Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 13

Estimated MSE with 𝑛=50, 𝑝=6, and 𝛾=0.75.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0181	0.0178	0.0176	0.0175	0.0178	0.0180	0.0180
𝜎^2=1	0.0722	0.0684	0.0651	0.0682	0.0715	0.0721	0.0721
𝜎^2=2	0.2889	0.2358	0.2053	0.2710	0.2875	0.2885	0.2885
𝜎^2=5	1.8058	0.7359	0.5831	1.6902	1.8022	1.7895	1.7886
𝜎^2=10	7.2233	0.9977	0.8417	6.7591	7.2160	6.9678	6.9535