Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 20

Estimated MSE with 𝑛=50, 𝑝=8, and 𝛾=0.99.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.1063	0.1009	0.0906	0.0984	0.1048	0.1062	0.1062
𝜎^2=1	0.4252	0.3494	0.2622	0.3908	0.4222	0.4251	0.4243
𝜎^2=2	1.7009	0.8972	0.5531	1.5603	1.6949	1.6988	1.6857
𝜎^2=5	10.6308	1.3896	0.8768	9.7471	10.6157	10.5469	10.0593
𝜎^2=10	42.5233	1.2263	0.9656	38.9855	42.4929	41.2088	34.5263