.006)
running REML REML residuals curve attached 40 E(Y | X) 0.837 (0.006) 0.925 (0.004) 0.921 (0.004) 0.522 (0.005)
running REML REML residuals curve detached 40 E(Y | X) 0.839 (0.005) 0.929 (0.004) 0.928 (0.004) 0.536 (0.005)
DTI MID NCV residuals curve attached 92 beta(s,t) 0.885 (0.005) 0.940 (0.003) 0.931 (0.003) 0.636 (0.005)
DTI MID REML residuals curve attached 92 beta(s,t) 0.858 (0.007) 0.881 (0.005) 0.936 (0.003) 0.929 (0.003) 0.643 (0.005)
DTI NCV NCV residuals curve attached 92 beta(s,t) 0.902 (0.005) 0.957 (0.003) 0.931 (0.003) 0.639 (0.006)
DTI NCV REML residuals curve attached 92 beta(s,t) 0.900 (0.005) 0.956 (0.003) 0.930 (0.003) 0.645 (0.006)
DTI REML NCV residuals curve attached 92 beta(s,t) 0.754 (0.008) 0.886 (0.005) 0.922 (0.004) 0.613 (0.005)
DTI REML REML residuals curve attached 92 beta(s,t) 0.752 (0.008) 0.882 (0.005) 0.919 (0.004) 0.615 (0.005)
DTI MID NCV residuals curve attached 40 beta(s,t) 0.787 (0.010) 0.919 (0.004) 0.919 (0.003) 0.620 (0.006)
DTI MID REML residuals curve attached 40 beta(s,t) 0.799 (0.009) 0.921 (0.004) 0.922 (0.003) 0.631 (0.006)
DTI NCV NCV residuals curve attached 40 beta(s,t) 0.803 (0.012) 0.933 (0.005) 0.921 (0.003) 0.626 (0.007)
DTI NCV REML residuals curve attached 40 beta(s,t) 0.801 (0.013) 0.929 (0.005) 0.922 (0.004) 0.635 (0.007)
DTI REML NCV residuals curve attached 40 beta(s,t) 0.671 (0.011) 0.874 (0.006) 0.909 (0.004) 0.599 (0.006)
DTI REML REML residuals curve attached 40 beta(s,t) 0.679 (0.010) 0.873 (0.005) 0.909 (0.004) 0.604 (0.006)
DTI MID NCV residuals curve attached 92 E(Y | X) 0.914 (0.003) 0.941 (0.002) 0.933 (0.002) 0.644 (0.004)
DTI MID REML residuals curve attached 92 E(Y | X) 0.902 (0.004) 0.911 (0.003) 0.937 (0.002) 0.932 (0.002) 0.651 (0.004)
DTI NCV NCV residuals curve attached 92 E(Y | X) 0.921 (0.003) 0.951 (0.002) 0.933 (0.002) 0.644 (0.004)
DTI NCV REML residuals curve attached 92 E(Y | X) 0.919 (0.003) 0.948 (0.002) 0.931 (0.002) 0.652 (0.004)
DTI REML NCV residuals curve attached 92 E(Y | X) 0.889 (0.003) 0.927 (0.002) 0.934 (0.002) 0.640 (0.004)
DTI REML REML residuals curve attached 92 E(Y | X) 0.886 (0.003) 0.925 (0.002) 0.932 (0.002) 0.644 (0.004)
DTI MID NCV residuals curve attached 40 E(Y | X) 0.867 (0.004) 0.926 (0.003) 0.918 (0.003) 0.623 (0.004)
DTI MID REML residuals curve attached 40 E(Y | X) 0.870 (0.004) 0.925 (0.003) 0.919 (0.003) 0.633 (0.004)
DTI NCV NCV residuals curve attached 40 E(Y | X) 0.877 (0.005) 0.934 (0.003) 0.918 (0.003) 0.625 (0.004)
DTI NCV REML residuals curve attached 40 E(Y | X) 0.874 (0.005) 0.931 (0.003) 0.917 (0.003) 0.634 (0.004)
DTI REML NCV residuals curve attached 40 E(Y | X) 0.844 (0.005) 0.919 (0.003) 0.919 (0.003) 0.620 (0.004)
DTI REML REML residuals curve attached 40 E(Y | X) 0.847 (0.004) 0.918 (0.003) 0.919 (0.003) 0.628 (0.004)
gait MID NCV residuals curve attached 138 beta(s,t) 0.812 (0.011) 0.923 (0.004) 0.940 (0.004) 0.516 (0.007)
gait MID REML residuals curve attached 138 beta(s,t) 0.914 (0.004) 0.810 (0.011) 0.922 (0.004) 0.940 (0.004) 0.517 (0.007)
gait NCV NCV residuals curve attached 138 beta(s,t) 0.832 (0.010) 0.937 (0.004) 0.940 (0.004) 0.520 (0.007)
gait NCV REML residuals curve attached 138 beta(s,t) 0.831 (0.010) 0.937 (0.004) 0.940 (0.005) 0.521 (0.007)
gait REML NCV residuals curve attached 138 beta(s,t) 0.804 (0.011) 0.914 (0.004) 0.939 (0.004) 0.512 (0.006)
gait REML REML residuals curve attached 138 beta(s,t) 0.804 (0.011) 0.914 (0.004) 0.938 (0.004) 0.514 (0.006)
gait MID NCV residuals curve attached 40 beta(s,t) 0.626 (0.014) 0.904 (0.004) 0.936 (0.004) 0.469 (0.006)
gait MID REML residuals curve attached 40 beta(s,t) 0.625 (0.013) 0.905 (0.004) 0.936 (0.004) 0.470 (0.006)
gait NCV NCV residuals curve attached 40 beta(s,t) 0.672 (0.014) 0.915 (0.004) 0.935 (0.004) 0.470 (0.007)
gait NCV REML residuals curve attached 40 beta(s,t) 0.673 (0.014) 0.917 (0.004) 0.936 (0.004) 0.471 (0.007)
gait REML NCV residuals curve attached 40 beta(s,t) 0.595 (0.013) 0.893 (0.004) 0.934 (0.004) 0.465 (0.006)
gait REML REML residuals curve attached 40 beta(s,t) 0.595 (0.013) 0.893 (0.004) 0.935 (0.004) 0.466 (0.006)
gait MID NCV residuals curve attached 138 E(Y | X) 0.922 (0.003) 0.944 (0.002) 0.943 (0.003) 0.538 (0.004)
gait MID REML residuals curve attached 138 E(Y | X) 0.927 (0.003) 0.922 (0.003) 0.944 (0.002) 0.943 (0.003) 0.539 (0.004)
gait NCV NCV residuals curve attached 138 E(Y | X) 0.924 (0.003) 0.947 (0.002) 0.943 (0.003) 0.538 (0.004)
gait NCV REML residuals curve attached 138 E(Y | X) 0.924 (0.003) 0.947 (0.002) 0.943 (0.003) 0.539 (0.004)
gait REML NCV residuals curve attached 138 E(Y | X) 0.919 (0.003) 0.942 (0.002) 0.943 (0.003) 0.538 (0.004)
gait REML REML residuals curve attached 138 E(Y | X) 0.919 (0.003) 0.942 (0.002) 0.943 (0.003) 0.539 (0.004)
gait MID NCV residuals curve attached 40 E(Y | X) 0.863 (0.006) 0.939 (0.003) 0.936 (0.003) 0.503 (0.004)
gait MID REML residuals curve attached 40 E(Y | X) 0.864 (0.006) 0.940 (0.003) 0.936 (0.003) 0.504 (0.004)
gait NCV NCV residuals curve attached 40 E(Y | X) 0.868 (0.006) 0.940 (0.003) 0.936 (0.003) 0.503 (0.004)
gait NCV REML residuals curve attached 40 E(Y | X) 0.869 (0.006) 0.941 (0.003) 0.936 (0.003) 0.503 (0.004)
gait REML NCV residuals curve attached 40 E(Y | X) 0.860 (0.006) 0.937 (0.003) 0.936 (0.003) 0.503 (0.004)
gait REML REML residuals curve attached 40 E(Y | X) 0.860 (0.006) 0.938 (0.003) 0.936 (0.003) 0.504 (0.004)
ECG 8-lead MID NCV residuals curve attached 100 beta(s,t) 0.744 (0.012) 0.945 (0.003) 0.944 (0.003) 0.636 (0.006)
ECG 8-lead MID REML residuals curve attached 100 beta(s,t) 0.720 (0.009) 0.722 (0.013) 0.937 (0.004) 0.944 (0.003) 0.644 (0.006)
ECG 8-lead NCV NCV residuals curve attached 100 beta(s,t) 0.831 (0.010) 0.974 (0.002) 0.944 (0.003) 0.640 (0.006)
ECG 8-lead NCV REML residuals curve attached 100 beta(s,t) 0.824 (0.010) 0.970 (0.003) 0.945 (0.003) 0.652 (0.006)
