Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 12

Estimated MSE with 𝑛=150, 𝑝=4, and 𝛾=0.99.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0049	0.0049	0.0049	0.0049	0.0049	0.0049	0.0049
𝜎^2=1	0.0198	0.0195	0.0193	0.0194	0.0197	0.0198	0.0198
𝜎^2=2	0.0791	0.0744	0.0725	0.0775	0.0789	0.0790	0.0790
𝜎^2=5	0.4946	0.3508	0.3197	0.4837	0.4941	0.4927	0.4938
𝜎^2=10	1.9782	0.7271	0.6421	1.9345	1.9773	1.9486	1.9660