Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 1

Estimated MSE with 𝑛=50, 𝑝=4, and 𝛾=0.75.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0159	0.0157	0.0156	0.0157	0.0157	0.0159	0.0159
𝜎^2=1	0.0637	0.0605	0.0594	0.0608	0.0629	0.0636	0.0637
𝜎^2=2	0.2549	0.2099	0.1989	0.2412	0.2532	0.2543	0.2545
𝜎^2=5	1.5934	0.6732	0.0604	1.5035	1.5891	1.5605	1.5771
𝜎^2=10	6.3734	0.9396	0.8603	6.0119	6.3649	5.8729	6.1203