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. Author manuscript; available in PMC: 2011 Mar 23.
Published in final edited form as: Ann Stat. 2010 Jan 1;38(6):3605–3629. doi: 10.1214/10-AOS821

Table 3.

Mean Square Error(MSE) of the PC regression based on gene-expression microarray data simulation with and without shrinkage adjustment. 1,000 simulation were conducted. Each entry in the table represents mean of the MSE with standard error in parentheses

n g Test Data without Adjustment Test Data with Adjustment Training Data
100 150 1.97(0.256) 1.70(0.284) 1.61(0.284)
100 300 1.63(0.230) 1.17(0.167) 1.12(0.158)
100 500 1.43(0.204) 1.07(0.157) 1.03(0.147)
100 1000 1.22(0.182) 1.03(0.148) 0.99(0.142)
200 150 1.73(0.159) 1.33(0.133) 1.30(0.131)
200 300 1.39(0.139) 1.08(0.105) 1.07(0.110)
200 500 1.24(0.131) 1.04(0.105) 1.01(0.101)
200 1000 1.10(0.114) 1.02(0.101) 1.00(0.101)