Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 16

Estimated MSE with 𝑛=50, 𝑝=6, and 𝛾=0.99.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0276	0.0270	0.0265	0.0264	0.0269	0.0275	0.0275
𝜎^2=1	0.1104	0.1017	0.0950	0.1013	0.1087	0.1103	0.1103
𝜎^2=2	0.4415	0.3288	0.2775	0.4009	0.4381	0.4404	0.4400
𝜎^2=5	2.7591	0.8493	0.6783	2.4979	2.7506	2.7213	2.6973
𝜎^2=10	11.0363	1.0223	0.8903	9.9873	11.0193	10.4518	10.1007