ECG 8-lead REML NCV residuals curve attached 100 beta(s,t) 0.658 (0.014) 0.900 (0.006) 0.938 (0.003) 0.624 (0.005)
ECG 8-lead REML REML residuals curve attached 100 beta(s,t) 0.653 (0.015) 0.895 (0.006) 0.938 (0.004) 0.633 (0.005)
ECG 8-lead MID NCV residuals curve attached 40 beta(s,t) 0.637 (0.014) 0.940 (0.003) 0.937 (0.004) 0.639 (0.006)
ECG 8-lead MID REML residuals curve attached 40 beta(s,t) 0.646 (0.014) 0.936 (0.004) 0.937 (0.004) 0.641 (0.006)
ECG 8-lead NCV NCV residuals curve attached 40 beta(s,t) 0.770 (0.012) 0.965 (0.003) 0.936 (0.004) 0.640 (0.007)
ECG 8-lead NCV REML residuals curve attached 40 beta(s,t) 0.774 (0.012) 0.965 (0.003) 0.937 (0.004) 0.645 (0.007)
ECG 8-lead REML NCV residuals curve attached 40 beta(s,t) 0.550 (0.015) 0.900 (0.004) 0.934 (0.004) 0.625 (0.005)
ECG 8-lead REML REML residuals curve attached 40 beta(s,t) 0.562 (0.016) 0.895 (0.005) 0.934 (0.004) 0.631 (0.005)
ECG 8-lead MID NCV residuals curve attached 100 E(Y | X) 0.905 (0.004) 0.960 (0.002) 0.953 (0.002) 0.751 (0.004)
ECG 8-lead MID REML residuals curve attached 100 E(Y | X) 0.924 (0.003) 0.898 (0.005) 0.957 (0.002) 0.953 (0.002) 0.757 (0.004)
ECG 8-lead NCV NCV residuals curve attached 100 E(Y | X) 0.907 (0.005) 0.965 (0.002) 0.953 (0.002) 0.753 (0.004)
ECG 8-lead NCV REML residuals curve attached 100 E(Y | X) 0.906 (0.005) 0.964 (0.002) 0.952 (0.002) 0.760 (0.004)
ECG 8-lead REML NCV residuals curve attached 100 E(Y | X) 0.882 (0.005) 0.948 (0.002) 0.951 (0.002) 0.746 (0.004)
ECG 8-lead REML REML residuals curve attached 100 E(Y | X) 0.878 (0.005) 0.948 (0.002) 0.951 (0.002) 0.752 (0.004)
ECG 8-lead MID NCV residuals curve attached 40 E(Y | X) 0.863 (0.005) 0.951 (0.002) 0.944 (0.002) 0.729 (0.004)
ECG 8-lead MID REML residuals curve attached 40 E(Y | X) 0.867 (0.005) 0.950 (0.003) 0.944 (0.003) 0.734 (0.005)
ECG 8-lead NCV NCV residuals curve attached 40 E(Y | X) 0.881 (0.005) 0.959 (0.002) 0.944 (0.003) 0.730 (0.005)
ECG 8-lead NCV REML residuals curve attached 40 E(Y | X) 0.884 (0.005) 0.957 (0.002) 0.944 (0.003) 0.736 (0.005)
ECG 8-lead REML NCV residuals curve attached 40 E(Y | X) 0.846 (0.006) 0.945 (0.002) 0.944 (0.003) 0.724 (0.004)
ECG 8-lead REML REML residuals curve attached 40 E(Y | X) 0.849 (0.006) 0.943 (0.003) 0.944 (0.003) 0.730 (0.004)
ocean MID NCV residuals curve attached 116 beta(s,t) 0.715 (0.006) 0.915 (0.004) 0.921 (0.006) 0.407 (0.008)
ocean MID REML residuals curve attached 116 beta(s,t) 0.854 (0.003) 0.717 (0.005) 0.912 (0.004) 0.927 (0.006) 0.418 (0.008)
ocean NCV NCV residuals curve attached 116 beta(s,t) 0.846 (0.008) 0.963 (0.003) 0.920 (0.006) 0.406 (0.008)
ocean NCV NCV residuals block attached 116 beta(s,t) 0.855 (0.007) 0.966 (0.002) 0.934 (0.006) 0.420 (0.009)
ocean NCV REML residuals curve attached 116 beta(s,t) 0.856 (0.007) 0.965 (0.002) 0.927 (0.006) 0.422 (0.009)
ocean REML NCV residuals curve attached 116 beta(s,t) 0.554 (0.012) 0.869 (0.007) 0.924 (0.006) 0.404 (0.008)
ocean REML REML residuals curve attached 116 beta(s,t) 0.561 (0.013) 0.872 (0.006) 0.930 (0.006) 0.417 (0.008)
ocean REML REML residuals block attached 116 beta(s,t) 0.564 (0.014) 0.883 (0.006) 0.935 (0.006) 0.417 (0.007)
ocean MID NCV residuals curve attached 40 beta(s,t) 0.585 (0.014) 0.914 (0.004) 0.927 (0.005) 0.376 (0.007)
ocean MID REML residuals curve attached 40 beta(s,t) 0.589 (0.014) 0.914 (0.004) 0.933 (0.005) 0.387 (0.007)
ocean NCV NCV residuals curve attached 40 beta(s,t) 0.689 (0.012) 0.944 (0.003) 0.929 (0.005) 0.375 (0.008)
ocean NCV REML residuals curve attached 40 beta(s,t) 0.700 (0.012) 0.946 (0.003) 0.934 (0.005) 0.388 (0.008)
ocean REML NCV residuals curve attached 40 beta(s,t) 0.416 (0.012) 0.860 (0.005) 0.922 (0.005) 0.375 (0.007)
ocean REML REML residuals curve attached 40 beta(s,t) 0.420 (0.012) 0.858 (0.005) 0.926 (0.005) 0.383 (0.007)
ocean MID NCV residuals curve attached 116 E(Y | X) 0.911 (0.004) 0.941 (0.003) 0.934 (0.003) 0.456 (0.004)
ocean MID REML residuals curve attached 116 E(Y | X) 0.932 (0.003) 0.910 (0.004) 0.938 (0.003) 0.935 (0.003) 0.459 (0.004)
ocean NCV NCV residuals curve attached 116 E(Y | X) 0.912 (0.004) 0.945 (0.003) 0.933 (0.003) 0.452 (0.004)
ocean NCV NCV residuals block attached 116 E(Y | X) 0.902 (0.004) 0.937 (0.003) 0.931 (0.003) 0.448 (0.004)
ocean NCV REML residuals curve attached 116 E(Y | X) 0.911 (0.004) 0.944 (0.003) 0.934 (0.003) 0.454 (0.004)
ocean REML NCV residuals curve attached 116 E(Y | X) 0.883 (0.004) 0.933 (0.003) 0.936 (0.003) 0.458 (0.004)
ocean REML REML residuals curve attached 116 E(Y | X) 0.883 (0.004) 0.932 (0.003) 0.937 (0.003) 0.461 (0.004)
ocean REML REML residuals block attached 116 E(Y | X) 0.875 (0.004) 0.929 (0.003) 0.933 (0.003) 0.456 (0.004)
ocean MID NCV residuals curve attached 40 E(Y | X) 0.882 (0.004) 0.942 (0.002) 0.931 (0.003) 0.427 (0.004)
ocean MID REML residuals curve attached 40 E(Y | X) 0.882 (0.004) 0.942 (0.002) 0.933 (0.003) 0.432 (0.004)
ocean NCV NCV residuals curve attached 40 E(Y | X) 0.885 (0.004) 0.946 (0.003) 0.931 (0.003) 0.425 (0.004)
ocean NCV REML residuals curve attached 40 E(Y | X) 0.886 (0.004) 0.945 (0.003) 0.933 (0.003) 0.430 (0.004)
ocean REML NCV residuals curve attached 40 E(Y | X) 0.867 (0.004) 0.940 (0.002) 0.932 (0.003) 0.428 (0.004)
ocean REML REML residuals curve attached 40 E(Y | X) 0.868 (0.004) 0.939 (0.002) 0.934 (0.003) 0.432 (0.004)
weather MID NCV residuals curve attached 73 beta(s,t) 0.697 (0.022) 0.867 (0.013) 0.913 (0.009) 0.357 (0.010)
weather MID REML residuals curve attached 73 beta(s,t) 0.438 (0.013) 0.712 (0.020) 0.871 (0.012) 0.905 (0.010) 0.360 (0.010)
weather NCV NCV residuals curve attached 73 beta(s,t) 0.536 (0.030) 0.808 (0.020) 0.840 (0.020) 0.347 (0.013)
weather NCV NCV residuals block attached 73 beta(s,t) 0.540 (0.031) 0.831 (0.017) 0.896 (0.016) 0.369 (0.011)
weather NCV REML residuals curve attached 73 beta(s,t) 0.582 (0.029) 0.820 (0.019) 0.855 (0.018) 0.352 (0.012)
