Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 15

Estimated MSE with 𝑛=50, 𝑝=6, and 𝛾=0.95.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0224	0.0221	0.0216	0.0216	0.0220	0.0223	0.0223
𝜎^2=1	0.0895	0.0850	0.0790	0.0847	0.0886	0.0894	0.0894
𝜎^2=2	0.3581	0.2944	0.2400	0.3373	0.3562	0.3573	0.3574
𝜎^2=5	2.2380	0.9162	0.6324	2.1053	2.2333	2.2068	2.2102
𝜎^2=10	8.9518	1.1747	0.8681	8.4195	8.9425	8.4697	8.5206