Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 4

Estimated MSE with 𝑛=50, 𝑝=4, and 𝛾=0.99.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0244	0.0240	0.0237	0.0238	0.0239	0.0244	0.0244
𝜎^2=1	0.0977	0.0919	0.0879	0.0926	0.0964	0.0976	0.0976
𝜎^2=2	0.3907	0.3114	0.2743	0.3678	0.3880	0.3893	0.3893
𝜎^2=5	2.4416	0.9010	70.7006	2.2944	2.4349	2.3879	2.3910
𝜎^2=10	9.7665	1.1034	0.9042	9.1752	9.7530	8.9516	8.9960