Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 7

Estimated MSE with 𝑛=100, 𝑝=4, and 𝛾=0.95.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0160	0.0159	0.0157	0.0158	0.0159	0.0160	0.0160
𝜎^2=1	0.0642	0.0617	0.0590	0.0629	0.0639	0.0641	0.0641
𝜎^2=2	0.2567	0.2202	0.1919	0.2516	0.2562	0.2563	0.2564
𝜎^2=5	1.6043	0.7599	0.5612	1.5719	1.6032	1.5906	1.5950
𝜎^2=10	6.4172	1.0533	08258	6.2874	6.4150	6.2028	6.2700