Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 11

Estimated MSE with 𝑛=150, 𝑝=4, and 𝛾=0.95.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0040	0.0040	0.0040	0.0040	0.0040	0.0040	0.0040
𝜎^2=1	0.0160	0.0158	0.0157	0.0158	0.0159	0.0159	0.0160
𝜎^2=2	0.0638	0.0618	0.0594	0.0632	0.0637	0.0637	0.0637
𝜎^2=5	0.3988	0.3294	0.2761	0.3947	0.3956	0.3974	0.3984
𝜎^2=10	1.5951	0.8382	0.5927	1.5788	1.5947	1.5737	1.5897