Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 14

Estimated MSE with 𝑛=50, 𝑝=6, and 𝛾=0.85.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0189	0.0188	0.0184	0.0184	0.0186	0.0188	0.0188
𝜎^2=1	0.0758	0.0716	0.0680	0.0714	0.0750	0.0757	0.0757
𝜎^2=2	0.3031	0.2452	0.2127	0.2834	0.3015	0.3026	0.3026
𝜎^2=5	1.8944	0.7497	0.5943	1.7676	1.8904	1.8764	1.8764
𝜎^2=10	7.5775	1.0016	0.8479	7.0682	7.5694	7.2969	7.2666