Table 4: Estimated MSE for OLS, ORR, Liu, KL and the proposed NB.

ρ=0.99, n=50

Eigenvalues of X'X are: 308.1041, 1.9490, and 1.5571

CN of X ' X is 14.0666

VIFs are: 40.7553, 36.2165, and 45.1145

σ k=d

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.