Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 17

Estimated MSE with 𝑛=50, 𝑝=8, and 𝛾=0.75.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0694	0.0648	0.0621	0.0631	0.0685	0.0692	0.0692
𝜎^2=1	0.2778	0.2162	0.1940	0.2469	0.2759	0.2776	0.2775
𝜎^2=2	1.1112	0.5257	0.4531	0.9819	1.1074	1.1079	1.1065
𝜎^2=5	6.9449	0.8932	0.8221	6.1268	6.9354	6.8179	6.7664
𝜎^2=10	27.7795	0.9781	0.9476	24.5017	2.77606	25.8426	25.1061