weather REML NCV residuals curve attached 73 beta(s,t) 0.551 (0.020) 0.801 (0.015) 0.893 (0.011) 0.319 (0.010)
weather REML REML residuals curve attached 73 beta(s,t) 0.569 (0.018) 0.804 (0.014) 0.887 (0.012) 0.315 (0.010)
weather REML REML residuals block attached 73 beta(s,t) 0.605 (0.018) 0.814 (0.014) 0.911 (0.009) 0.350 (0.013)
weather MID NCV residuals curve attached 40 beta(s,t) 0.454 (0.030) 0.795 (0.019) 0.866 (0.018) 0.310 (0.012)
weather MID REML residuals curve attached 40 beta(s,t) 0.453 (0.030) 0.806 (0.018) 0.863 (0.017) 0.327 (0.012)
weather NCV NCV residuals curve attached 40 beta(s,t) 0.357 (0.028) 0.741 (0.023) 0.798 (0.022) 0.298 (0.013)
weather NCV REML residuals curve attached 40 beta(s,t) 0.351 (0.028) 0.730 (0.023) 0.769 (0.023) 0.305 (0.014)
weather REML NCV residuals curve attached 40 beta(s,t) 0.386 (0.026) 0.769 (0.019) 0.861 (0.018) 0.288 (0.011)
weather REML REML residuals curve attached 40 beta(s,t) 0.366 (0.025) 0.776 (0.018) 0.853 (0.017) 0.295 (0.011)
weather MID NCV residuals curve attached 73 E(Y | X) 0.875 (0.009) 0.923 (0.006) 0.929 (0.005) 0.542 (0.008)
weather MID REML residuals curve attached 73 E(Y | X) 0.675 (0.009) 0.880 (0.008) 0.923 (0.006) 0.922 (0.005) 0.542 (0.008)
weather NCV NCV residuals curve attached 73 E(Y | X) 0.867 (0.007) 0.925 (0.005) 0.913 (0.006) 0.543 (0.008)
weather NCV NCV residuals block attached 73 E(Y | X) 0.820 (0.008) 0.899 (0.005) 0.897 (0.004) 0.489 (0.006)
weather NCV REML residuals curve attached 73 E(Y | X) 0.870 (0.007) 0.923 (0.005) 0.912 (0.005) 0.543 (0.008)
weather REML NCV residuals curve attached 73 E(Y | X) 0.856 (0.010) 0.912 (0.007) 0.937 (0.005) 0.536 (0.009)
weather REML REML residuals curve attached 73 E(Y | X) 0.865 (0.009) 0.912 (0.006) 0.929 (0.006) 0.536 (0.008)
weather REML REML residuals block attached 73 E(Y | X) 0.842 (0.008) 0.898 (0.005) 0.914 (0.004) 0.522 (0.007)
weather MID NCV residuals curve attached 40 E(Y | X) 0.818 (0.009) 0.909 (0.006) 0.918 (0.006) 0.496 (0.008)
weather MID REML residuals curve attached 40 E(Y | X) 0.820 (0.009) 0.909 (0.007) 0.912 (0.006) 0.504 (0.008)
weather NCV NCV residuals curve attached 40 E(Y | X) 0.859 (0.007) 0.923 (0.005) 0.915 (0.005) 0.505 (0.008)
weather NCV REML residuals curve attached 40 E(Y | X) 0.855 (0.007) 0.919 (0.006) 0.907 (0.006) 0.511 (0.008)
weather REML NCV residuals curve attached 40 E(Y | X) 0.809 (0.009) 0.908 (0.007) 0.925 (0.006) 0.496 (0.008)
weather REML REML residuals curve attached 40 E(Y | X) 0.806 (0.009) 0.910 (0.006) 0.921 (0.006) 0.502 (0.008)
electricity MID NCV residuals curve attached 102 beta(s,t) 0.604 (0.015) 0.945 (0.006) 0.934 (0.006) 0.462 (0.013)
electricity MID REML residuals curve attached 102 beta(s,t) 0.677 (0.013) 0.598 (0.016) 0.942 (0.005) 0.939 (0.005) 0.457 (0.013)
electricity NCV NCV residuals curve attached 102 beta(s,t) 0.912 (0.011) 0.985 (0.004) 0.935 (0.007) 0.458 (0.014)
electricity NCV NCV residuals block attached 102 beta(s,t) 0.915 (0.011) 0.991 (0.002) 0.935 (0.006) 0.452 (0.013)
electricity NCV REML residuals curve attached 102 beta(s,t) 0.901 (0.012) 0.980 (0.004) 0.937 (0.006) 0.456 (0.013)
electricity REML NCV residuals curve attached 102 beta(s,t) 0.316 (0.018) 0.800 (0.013) 0.897 (0.010) 0.370 (0.010)
electricity REML REML residuals curve attached 102 beta(s,t) 0.332 (0.019) 0.817 (0.011) 0.920 (0.009) 0.387 (0.011)
electricity REML REML residuals block attached 102 beta(s,t) 0.308 (0.020) 0.799 (0.014) 0.905 (0.011) 0.390 (0.010)
electricity MID NCV residuals curve attached 40 beta(s,t) 0.672 (0.011) 0.967 (0.004) 0.936 (0.007) 0.385 (0.012)
electricity MID REML residuals curve attached 40 beta(s,t) 0.656 (0.012) 0.959 (0.005) 0.932 (0.007) 0.378 (0.011)
electricity NCV NCV residuals curve attached 40 beta(s,t) 0.869 (0.016) 0.982 (0.004) 0.936 (0.006) 0.381 (0.013)
electricity NCV REML residuals curve attached 40 beta(s,t) 0.880 (0.014) 0.982 (0.004) 0.938 (0.006) 0.386 (0.012)
electricity REML NCV residuals curve attached 40 beta(s,t) 0.252 (0.016) 0.752 (0.014) 0.861 (0.012) 0.312 (0.009)
electricity REML REML residuals curve attached 40 beta(s,t) 0.239 (0.015) 0.778 (0.012) 0.878 (0.010) 0.319 (0.009)
electricity MID NCV residuals curve attached 102 E(Y | X) 0.921 (0.006) 0.961 (0.004) 0.927 (0.005) 0.506 (0.007)
electricity MID REML residuals curve attached 102 E(Y | X) 0.844 (0.007) 0.918 (0.006) 0.959 (0.004) 0.927 (0.005) 0.504 (0.006)
electricity NCV NCV residuals curve attached 102 E(Y | X) 0.935 (0.006) 0.968 (0.004) 0.925 (0.005) 0.501 (0.007)
electricity NCV NCV residuals block attached 102 E(Y | X) 0.925 (0.007) 0.966 (0.004) 0.926 (0.004) 0.490 (0.007)
electricity NCV REML residuals curve attached 102 E(Y | X) 0.936 (0.006) 0.967 (0.004) 0.923 (0.005) 0.498 (0.006)
electricity REML NCV residuals curve attached 102 E(Y | X) 0.794 (0.008) 0.913 (0.006) 0.929 (0.005) 0.487 (0.007)
electricity REML REML residuals curve attached 102 E(Y | X) 0.784 (0.007) 0.914 (0.005) 0.933 (0.005) 0.491 (0.006)
electricity REML REML residuals block attached 102 E(Y | X) 0.773 (0.008) 0.911 (0.005) 0.935 (0.005) 0.493 (0.007)
electricity MID NCV residuals curve attached 40 E(Y | X) 0.905 (0.007) 0.953 (0.005) 0.924 (0.005) 0.451 (0.007)
electricity MID REML residuals curve attached 40 E(Y | X) 0.908 (0.007) 0.953 (0.005) 0.923 (0.005) 0.455 (0.008)
electricity NCV NCV residuals curve attached 40 E(Y | X) 0.910 (0.008) 0.957 (0.005) 0.923 (0.005) 0.446 (0.007)
electricity NCV REML residuals curve attached 40 E(Y | X) 0.915 (0.007) 0.957 (0.005) 0.923 (0.005) 0.452 (0.008)
electricity REML NCV residuals curve attached 40 E(Y | X) 0.816 (0.007) 0.911 (0.006) 0.917 (0.005) 0.433 (0.006)
electricity REML REML residuals curve attached 40 E(Y | X) 0.808 (0.007) 0.915 (0.005) 0.924 (0.005) 0.438 (0.007)

16.6 S5 Plasmode MSE ratios per cell

Table 100: NCV/REML MSE ratio per plasmode cell and estimand with 95% paired bootstrap intervals.
