Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 10

Estimated MSE with 𝑛=150, 𝑝=4, and 𝛾=0.85.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0034	0.0034	0.0033	0.0034	0.0033	0.0034	0.0034
𝜎^2=1	0.0134	0.0133	0.0132	0.0133	0.0134	0.0134	0.0134
𝜎^2=2	0.0538	0.0517	0.0506	0.0530	0.0537	0.0537	0.0538
𝜎^2=5	0.3361	0.2686	0.2442	0.3317	0.3359	0.3340	0.3359
𝜎^2=10	1.3445	0.6541	0.5522	1.3267	1.3440	1.3113	1.3408