Table 3.

Prediction performance of the tuning parameter combinations for Figures 5, 8, 9. The last two columns refer to mean square prediction error and proportion of variance explained.

Figure	${\sigma }_{\epsilon }^2$	a	b	${\sigma }_{\beta }^2$	MSE	PVE
5	1.22	−3	6	0.05	146.43054	0.22000
8	1	−2	0.5	0.03	150.25746	0.20341
9	0.775	−1	0.5	0.05	164.60563	0.19220