dataset truth residual flip error G alpha beta gamma mean
ECG strain MID NCV residuals curve attached 78 1.04 [1.00, 1.09] 0.89 [0.86, 0.92] 0.53 [0.48, 0.58] 0.96 [0.94, 0.98]
ECG strain MID REML residuals curve attached 78 1.04 [1.00, 1.09] 0.93 [0.90, 0.96] 0.60 [0.56, 0.65] 0.98 [0.96, 1.00]
ECG strain MID beat differences (own scale) curve attached 78 1.01 [0.99, 1.04] 0.94 [0.93, 0.96] 0.72 [0.68, 0.75] 0.97 [0.97, 0.98]
ECG strain MID beat differences (variance-matched) curve attached 78 1.02 [0.98, 1.07] 0.86 [0.83, 0.88] 0.70 [0.66, 0.73] 0.95 [0.94, 0.97]
ECG strain NCV NCV residuals curve attached 78 0.97 [0.93, 1.02] 0.73 [0.71, 0.76] 0.53 [0.48, 0.58] 0.87 [0.86, 0.89]
ECG strain NCV REML residuals curve attached 78 1.00 [0.95, 1.04] 0.78 [0.76, 0.80] 0.60 [0.56, 0.64] 0.90 [0.89, 0.92]
ECG strain NCV beat differences (own scale) curve attached 78 1.00 [0.97, 1.04] 0.89 [0.87, 0.91] 0.70 [0.67, 0.73] 0.96 [0.95, 0.98]
ECG strain NCV beat differences (variance-matched) curve attached 78 0.95 [0.90, 1.00] 0.73 [0.71, 0.75] 0.69 [0.65, 0.72] 0.89 [0.87, 0.90]
ECG strain REML NCV residuals curve attached 78 1.11 [1.07, 1.16] 0.95 [0.92, 0.98] 1.27 [1.19, 1.36] 1.04 [1.01, 1.06]
ECG strain REML REML residuals curve attached 78 1.10 [1.06, 1.14] 0.98 [0.95, 1.01] 1.24 [1.17, 1.33] 1.04 [1.02, 1.06]
ECG strain REML beat differences (own scale) curve attached 78 1.01 [0.99, 1.03] 0.97 [0.96, 0.98] 1.05 [1.04, 1.06] 0.99 [0.99, 1.00]
ECG strain REML beat differences (variance-matched) curve attached 78 1.07 [1.02, 1.12] 0.91 [0.88, 0.93] 1.20 [1.13, 1.27] 0.99 [0.98, 1.01]
ECG strain MID NCV residuals curve attached 40 0.95 [0.90, 1.01] 0.74 [0.71, 0.77] 0.54 [0.49, 0.59] 0.87 [0.85, 0.90]
ECG strain MID REML residuals curve attached 40 0.96 [0.91, 1.01] 0.78 [0.75, 0.81] 0.58 [0.53, 0.64] 0.89 [0.87, 0.92]
ECG strain MID beat differences (own scale) curve attached 40 0.99 [0.94, 1.05] 0.89 [0.86, 0.91] 0.69 [0.64, 0.73] 0.95 [0.93, 0.97]
ECG strain MID beat differences (variance-matched) curve attached 40 0.94 [0.86, 1.03] 0.69 [0.66, 0.73] 0.68 [0.63, 0.73] 0.93 [0.88, 0.97]
ECG strain NCV NCV residuals curve attached 40 0.83 [0.79, 0.89] 0.59 [0.56, 0.62] 0.53 [0.47, 0.58] 0.77 [0.75, 0.80]
ECG strain NCV REML residuals curve attached 40 0.85 [0.80, 0.91] 0.62 [0.59, 0.65] 0.59 [0.53, 0.64] 0.80 [0.77, 0.82]
ECG strain NCV beat differences (own scale) curve attached 40 0.93 [0.87, 0.99] 0.77 [0.75, 0.80] 0.68 [0.64, 0.72] 0.89 [0.87, 0.91]
ECG strain NCV beat differences (variance-matched) curve attached 40 0.82 [0.75, 0.90] 0.56 [0.53, 0.59] 0.67 [0.62, 0.71] 0.81 [0.77, 0.85]
ECG strain REML NCV residuals curve attached 40 1.05 [1.00, 1.11] 0.81 [0.78, 0.84] 1.05 [0.99, 1.11] 0.95 [0.92, 0.97]
ECG strain REML REML residuals curve attached 40 1.07 [1.02, 1.14] 0.85 [0.82, 0.88] 1.13 [1.07, 1.20] 0.97 [0.95, 1.00]
ECG strain REML beat differences (own scale) curve attached 40 1.03 [0.98, 1.09] 0.94 [0.91, 0.97] 1.14 [1.09, 1.21] 1.00 [0.97, 1.02]
ECG strain REML beat differences (variance-matched) curve attached 40 1.07 [0.98, 1.17] 0.75 [0.71, 0.79] 1.27 [1.20, 1.36] 1.01 [0.97, 1.06]
AF trial MID NCV residuals curve attached 118 1.01 [0.97, 1.06] 0.25 [0.19, 0.33] 0.96 [0.93, 1.00] 0.94 [0.91, 0.97]
AF trial MID REML residuals curve attached 118 1.01 [0.97, 1.06] 0.29 [0.22, 0.38] 0.97 [0.93, 1.01] 0.95 [0.92, 0.98]
AF trial NCV NCV residuals curve attached 118 0.98 [0.94, 1.02] 0.22 [0.16, 0.30] 0.92 [0.88, 0.95] 0.91 [0.88, 0.94]
AF trial NCV REML residuals curve attached 118 0.98 [0.94, 1.02] 0.25 [0.19, 0.34] 0.92 [0.89, 0.96] 0.91 [0.88, 0.94]
AF trial REML NCV residuals curve attached 118 1.04 [1.00, 1.09] 0.30 [0.24, 0.39] 1.00 [0.97, 1.04] 0.96 [0.93, 0.99]
AF trial REML REML residuals curve attached 118 1.03 [0.99, 1.07] 0.34 [0.27, 0.43] 1.01 [0.97, 1.05] 0.96 [0.94, 0.99]
AF trial MID NCV residuals curve attached 40 0.97 [0.90, 1.04] 0.17 [0.10, 0.28] 0.84 [0.78, 0.89] 0.78 [0.74, 0.82]
AF trial MID REML residuals curve attached 40 0.97 [0.91, 1.05] 0.19 [0.11, 0.31] 0.84 [0.79, 0.90] 0.79 [0.75, 0.83]
AF trial NCV NCV residuals curve attached 40 0.93 [0.87, 1.01] 0.12 [0.07, 0.21] 0.81 [0.76, 0.86] 0.72 [0.68, 0.76]
AF trial NCV REML residuals curve attached 40 0.93 [0.88, 1.00] 0.13 [0.08, 0.23] 0.81 [0.76, 0.87] 0.73 [0.70, 0.77]
AF trial REML NCV residuals curve attached 40 0.99 [0.92, 1.06] 0.19 [0.12, 0.29] 0.86 [0.81, 0.92] 0.81 [0.77, 0.85]
AF trial REML REML residuals curve attached 40 1.01 [0.95, 1.10] 0.20 [0.13, 0.31] 0.87 [0.82, 0.93] 0.82 [0.79, 0.86]
running MID NCV residuals curve attached 90 1.16 [1.10, 1.23] 0.55 [0.50, 0.61] 1.08 [1.04, 1.12] 0.99 [0.98, 1.01]
running MID REML residuals curve attached 90 1.16 [1.09, 1.23] 0.52 [0.46, 0.58] 1.10 [1.06, 1.15] 0.98 [0.97, 1.00]
running NCV NCV residuals curve attached 90 1.10 [1.04, 1.17] 0.24 [0.19, 0.30] 1.03 [0.99, 1.08] 0.91 [0.89, 0.92]
running NCV NCV residuals curve detached 90 1.06 [1.00, 1.13] 0.15 [0.12, 0.20] 1.09 [1.03, 1.17] 0.87 [0.85, 0.90]
running NCV REML residuals curve attached 90 1.11 [1.05, 1.18] 0.24 [0.19, 0.30] 1.06 [1.02, 1.12] 0.90 [0.88, 0.92]
running REML NCV residuals curve attached 90 1.19 [1.12, 1.26] 1.55 [1.40, 1.71] 1.09 [1.05, 1.13] 1.15 [1.12, 1.18]
