Table 1: Estimated MSE for OLS, ORR, Liu, KL and the proposed NB.
ρ=0.90, n=50 | ||||||
Eigenvalues of are: 167.6671, 12.0130, and 6.3459 |
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CN of is 5.1402 |
||||||
VIFs are: 4.5049, 4.5496, and 6.3642 |
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OLS |
ORR |
Liu |
KL |
NB |
||
1 |
0.1 |
0.215736 |
0.211191 |
0.180083 |
0.206646 |
0.206242 |
|
0.2 |
|
0.206747 |
0.183921 |
0.198061 |
0.196344 |
|
0.3 |
|
0.202505 |
0.187658 |
0.189779 |
0.186143 |
|
0.4 |
|
0.198465 |
0.191597 |
0.181901 |
0.175538 |
|
0.5 |
|
0.194425 |
0.195536 |
0.174427 |
0.164832 |
|
0.6 |
|
0.190587 |
0.199475 |
0.167155 |
0.153924 |
|
0.7 |
|
0.18685 |
0.203414 |
0.160287 |
0.143016 |
|
0.8 |
|
0.183214 |
0.207454 |
0.153722 |
0.132108 |
|
0.9 |
|
0.17978 |
0.211595 |
0.147359 |
0.121301 |
5 |
0.1 |
5.392794 |
5.279472 |
4.501368 |
5.167362 |
5.156151 |
|
0.2 |
|
5.169786 |
4.596207 |
4.951626 |
4.908600 |
|
0.3 |
|
5.063635 |
4.692157 |
4.745182 |
4.651858 |
|
0.4 |
|
4.960817 |
4.789117 |
4.547626 |
4.387642 |
|
0.5 |
|
4.861231 |
4.887188 |
4.358554 |
4.117972 |
|
0.6 |
|
4.764776 |
4.986168 |
4.177461 |
3.844464 |
|
0.7 |
|
4.671351 |
5.086259 |
4.003943 |
3.569037 |
|
0.8 |
|
4.580653 |
5.187461 |
3.837798 |
3.293307 |
|
0.9 |
|
4.492783 |
5.289572 |
3.678622 |
3.019193 |
10 |
0.1 |
21.57118 |
21.11779 |
18.00547 |
20.66945 |
20.62491 |
|
0.2 |
|
20.67914 |
18.38503 |
19.80671 |
19.63450 |
|
0.3 |
|
20.25454 |
18.76883 |
18.98103 |
18.60743 |
|
0.4 |
|
19.84337 |
19.15667 |
18.19081 |
17.55077 |
|
0.5 |
|
19.44523 |
19.54875 |
17.43422 |
16.47179 |
|
0.6 |
|
19.05941 |
19.94498 |
16.70974 |
15.37776 |
|
0.7 |
|
18.6854 |
20.34524 |
16.01577 |
14.27564 |
|
0.8 |
|
18.32281 |
20.74974 |
15.35109 |
13.17282 |
|
0.9 |
|
17.97123 |
21.15839 |
14.71419 |
12.07607 |
Note: Smaller MSE value is bolded in each case.