A Stochastic Restricted Principal Components Regression Estimator in the Linear Model

Table 2

Estimated MSE with 𝑛=100.

	𝛾=0.9		𝛾=0.99		𝛾=0.999		𝛾=0.9999
	𝑊=2	𝑊=5	𝑊=2	𝑊=5	𝑊=2	𝑊=5	𝑊=2	𝑊=5
𝛽OME	0.1419	0.3463	2.6338	5.0907	11.884	12.911	129.02	220.67
𝛽PCR	0.0948	0.0936	0.8798	0.8825	8.7618	8.7304	87.503	85.314
𝛽SRPC	0.0994	0.1190	0.7177	1.1484	5.8144	6.7482	55.871	55.936
𝜅	21.4		123.8		1230.4		12326.7