running REML REML residuals curve attached 90 1.21 [1.13, 1.29] 1.50 [1.37, 1.65] 1.12 [1.07, 1.17] 1.16 [1.13, 1.19]
running REML REML residuals curve detached 90 1.14 [1.07, 1.23] 1.35 [1.22, 1.51] 1.17 [1.09, 1.25] 1.20 [1.17, 1.24]
running MID NCV residuals curve attached 40 1.09 [1.02, 1.18] 0.31 [0.25, 0.38] 0.99 [0.92, 1.05] 0.92 [0.88, 0.96]
running MID REML residuals curve attached 40 1.11 [1.03, 1.21] 0.29 [0.24, 0.36] 0.99 [0.92, 1.06] 0.91 [0.87, 0.95]
running NCV NCV residuals curve attached 40 1.00 [0.93, 1.09] 0.15 [0.11, 0.20] 0.92 [0.87, 0.99] 0.83 [0.79, 0.86]
running NCV NCV residuals curve detached 40 1.00 [0.92, 1.08] 0.14 [0.10, 0.19] 0.82 [0.77, 0.89] 0.77 [0.74, 0.81]
running NCV REML residuals curve attached 40 1.02 [0.95, 1.10] 0.15 [0.11, 0.20] 0.93 [0.87, 0.99] 0.82 [0.79, 0.86]
running REML NCV residuals curve attached 40 1.13 [1.05, 1.24] 0.82 [0.72, 0.93] 0.99 [0.93, 1.06] 1.01 [0.97, 1.06]
running REML REML residuals curve attached 40 1.15 [1.06, 1.27] 0.80 [0.71, 0.91] 1.00 [0.93, 1.08] 1.01 [0.97, 1.05]
running REML REML residuals curve detached 40 1.10 [1.02, 1.20] 0.73 [0.65, 0.83] 0.97 [0.90, 1.06] 0.97 [0.94, 1.01]
DTI MID NCV residuals curve attached 92 0.91 [0.88, 0.95] 0.54 [0.51, 0.57] 0.75 [0.70, 0.79] 0.86 [0.85, 0.87]
DTI MID REML residuals curve attached 92 0.93 [0.89, 0.97] 0.61 [0.57, 0.64] 0.74 [0.70, 0.78] 0.88 [0.86, 0.89]
DTI NCV NCV residuals curve attached 92 0.87 [0.83, 0.91] 0.37 [0.35, 0.41] 0.66 [0.61, 0.71] 0.74 [0.72, 0.76]
DTI NCV REML residuals curve attached 92 0.89 [0.85, 0.93] 0.42 [0.39, 0.45] 0.66 [0.61, 0.70] 0.76 [0.74, 0.77]
DTI REML NCV residuals curve attached 92 0.98 [0.94, 1.01] 1.13 [1.08, 1.18] 0.88 [0.83, 0.93] 1.00 [0.98, 1.01]
DTI REML REML residuals curve attached 92 0.99 [0.96, 1.03] 1.20 [1.16, 1.25] 0.89 [0.84, 0.93] 1.01 [0.99, 1.02]
DTI MID NCV residuals curve attached 40 0.91 [0.86, 0.97] 0.49 [0.46, 0.53] 0.68 [0.62, 0.74] 0.81 [0.78, 0.84]
DTI MID REML residuals curve attached 40 0.91 [0.86, 0.95] 0.53 [0.49, 0.57] 0.68 [0.63, 0.73] 0.82 [0.80, 0.85]
DTI NCV NCV residuals curve attached 40 0.92 [0.86, 0.98] 0.37 [0.33, 0.40] 0.63 [0.57, 0.68] 0.71 [0.68, 0.73]
DTI NCV REML residuals curve attached 40 0.91 [0.85, 0.97] 0.40 [0.37, 0.44] 0.64 [0.59, 0.70] 0.73 [0.71, 0.76]
DTI REML NCV residuals curve attached 40 0.91 [0.86, 0.97] 0.84 [0.80, 0.89] 0.75 [0.70, 0.81] 0.87 [0.85, 0.90]
DTI REML REML residuals curve attached 40 0.92 [0.86, 0.97] 0.90 [0.85, 0.94] 0.75 [0.70, 0.81] 0.88 [0.86, 0.91]
gait MID NCV residuals curve attached 138 0.94 [0.91, 0.97] 0.55 [0.49, 0.62] 1.02 [0.99, 1.06] 0.97 [0.95, 0.99]
gait MID REML residuals curve attached 138 0.94 [0.91, 0.97] 0.55 [0.49, 0.62] 1.01 [0.98, 1.05] 0.97 [0.95, 0.99]
gait NCV NCV residuals curve attached 138 0.92 [0.88, 0.96] 0.43 [0.35, 0.50] 1.02 [0.98, 1.06] 0.93 [0.91, 0.95]
gait NCV REML residuals curve attached 138 0.92 [0.88, 0.95] 0.43 [0.35, 0.50] 1.01 [0.98, 1.05] 0.93 [0.91, 0.95]
gait REML NCV residuals curve attached 138 0.95 [0.92, 0.98] 0.63 [0.56, 0.69] 1.03 [1.00, 1.07] 0.99 [0.97, 1.01]
gait REML REML residuals curve attached 138 0.95 [0.93, 0.98] 0.62 [0.56, 0.69] 1.02 [0.99, 1.05] 0.99 [0.97, 1.01]
gait MID NCV residuals curve attached 40 0.86 [0.80, 0.92] 0.26 [0.20, 0.33] 0.88 [0.83, 0.95] 0.91 [0.87, 0.94]
gait MID REML residuals curve attached 40 0.86 [0.80, 0.92] 0.25 [0.19, 0.32] 0.89 [0.83, 0.96] 0.91 [0.87, 0.94]
gait NCV NCV residuals curve attached 40 0.85 [0.79, 0.91] 0.22 [0.16, 0.29] 0.87 [0.81, 0.93] 0.88 [0.85, 0.92]
gait NCV REML residuals curve attached 40 0.85 [0.79, 0.91] 0.22 [0.15, 0.29] 0.87 [0.81, 0.94] 0.88 [0.85, 0.92]
gait REML NCV residuals curve attached 40 0.86 [0.80, 0.92] 0.29 [0.23, 0.36] 0.89 [0.83, 0.96] 0.92 [0.89, 0.95]
gait REML REML residuals curve attached 40 0.87 [0.81, 0.93] 0.29 [0.23, 0.36] 0.89 [0.84, 0.97] 0.92 [0.89, 0.96]
ECG 8-lead MID NCV residuals curve attached 100 0.74 [0.70, 0.80] 0.17 [0.11, 0.24] 1.03 [0.98, 1.08] 0.75 [0.73, 0.78]
ECG 8-lead MID REML residuals curve attached 100 0.76 [0.71, 0.81] 0.19 [0.13, 0.25] 1.06 [1.02, 1.12] 0.78 [0.75, 0.81]
ECG 8-lead NCV NCV residuals curve attached 100 0.62 [0.56, 0.68] 0.12 [0.06, 0.20] 1.01 [0.95, 1.07] 0.67 [0.64, 0.70]
ECG 8-lead NCV REML residuals curve attached 100 0.63 [0.57, 0.68] 0.10 [0.07, 0.15] 1.02 [0.97, 1.09] 0.69 [0.66, 0.72]
ECG 8-lead REML NCV residuals curve attached 100 0.97 [0.91, 1.04] 0.31 [0.26, 0.38] 1.03 [0.99, 1.08] 0.85 [0.83, 0.88]
ECG 8-lead REML REML residuals curve attached 100 0.98 [0.92, 1.06] 0.32 [0.27, 0.38] 1.05 [1.01, 1.10] 0.88 [0.85, 0.91]
ECG 8-lead MID NCV residuals curve attached 40 0.67 [0.61, 0.74] 0.10 [0.07, 0.13] 1.00 [0.93, 1.07] 0.66 [0.62, 0.69]
ECG 8-lead MID REML residuals curve attached 40 0.68 [0.62, 0.75] 0.12 [0.08, 0.16] 0.98 [0.91, 1.05] 0.68 [0.64, 0.71]
ECG 8-lead NCV NCV residuals curve attached 40 0.57 [0.51, 0.64] 0.08 [0.05, 0.12] 0.93 [0.87, 1.01] 0.58 [0.55, 0.61]
ECG 8-lead NCV REML residuals curve attached 40 0.58 [0.52, 0.64] 0.09 [0.06, 0.13] 0.93 [0.86, 1.00] 0.60 [0.56, 0.63]
ECG 8-lead REML NCV residuals curve attached 40 0.83 [0.76, 0.92] 0.14 [0.11, 0.18] 0.99 [0.92, 1.05] 0.71 [0.68, 0.74]
ECG 8-lead REML REML residuals curve attached 40 0.83 [0.76, 0.91] 0.18 [0.14, 0.23] 1.00 [0.93, 1.07] 0.74 [0.71, 0.77]
