A Stochastic Restricted Principal Components Regression Estimator in the Linear Model

Table 1

Estimated MSE values of the OME, PCR, and SRPC.

	𝛽0	𝛽1	𝛽2	𝛽3	𝛽4	MSE
𝛽OME	0.4014	0.5695	−0.1543	0.3402	0.1252	0.8202
𝛽PCR	−0.0182	0.5359	−0.0344	0.2838	0.2104	0.0461
𝛽SRPC	0.0885	0.5566	−0.0201	0.2641	0.1739	0.0398