Table 1: MSEs on the parameter and MSPEs of the two-stage adjusted linear model (12) compared with the submodel, the SCAD-penalized model, the multistep adjusted model and the full model.

No. Item

0.3079 0.0457 0.0660 0.0571
0.1763 0.0206 0.0346 0.0176
Case (I) MSEs 0.1396 0.0481 0.0631 0.0461
0.1870 0.0196 0.0349 0.0186
0.1131 0.0517 0.0609 0.0430
MSPEs 3.4780 1.1896 1.6512 1.0679

0.1568 0.6191 0.0934 0.0826
0.6239 0.1060 0.0090 0.0083
Case (I) MSEs 0.8829 0.8173 0.0895 0.1039
0.5882 0.0919 0.0107 0.0100
1.0799 0.9829 0.0961 0.0929
MSPEs 4.7930 2.6700 0.8354 0.7771

0.4272 0.0660 0.0849 0.0557
0.6371 0.0318 0.0499 0.0295
Case (II) MSEs 0.4560 0.0715 0.0927 0.0588
0.5926 0.0306 0.0491 0.0287
0.9052 0.0734 0.0874 0.0583
MSPEs 6.8634 1.5096 2.0780 1.2077

0.6764 0.4263 0.1212 0.0960
0.9721 0.1060 0.0107 0.0102
Case (II) MSEs 0.6242 0.4756 0.1146 0.1003
1.0282 0.0954 0.0112 0.0098
1.3420 0.5474 0.1341 0.1124
MSPEs 7.9928 2.1165 0.9514 0.8469