ocean MID NCV residuals curve attached 116 1.09 [1.04, 1.13] 0.33 [0.28, 0.38] 1.08 [1.00, 1.18] 0.87 [0.86, 0.89]
ocean MID REML residuals curve attached 116 1.12 [1.07, 1.17] 0.37 [0.31, 0.43] 1.08 [1.00, 1.18] 0.89 [0.88, 0.91]
ocean NCV NCV residuals curve attached 116 1.01 [0.95, 1.07] 0.07 [0.05, 0.11] 0.94 [0.88, 1.02] 0.79 [0.77, 0.81]
ocean NCV NCV residuals block attached 116 1.00 [0.95, 1.05] 0.05 [0.04, 0.06] 0.84 [0.79, 0.89] 0.81 [0.79, 0.83]
ocean NCV REML residuals curve attached 116 1.04 [0.98, 1.09] 0.06 [0.05, 0.07] 0.94 [0.88, 1.02] 0.80 [0.78, 0.82]
ocean REML NCV residuals curve attached 116 1.16 [1.10, 1.23] 1.71 [1.55, 1.90] 1.29 [1.18, 1.45] 1.12 [1.10, 1.15]
ocean REML REML residuals curve attached 116 1.18 [1.12, 1.25] 1.90 [1.72, 2.13] 1.29 [1.17, 1.42] 1.15 [1.12, 1.18]
ocean REML REML residuals block attached 116 1.16 [1.09, 1.24] 1.82 [1.62, 2.07] 1.22 [1.11, 1.33] 1.15 [1.12, 1.18]
ocean MID NCV residuals curve attached 40 0.90 [0.83, 0.97] 0.13 [0.11, 0.15] 0.76 [0.70, 0.83] 0.76 [0.74, 0.79]
ocean MID REML residuals curve attached 40 0.93 [0.86, 1.00] 0.13 [0.11, 0.15] 0.76 [0.70, 0.82] 0.77 [0.75, 0.80]
ocean NCV NCV residuals curve attached 40 0.85 [0.79, 0.92] 0.04 [0.03, 0.06] 0.64 [0.59, 0.69] 0.70 [0.67, 0.73]
ocean NCV REML residuals curve attached 40 0.88 [0.81, 0.95] 0.04 [0.03, 0.05] 0.65 [0.60, 0.69] 0.71 [0.68, 0.74]
ocean REML NCV residuals curve attached 40 0.94 [0.87, 1.02] 0.64 [0.57, 0.72] 0.86 [0.78, 0.95] 0.85 [0.82, 0.88]
ocean REML REML residuals curve attached 40 0.97 [0.90, 1.05] 0.69 [0.61, 0.78] 0.86 [0.79, 0.95] 0.87 [0.83, 0.90]
weather MID NCV residuals curve attached 73 0.63 [0.57, 0.71] 0.44 [0.39, 0.49] 0.64 [0.56, 0.75] 0.98 [0.93, 1.03]
weather MID REML residuals curve attached 73 0.68 [0.61, 0.76] 0.44 [0.39, 0.49] 0.71 [0.62, 0.83] 0.96 [0.92, 1.01]
weather NCV NCV residuals curve attached 73 0.35 [0.31, 0.40] 0.33 [0.29, 0.38] 0.24 [0.20, 0.28] 0.83 [0.80, 0.87]
weather NCV NCV residuals block attached 73 0.32 [0.28, 0.37] 0.41 [0.36, 0.48] 0.20 [0.17, 0.24] 0.86 [0.83, 0.90]
weather NCV REML residuals curve attached 73 0.42 [0.36, 0.47] 0.33 [0.29, 0.38] 0.34 [0.28, 0.40] 0.84 [0.80, 0.87]
weather REML NCV residuals curve attached 73 0.95 [0.84, 1.08] 0.68 [0.62, 0.75] 1.28 [1.13, 1.50] 1.10 [1.05, 1.16]
weather REML REML residuals curve attached 73 1.00 [0.88, 1.13] 0.66 [0.60, 0.73] 1.32 [1.16, 1.57] 1.07 [1.02, 1.11]
weather REML REML residuals block attached 73 0.82 [0.71, 0.94] 0.83 [0.75, 0.90] 1.16 [1.02, 1.31] 1.10 [1.06, 1.14]
weather MID NCV residuals curve attached 40 0.50 [0.41, 0.61] 0.32 [0.28, 0.38] 0.61 [0.49, 0.76] 0.90 [0.85, 0.95]
weather MID REML residuals curve attached 40 0.59 [0.49, 0.69] 0.35 [0.31, 0.41] 0.75 [0.61, 0.94] 0.93 [0.88, 0.98]
weather NCV NCV residuals curve attached 40 0.30 [0.24, 0.38] 0.21 [0.17, 0.25] 0.32 [0.25, 0.40] 0.71 [0.67, 0.75]
weather NCV REML residuals curve attached 40 0.38 [0.31, 0.46] 0.22 [0.19, 0.27] 0.39 [0.31, 0.49] 0.74 [0.70, 0.78]
weather REML NCV residuals curve attached 40 0.64 [0.52, 0.78] 0.44 [0.39, 0.51] 1.00 [0.80, 1.23] 0.97 [0.91, 1.02]
weather REML REML residuals curve attached 40 0.77 [0.63, 0.91] 0.45 [0.39, 0.51] 1.18 [0.97, 1.44] 0.99 [0.94, 1.05]
electricity MID NCV residuals curve attached 102 0.77 [0.73, 0.82] 0.05 [0.03, 0.06] 0.96 [0.92, 1.01] 0.57 [0.54, 0.60]
electricity MID REML residuals curve attached 102 0.76 [0.72, 0.80] 0.06 [0.04, 0.08] 0.99 [0.94, 1.04] 0.60 [0.57, 0.62]
electricity NCV NCV residuals curve attached 102 0.74 [0.70, 0.78] 0.03 [0.02, 0.05] 0.97 [0.92, 1.02] 0.51 [0.48, 0.54]
electricity NCV NCV residuals block attached 102 0.74 [0.70, 0.78] 0.03 [0.02, 0.04] 0.95 [0.90, 0.99] 0.52 [0.49, 0.55]
electricity NCV REML residuals curve attached 102 0.73 [0.69, 0.77] 0.05 [0.03, 0.06] 1.00 [0.95, 1.05] 0.53 [0.50, 0.56]
electricity REML NCV residuals curve attached 102 0.95 [0.88, 1.01] 2.03 [1.81, 2.29] 0.99 [0.95, 1.02] 1.15 [1.10, 1.19]
electricity REML REML residuals curve attached 102 0.96 [0.90, 1.02] 2.46 [2.21, 2.76] 0.96 [0.93, 0.99] 1.23 [1.18, 1.28]
electricity REML REML residuals block attached 102 0.94 [0.89, 1.00] 2.38 [2.12, 2.71] 0.97 [0.94, 1.01] 1.26 [1.21, 1.32]
electricity MID NCV residuals curve attached 40 0.76 [0.71, 0.82] 0.03 [0.02, 0.04] 0.88 [0.81, 0.95] 0.49 [0.45, 0.53]
electricity MID REML residuals curve attached 40 0.78 [0.73, 0.85] 0.04 [0.02, 0.06] 0.89 [0.82, 0.96] 0.49 [0.45, 0.53]
electricity NCV NCV residuals curve attached 40 0.75 [0.69, 0.81] 0.02 [0.02, 0.04] 0.89 [0.82, 0.96] 0.46 [0.43, 0.50]
electricity NCV REML residuals curve attached 40 0.76 [0.71, 0.82] 0.04 [0.02, 0.06] 0.89 [0.82, 0.96] 0.46 [0.43, 0.50]
electricity REML NCV residuals curve attached 40 0.87 [0.81, 0.94] 0.84 [0.75, 0.94] 0.87 [0.81, 0.94] 0.76 [0.72, 0.80]
electricity REML REML residuals curve attached 40 0.82 [0.76, 0.89] 0.98 [0.88, 1.10] 0.86 [0.79, 0.93] 0.78 [0.74, 0.81]

16.7 S7 Relative error and interval informativeness per cell

Table 101: β(s,t) per synthetic cell: relative error of the REML and NCV estimates, relative half-width and detection rate of REML + CL2 and NCV + CL2 (medians over replicates; detection: mean). All arms and estimands: relative-error-cells.csv.
