Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 2

Estimated MSE with 𝑛=50, 𝑝=4, and 𝛾=0.85.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0167	0.0165	0.0164	0.0165	0.0164	0.0167	0.0167
𝜎^2=1	0.0669	0.0633	0.0621	0.0637	0.0659	0.0668	0.0668
𝜎^2=2	0.2675	0.2183	0.2066	0.2524	0.2656	0.2666	0.2670
𝜎^2=5	1.6720	0.6863	0.6157	1.5732	1.6673	1.6358	1.6352
𝜎^2=10	6.6879	0.9442	0.8661	6.2905	6.6785	6.1384	6.3959