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. Author manuscript; available in PMC: 2014 Feb 5.

Published in final edited form as: Stat Anal Data Min. 2012 Nov 19;6(4):302–314. doi: 10.1002/sam.11169

Table 2.

Comparison of mean squared prediction error (MSPE) with standard errors (SE) for multivariate methods.

Simulation 1: n = 400, p = 40, SNR = 2		Simulation 2: n = 400, p = 40, SNR = 1
Method	MSPE (SE)	Method	MSPE (SE)
SPCA	2376.2 (337)	SPCA	2204.1 (313)
PLS	2567.7 (316)	PLS	2343.3 (281)
RPLS	404.7 (96)	RPLS	339.4 (175)

Simulation 3: n = 40, p = 80, SNR = 2		Simulation 4: n = 40, p = 80, SNR = 1
Method	MSPE (SE)	Method	MSPE (SE)
SPCA	711.3 (107)	SPCA	721.7 (109)
PLS	647.0 (101)	PLS	659.9 (81)
RPLS	14.2 (3)	RPLS	13.3 (3)

Simulation 5: n = 40, p = 200, SNR = 2		Simulation 6: n = 40, p = 200, SNR = 1
Method	MSPE (SE)	Method	MSPE (SE)
SPCA	1269.9 (211)	SPCA	1263.1 (208)
PLS	830.0 (102)	PLS	843.7 (87)
RPLS	20.3 (8)	RPLS	19.4 (7)