cell block family signal error G rel_N rel_R hw_N hw_R det_N det_R
1 core gaussian low iid 40 0.19 0.22 0.49 0.60 0.92 0.90
2 core gaussian low iid 100 0.13 0.16 0.34 0.44 0.96 0.95
3 core gaussian low ou 40 0.37 1.37 0.66 2.40 0.77 0.27
4 core gaussian low ou 100 0.26 0.68 0.47 1.36 0.89 0.49
5 core gaussian low fpc 40 0.38 1.39 0.67 2.69 0.76 0.25
6 core gaussian low fpc 100 0.26 0.70 0.47 1.44 0.90 0.47
7 core gaussian mid iid 40 0.12 0.15 0.29 0.40 0.97 0.96
8 core gaussian mid iid 100 0.08 0.11 0.20 0.29 0.99 0.98
9 core gaussian mid ou 40 0.21 0.66 0.42 1.24 0.92 0.54
10 core gaussian mid ou 100 0.15 0.35 0.29 0.71 0.97 0.80
11 core gaussian mid fpc 40 0.22 0.70 0.41 1.35 0.92 0.51
12 core gaussian mid fpc 100 0.15 0.36 0.29 0.75 0.97 0.78
13 core gaussian high iid 40 0.07 0.10 0.18 0.25 1.00 0.99
14 core gaussian high iid 100 0.05 0.07 0.12 0.18 1.00 1.00
15 core gaussian high ou 40 0.13 0.33 0.25 0.64 0.99 0.83
16 core gaussian high ou 100 0.09 0.19 0.17 0.39 1.00 0.95
17 core gaussian high fpc 40 0.13 0.35 0.26 0.68 0.99 0.80
18 core gaussian high fpc 100 0.09 0.20 0.17 0.40 1.00 0.94
19 core poisson mid iid 40 0.13 0.16 0.34 0.45 0.96 0.95
20 core poisson mid iid 100 0.09 0.12 0.23 0.32 0.98 0.97
21 core poisson mid ou 40 0.24 0.69 0.46 1.36 0.89 0.53
22 core poisson mid ou 100 0.17 0.40 0.32 0.80 0.96 0.77
23 core poisson mid fpc 40 0.24 0.76 0.46 1.48 0.90 0.49
24 core poisson mid fpc 100 0.17 0.41 0.32 0.84 0.96 0.75
25 core poisson high iid 40 0.10 0.13 0.24 0.33 0.98 0.97
26 core poisson high iid 100 0.07 0.09 0.16 0.23 1.00 0.99
27 core poisson high ou 40 0.17 0.42 0.32 0.85 0.95 0.77
28 core poisson high ou 100 0.12 0.25 0.22 0.51 0.99 0.91
29 core poisson high fpc 40 0.17 0.45 0.33 0.89 0.95 0.73
30 core poisson high fpc 100 0.12 0.25 0.22 0.52 0.98 0.91
31 core binomial mid iid 40 0.38 0.40 0.93 0.99 0.66 0.66
32 core binomial mid iid 100 0.27 0.29 0.66 0.78 0.84 0.81
33 core binomial mid ou 40 0.73 1.75 1.02 3.51 0.46 0.17
34 core binomial mid ou 100 0.43 1.04 0.77 2.16 0.68 0.31
35 core binomial mid fpc 40 0.74 2.22 1.04 4.16 0.40 0.15
36 core binomial mid fpc 100 0.45 1.18 0.79 2.41 0.66 0.27
37 core binomial high iid 40 0.25 0.28 0.61 0.74 0.86 0.83
38 core binomial high iid 100 0.18 0.20 0.44 0.55 0.93 0.92
39 core binomial high ou 40 0.40 0.97 0.71 1.99 0.75 0.36
40 core binomial high ou 100 0.28 0.60 0.51 1.25 0.88 0.57
41 core binomial high fpc 40 0.43 1.21 0.74 2.37 0.72 0.30
42 core binomial high fpc 100 0.29 0.67 0.52 1.38 0.88 0.52
43 warp gaussian high warp 40 0.15 0.28 0.30 0.59 0.96 0.84
44 warp gaussian high warp 40 0.28 0.35 0.42 0.72 0.90 0.77
45 warp gaussian high warp 100 0.11 0.19 0.21 0.40 0.99 0.95
46 warp gaussian high warp 100 0.21 0.24 0.34 0.49 0.97 0.91
55 dense_grid gaussian mid iid 100 0.05 0.07 0.12 0.18 1.00 1.00
56 dense_grid gaussian mid ou 100 0.15 0.77 0.27 1.51 0.98 0.57
57 dense_grid gaussian mid fpc 100 0.15 0.81 0.27 1.65 0.98 0.52
58 dense_grid poisson mid iid 100 0.06 0.08 0.14 0.20 1.00 0.99
59 dense_grid poisson mid ou 100 0.17 0.86 0.29 1.74 0.96 0.54
60 dense_grid poisson mid fpc 100 0.17 0.92 0.30 1.88 0.96 0.49
61 dense_grid binomial mid iid 100 0.17 0.19 0.41 0.52 0.94 0.93
62 dense_grid binomial mid ou 100 0.42 2.64 0.68 5.32 0.75 0.11
63 dense_grid binomial mid fpc 100 0.44 3.27 0.72 6.64 0.71 0.09
64 rough_truth gaussian low iid 100 0.25 0.24 0.50 0.50 0.95 0.95
65 rough_truth gaussian low fpc 100 0.39 0.74 0.54 1.47 0.81 0.42
66 rough_truth gaussian mid iid 100 0.15 0.15 0.32 0.33 0.99 0.99
67 rough_truth gaussian mid fpc 100 0.29 0.42 0.42 0.80 0.94 0.75
68 rough_truth gaussian high iid 100 0.09 0.09 0.19 0.21 1.00 1.00
69 rough_truth gaussian high fpc 100 0.18 0.26 0.31 0.48 0.99 0.95
70 rough_truth poisson mid iid 100 0.18 0.17 0.37 0.37 0.99 0.99
71 rough_truth poisson mid fpc 100 0.31 0.44 0.43 0.90 0.91 0.72
72 rough_truth poisson high iid 100 0.12 0.12 0.26 0.27 0.99 0.99
73 rough_truth poisson high fpc 100 0.23 0.30 0.36 0.61 0.97 0.90
74 rough_truth binomial mid iid 100 0.41 0.40 0.76 0.80 0.73 0.74
75 rough_truth binomial mid fpc 100 0.56 1.17 0.80 2.50 0.58 0.24
76 rough_truth binomial high iid 100 0.31 0.30 0.61 0.60 0.88 0.89
77 rough_truth binomial high fpc 100 0.42 0.70 0.57 1.46 0.78 0.47
87 families scat mid iid 100 0.07 0.10 0.18 0.25 1.00 0.99
88 families scat mid fpc 100 0.13 0.30 0.26 0.62 0.98 0.86
89 families betar mid iid 100 0.08 0.11 0.20 0.28 0.99 0.98
90 families betar mid fpc 100 0.15 0.34 0.28 0.72 0.97 0.80
91 families nb mid iid 100 0.11 0.14 0.28 0.38 0.97 0.96
92 families nb mid fpc 100 0.21 0.52 0.39 1.08 0.93 0.62
93 families nb mid iid 100 0.12 0.17 0.25 0.40 0.98 0.96
94 families nb mid fpc 100 0.22 0.92 0.37 1.81 0.93 0.46
95 ar1_home gaussian mid ou0 100 0.16 0.38 0.29 0.76 0.97 0.77
96 oscillating gaussian mid osc 100 0.14 0.35 0.26 0.68 0.97 0.84
97 oscillating poisson mid osc 100 0.16 0.37 0.28 0.75 0.96 0.81
