Table with multiple rows

Question

please help me making this table in Latex I have tried this code

\begin{table}[h]

  \begin{center}

\caption{Mean of MSEs for training set for Example 1.}

\label{tab:table1}

\begin{tabular}{c c c c}

\multirow{2}{*}{Step size}

&\multicolumn{3}{c}{Number of iteration}\\

\cline{2-4}

(h)&1000 & 3000 &5000\\

\hline

$0.1$ & $1.574 \times 10^{−5} \pm 3.879 \times 10^{−5}$ & $1.498 \times 10^{−6} \pm 1.498 \times 10^{−6}$ & $5.191 \times 10^{−5} \pm 1.596 \times 10^{−4}$\\

    \end{tabular}

  \end{center}

\end{table}

Answer 1

Well, to zeroth approximation you could do the following.

\documentclass{article}
\usepackage{booktabs}
\usepackage[margin=0.5in]{geometry}
\begin{document}
\begin{table}[h]
\centering
\caption{Mean of MSEs for training set for Example 1.}
\label{tab:table1}

\begin{tabular}{c c c c}
\toprule
Step size
&\multicolumn{3}{c}{Number of iteration}\\
\cmidrule{2-4}

(h)&1000 & 3000 &5000\\
\midrule
0.1 & $1.574 \times 10^{-5} \pm 3.879 \times 10^{-5}$ & 
$1.498 \times 10^{-6} \pm 1.498 \times 10^{-6}$ & 
$5.191 \times 10^{-5} \pm 1.596 \times 10^{-4}$\\
\bottomrule
\end{tabular}
\end{table}
\end{document}

However, every real solution will require you to upload a minimal working example that shows other what your document looks like (page geometry, document class, font size). That is, you may want to upload a minimal document like the above but with your settings.