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. Author manuscript; available in PMC: 2010 Oct 1.
Published in final edited form as: J Multivar Anal. 2009 Oct 1;100(9):2100–2111. doi: 10.1016/j.jmva.2009.06.009

Table 5.2.

DPLSE model selection and estimation results (σ2 = 9)

Zero coef.
(n, f) MSE(β̂) MSE(f̂) Model Size (3) Corr. (5) Inc. (0)
(100, f1) 0.58 (0.67) 0.55 (0.39) 3.23 4.75 0.02
(200, f1) 0.22 (0.24) 0.27 (0.15) 3.12 4.88 0
(100, f2) 0.71 (0.75) 0.92 (0.49) 3.21 4.77 0.02
(200, f2) 0.22 (0.22) 0.48 (0.19) 3.97 4.93 0