Table 4: Estimated MSE for OLS, ORR, Liu, KL and the proposed NB.
| ρ=0.99, n=50 | ||||||
|
Eigenvalues of are: 308.1041, 1.9490, and 1.5571 |
||||||
|
CN of X ' X is 14.0666 |
||||||
|
VIFs are: 40.7553, 36.2165, and 45.1145 |
||||||
|
OLS |
ORR |
Liu |
KL |
NB |
||
|
1 |
0.1 |
1.011126 |
0.914532 |
0.491028 |
0.823038 |
0.814062 |
|
|
0.2 |
|
0.831504 |
0.539376 |
0.669936 |
0.639744 |
|
|
0.3 |
|
0.759492 |
0.590172 |
0.544782 |
0.487560 |
|
|
0.4 |
|
0.696660 |
0.643314 |
0.442170 |
0.357102 |
|
|
0.5 |
|
0.641478 |
0.698700 |
0.357612 |
0.247962 |
|
|
0.6 |
|
0.592722 |
0.756534 |
0.288048 |
0.159834 |
|
|
0.7 |
|
0.549372 |
0.816612 |
0.230724 |
0.092718 |
|
|
0.8 |
|
0.510714 |
0.879138 |
0.183498 |
0.046308 |
|
|
0.9 |
|
0.476136 |
0.943908 |
0.144738 |
0.020604 |
|
5 |
0.1 |
25.27764 |
22.86401 |
12.27468 |
20.57483 |
20.35277 |
|
|
0.2 |
|
20.78791 |
13.48522 |
16.74850 |
15.99462 |
|
|
0.3 |
|
18.98812 |
14.75430 |
13.62016 |
12.18941 |
|
|
0.4 |
|
17.41701 |
16.08193 |
11.05303 |
8.926428 |
|
|
0.5 |
|
16.03685 |
17.46811 |
8.941014 |
6.197520 |
|
|
0.6 |
|
14.81744 |
18.91294 |
7.200996 |
3.996156 |
|
|
0.7 |
|
13.73461 |
20.41622 |
5.767182 |
2.317440 |
|
|
0.8 |
|
12.76826 |
21.97814 |
4.586634 |
1.157496 |
|
|
0.9 |
|
11.90207 |
23.59862 |
3.617124 |
0.513060 |
|
10 |
0.1 |
101.1106 |
91.45606 |
49.09852 |
82.29921 |
81.41089 |
|
|
0.2 |
|
83.15142 |
53.94056 |
66.99391 |
63.97858 |
|
|
0.3 |
|
75.95236 |
59.01700 |
54.48044 |
48.75773 |
|
|
0.4 |
|
69.66794 |
64.32763 |
44.2119 |
35.70581 |
|
|
0.5 |
|
64.14729 |
69.87245 |
35.76395 |
24.78977 |
|
|
0.6 |
|
59.26985 |
75.65156 |
28.80398 |
15.98442 |
|
|
0.7 |
|
54.93822 |
81.66497 |
23.06842 |
9.269556 |
|
|
0.8 |
|
51.07283 |
87.91258 |
18.34643 |
4.629474 |
|
|
0.9 |
|
47.60840 |
94.39447 |
14.46829 |
2.051730 |
Note: Smaller MSE value is bolded in each case.