Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 19

Estimated MSE with 𝑛=50, 𝑝=8, and 𝛾=0.95.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0861	0.0830	0.0754	0.0815	0.0855	0.0869	0.0860
𝜎^2=1	0.3446	0.2994	0.2267	0.3248	0.3432	0.3445	0.3442
𝜎^2=2	1.3782	0.8508	0.5033	1.2979	1.3756	1.3768	1.3725
𝜎^2=5	8.6138	1.5585	0.8517	8.1096	8.6072	8.5589	8.3965
𝜎^2=10	34.4552	1.3911	0.9575	32.4371	34.4419	33.5908	31.1970