Table 3: Estimated MSE for OLS, ORR, Liu, KL and the proposed NB.
ρ=0.90, n=50 | ||||||
Eigenvalues of are: 273.8443, 18.5471, and 14.8552 |
||||||
CN of is 4.2935 |
||||||
VIFs are: 4.2216, 3.9332, and 4.7453 |
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OLS |
ORR |
Liu |
KL |
NB |
||
1 |
0.1 |
0.107464 |
0.106353 |
0.098172 |
0.105242 |
0.105141 |
|
0.2 |
|
0.105242 |
0.099182 |
0.103121 |
0.102616 |
|
0.3 |
|
0.104232 |
0.100192 |
0.101000 |
0.099990 |
|
0.4 |
|
0.103121 |
0.101202 |
0.098879 |
0.097162 |
|
0.5 |
|
0.102111 |
0.102212 |
0.096859 |
0.094233 |
|
0.6 |
|
0.101101 |
0.103323 |
0.094839 |
0.091203 |
|
0.7 |
|
0.100091 |
0.104333 |
0.092920 |
0.088072 |
|
0.8 |
|
0.099081 |
0.105343 |
0.091001 |
0.084840 |
|
0.9 |
|
0.098071 |
0.106454 |
0.089082 |
0.081507 |
5 |
0.1 |
2.687711 |
2.659734 |
2.452785 |
2.631858 |
2.629131 |
|
0.2 |
|
2.632161 |
2.478338 |
2.577318 |
2.566410 |
|
0.3 |
|
2.605093 |
2.503992 |
2.523889 |
2.499851 |
|
0.4 |
|
2.57853 |
2.529848 |
2.471672 |
2.429656 |
|
0.5 |
|
2.55227 |
2.555805 |
2.420566 |
2.356128 |
|
0.6 |
|
2.526515 |
2.581863 |
2.370571 |
2.27957 |
|
0.7 |
|
2.501063 |
2.608123 |
2.321586 |
2.200184 |
|
0.8 |
|
2.476116 |
2.634484 |
2.273712 |
2.118374 |
|
0.9 |
|
2.451573 |
2.661047 |
2.226848 |
2.034443 |
10 |
0.1 |
10.75074 |
10.63884 |
9.810837 |
10.52753 |
10.51642 |
|
0.2 |
|
10.52875 |
9.913049 |
10.30917 |
10.26554 |
|
0.3 |
|
10.42037 |
10.01587 |
10.09556 |
9.999101 |
|
0.4 |
|
10.31392 |
10.11909 |
9.886587 |
9.718321 |
|
0.5 |
|
10.20908 |
10.22302 |
9.682062 |
9.424209 |
|
0.6 |
|
10.10586 |
10.32745 |
9.482082 |
9.117775 |
|
0.7 |
|
10.00435 |
10.43239 |
9.286243 |
8.800433 |
|
0.8 |
|
9.904464 |
10.53794 |
9.094646 |
8.473193 |
|
0.9 |
|
9.80609 |
10.64409 |
8.90719 |
8.137267 |
Note: Smaller MSE value is bolded in each case.