Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 8

Estimated MSE with 𝑛=100, 𝑝=4, and 𝛾=0.99.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0199	0.0197	0.0193	0.0194	0.0197	0.0199	0.0199
𝜎^2=1	0.0795	0.0749	0.0717	0.0771	0.0791	0.0794	0.0794
𝜎^2=2	0.3179	0.2544	0.2248	0.3081	0.3171	0.3168	0.3175
𝜎^2=5	1.9866	0.7464	0.6094	1.9247	1.9847	1.9470	1.9713
𝜎^2=10	7.9465	0.9623	0.8539	7.6984	7.9427	7.3423	7.7064