98 oscillating binomial mid osc 100 0.39 0.82 0.70 1.79 0.77 0.39
99 warp_ar1 gaussian high warp 100 0.21 0.24 0.34 0.49 0.97 0.91
100 heteroskedastic gaussian mid fpc_raw 40 0.23 0.73 0.41 1.39 0.91 0.50
101 heteroskedastic gaussian mid fpc_raw 100 0.16 0.37 0.29 0.76 0.97 0.77
102 heteroskedastic gaussian mid fpc_het 40 0.22 0.75 0.41 1.46 0.92 0.52
103 heteroskedastic gaussian mid fpc_het 100 0.15 0.36 0.29 0.74 0.97 0.79
104 heteroskedastic gaussian mid fpc_raw_het 40 0.22 0.74 0.41 1.39 0.92 0.52
105 heteroskedastic gaussian mid fpc_raw_het 100 0.15 0.37 0.29 0.76 0.97 0.78
106 lowrank_covariate gaussian mid iid 100 0.09 0.12 0.22 0.34 0.99 0.97
107 lowrank_covariate gaussian mid fpc 100 0.15 0.51 0.29 1.06 0.96 0.63
108 lowrank_covariate poisson mid iid 100 0.10 0.13 0.25 0.38 0.98 0.96
109 lowrank_covariate poisson mid fpc 100 0.16 0.57 0.32 1.20 0.95 0.60
110 lowrank_covariate binomial mid iid 100 0.27 0.29 0.70 0.84 0.81 0.78
111 lowrank_covariate binomial mid fpc 100 0.44 1.50 0.78 3.13 0.68 0.22
112 basis_size gaussian mid iid 100 0.10 0.14 0.28 0.44 0.98 0.96
113 basis_size gaussian mid iid 100 0.11 0.16 0.37 0.60 0.97 0.91
114 basis_size gaussian mid fpc 100 0.17 0.86 0.34 1.75 0.96 0.37
115 basis_size gaussian mid fpc 100 0.18 1.80 0.39 3.78 0.95 0.12
116 basis_size poisson mid iid 100 0.11 0.16 0.31 0.48 0.97 0.94
117 basis_size poisson mid iid 100 0.12 0.18 0.40 0.66 0.95 0.88
118 basis_size poisson mid fpc 100 0.18 0.96 0.37 1.94 0.95 0.35
119 basis_size poisson mid fpc 100 0.19 1.88 0.42 3.97 0.93 0.12
120 basis_size binomial mid iid 100 0.30 0.33 0.85 1.04 0.71 0.64
121 basis_size binomial mid iid 100 0.32 0.35 1.04 1.30 0.56 0.47
122 basis_size binomial mid fpc 100 0.48 2.64 0.87 5.69 0.59 0.08
123 basis_size binomial mid fpc 100 0.49 5.83 0.96 12.44 0.51 0.04

16.8 S6 Files

file
ablation-contrasts-summary.csv
ablation-coverage-wide.csv
ablation-se-sd.csv
comparators-cl2-arms.csv
comparators-coverage.csv
comparators-estimation-plasmode-beta.csv
comparators-estimation.csv
comparators-time.csv
computing-time.csv
cross-study-assessment.csv
cross-study-dataset-outcomes.csv
cross-study-synthetic-cells.csv
dti-fits.csv
dti-recipes.csv
lambda-ncv-plasmode-beta.csv
lambda-ncv-synthetic.csv
lambda-reml-plasmode-beta.csv
lambda-reml-synthetic-coverage.csv
lambda-reml-synthetic-width-score.csv
log-sp-spread-core.csv
metrics-plasmode-beta-per-dataset.csv
metrics-plasmode.csv
metrics-synthetic.csv
misspec-basis-contrasts.csv
misspec-bias.csv
misspec-bump-region.csv
misspec-coverage-wide.csv
misspec-mse.csv
misspec-truths.csv
ncv-intervals-combination-synthetic.csv
ncv-intervals-misspec.csv
ncv-intervals-plasmode.csv
ncv-intervals-scores.csv
ncv-intervals-synthetic.csv
ncv-jackknife-recheck.csv
plasmode-ar1.csv
plasmode-attached-detached.csv
plasmode-attribution.csv
plasmode-block-arm-coverage.csv
plasmode-block-arm.csv
plasmode-block-table.csv
plasmode-consistency.csv
plasmode-data-table.csv
plasmode-datasets.csv
plasmode-dependence-table.csv
plasmode-ecg-beats.csv
plasmode-edf-table.csv
plasmode-flips.csv
plasmode-G40-paired.csv
plasmode-hybrid-by-truth.csv
plasmode-hybrid-digest.csv
plasmode-lower-tails.csv
plasmode-model-table.csv
plasmode-mse-ratio-by-truth.csv
plasmode-pool-means.csv
plasmode-relative-error.csv
plasmode-remlcl2-by-truth.csv
plasmode-rule-both-criteria-point.csv
plasmode-rule-G40-point.csv
plasmode-rule.csv
plasmode-test-cohort.csv
plasmode-zstats-reml.csv
relative-error-cells.csv
relative-error-core-beta.csv
relative-error-summary.csv
S1-synthetic-coverage-per-cell.csv
S2-synthetic-coverage-alpha-gamma-f.csv
S3-synthetic-mse-per-cell.csv
S4-plasmode-coverage-per-cell.csv
S5-plasmode-mse-ratio-per-cell.csv
satterthwaite-contrasts-summary.csv
satterthwaite-df.csv
ssn-g-ladder-relative-error.csv
ssn-g-ladder.csv
ssn-g20-coverage.csv
ssn-g20-satterthwaite.csv
ssn-null-exclusion.csv
ssn-null-fpr.csv
ssn-null-other-estimands.csv
ssn-null-rms.csv
ssn-satt-contrasts.csv
ssn-satt-df.csv
ssn-satt-extensions-low.csv
ssn-satt-extensions.csv
ssn-satt-plasmode.csv
synthetic-ar1.csv
synthetic-basis-size.csv
synthetic-bias-variance.csv
synthetic-coverage-by-estimand.csv
synthetic-design-blocks.csv
synthetic-design-effects.csv
synthetic-extended-families.csv
synthetic-fits.csv
synthetic-G40-vs-100.csv
synthetic-grid-contrasts.csv
synthetic-heteroskedastic-coverage.csv
synthetic-hybrid-bias-aware.csv
synthetic-lower-tail-core.csv
synthetic-lowrank-mse.csv
synthetic-misregistration-coverage.csv
synthetic-mse-ratio-by-error.csv
synthetic-oscillating-coverage.csv
synthetic-pointwise-ncv.csv
synthetic-question1.csv
synthetic-recommendation-by-signal.csv
synthetic-recommendation.csv
synthetic-rule-variants.csv
synthetic-signal-truth-beta.csv
synthetic-term-edf.csv
synthetic-term-type-contrasts.csv
synthetic-zstats-reml.csv
zstats-plasmode.csv
zstats-synthetic.csv