Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 5

Estimated MSE with 𝑛=100, 𝑝=4, and 𝛾=0.75.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0129	0.0128	0.0127	0.0127	0.0128	0.0129	0.0129
𝜎^2=1	0.0516	0.0499	0.0482	0.0508	0.0514	0.0516	0.0516
𝜎^2=2	0.2063	0.1821	0.1619	0.2030	0.2060	0.2061	0.2062
𝜎^2=5	1.2893	0.6857	0.5110	1.2683	1.2886	1.2804	1.2845
𝜎^2=10	5.1572	1.0328	0.7930	5.0731	5.1557	5.0179	5.0806