Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 6

Estimated MSE with 𝑛=100, 𝑝=4, and 𝛾=0.85.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0135	0.0134	0.0133	0.0134	0.0135	0.0135	0.0135
𝜎^2=1	0.0541	0.0523	0.0504	0.0533	0.0540	0.0541	0.0541
𝜎^2=2	0.2166	0.1901	0.1683	0.2129	0.2163	0.2163	0.2164
𝜎^2=5	1.3537	0.7025	0.5222	1.3305	1.3529	1.3439	1.3481
𝜎^2=10	5.4147	1.0382	0.8007	5.3220	5.4131	5.2613	5.3261