Table 2: Estimated MSE for OLS, ORR, Liu and the proposed NB.
| ρ=0.99, n=50 | ||||||
|
Eigenvalues of are: 182.2172, 1.2633, and 0.6648 |
||||||
|
CN of is 16.5554 |
||||||
|
VIFs are: 40.6681, 42.3133, and 61.4367 |
||||||
|
OLS |
ORR |
Liu |
KL |
NB |
||
|
1 |
0.1 |
1.984104 |
1.624860 |
0.580584 |
1.301724 |
1.271328 |
|
|
0.2 |
|
1.355478 |
0.694926 |
0.847110 |
0.759900 |
|
|
0.3 |
|
1.148316 |
0.819570 |
0.541416 |
0.403920 |
|
|
0.4 |
|
0.985626 |
0.954720 |
0.335580 |
0.173094 |
|
|
0.5 |
|
0.855372 |
1.100172 |
0.198390 |
0.046818 |
|
|
0.6 |
|
0.749598 |
1.256130 |
0.109344 |
0.010404 |
|
|
0.7 |
|
0.662490 |
1.422492 |
0.054366 |
0.005324 |
|
|
0.8 |
|
0.589866 |
1.599258 |
0.023868 |
0.001673 |
|
|
0.9 |
|
0.528768 |
1.786428 |
0.011118 |
0.000347 |
|
5 |
0.1 |
49.60148 |
40.62089 |
14.51470 |
32.54249 |
31.78422 |
|
|
0.2 |
|
33.88736 |
17.37162 |
21.17836 |
18.99719 |
|
|
0.3 |
|
28.70841 |
20.48894 |
13.53397 |
10.09678 |
|
|
0.4 |
|
24.63953 |
23.86667 |
8.388276 |
4.326840 |
|
|
0.5 |
|
21.38450 |
27.50481 |
4.959444 |
1.168818 |
|
|
0.6 |
|
18.73975 |
31.40335 |
2.731764 |
0.256734 |
|
|
0.7 |
|
16.56164 |
35.5623 |
1.356702 |
0.132498 |
|
|
0.8 |
|
14.74645 |
39.98165 |
0.593538 |
0.041769 |
|
|
0.9 |
|
13.21767 |
44.66141 |
0.273156 |
0.008660 |
|
10 |
0.1 |
198.4053 |
162.4829 |
58.05881 |
130.1693 |
127.1369 |
|
|
0.2 |
|
135.5488 |
69.48658 |
84.71345 |
75.98878 |
|
|
0.3 |
|
114.8336 |
81.95598 |
54.13609 |
40.38731 |
|
|
0.4 |
|
98.55832 |
95.46690 |
33.55341 |
17.30726 |
|
|
0.5 |
|
85.53832 |
110.0192 |
19.83788 |
4.675476 |
|
|
0.6 |
|
74.95919 |
125.6130 |
10.92716 |
1.026936 |
|
|
0.7 |
|
66.24665 |
142.2492 |
5.426808 |
0.529992 |
|
|
0.8 |
|
58.98578 |
159.9258 |
2.374152 |
0.167072 |
|
|
0.9 |
|
52.87078 |
178.6448 |
1.092318 |
0.034653 |
Note: Smaller MSE value is bolded in each case.