Remodeling and Estimation for Sparse Partially Linear Regression Models

Table 2

MSEs on the parameter 𝛽, MASEs of 𝑓(⋅) and MSPEs of the two-stage adjusted model (11) compared with the submodel, multistep adjusted model and the full model.

No.	Item	𝛽𝑆	𝛽𝑀	𝛽TS	𝛽𝐹
		0.4352	5.0403	0.3267	2.9753×10^1
		0.6859	1.2820×10^1	0.3328	1.4593×10^1
	MSEs	1.1152	8.1542	0.3723	1.4391×10^1
Case (I)		1.8489	7.2055	1.3194	2.4036×10^1
		3.3079	1.6144×10^1	1.9989	4.8575×10^1
	MASEs	3.0887	5.9814	3.0175	3.0633
	MSPEs	4.6047	7.0331×10^1	3.5536	3.9648
		0.0377	0.6144	0.0191	—^1
		0.0449	1.0876	0.0305	—
	MSEs	0.0332	3.7510	0.0246	—
Case (II)		0.0396	0.4324	0.0238	—
		0.0512	1.1995	0.0335	—
	MASEs	0.4722	0.5220	0.4126	0.4380
	MSPEs	0.9221	9.3068	0.8053	—

¹“—” denotes the algorithm collapsed and returned no value.