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The MMMS and RSD (in parenthesis) of the simulated examples for linear model IV using different number of PCs with s = 12, β★ = (1, 1.3, 1, 1.3, 1, 1.3, …)T when p = 40000 and n = 500.
| PCs | Variance | SIS-PCA-MLR | SIS-PCA-MMLE |
|---|---|---|---|
| (SIS-MLR) | (SIS-MMLE) | ||
| 0 | 0 | 39(70) | 39(70) |
| 1 | 5.9% | 13(4) | 13(3) |
| 3 | 6.3% | 13(4) | 13(4) |
| 5 | 6.8% | 13(4) | 13(4) |
| 10 | 8.0% | 13(4) | 13(4) |
| 30 | 12.2% | 14(6) | 14(7) |
| 50 | 17.0% | 15(12) | 15.5(11) |
| 100 | 27.8% | 23(35) | 22(37) |
