Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

Table 9

Estimated MSE with 𝑛=150, 𝑝=4, and 𝛾=0.75.

	ME	𝐾1	𝐾2	𝐾3	𝐾4	𝐾5	𝐾6
𝜎^2=0.5	0.0032	0.0032	0.0032	0.0032	0.0032	0.0032	0.0032
𝜎^2=1	0.0128	0.0127	0.0126	0.0127	0.0128	0.0128	0.0128
𝜎^2=2	0.0512	0.0499	0.0484	0.0508	0.0512	0.0512	0.0512
𝜎^2=5	0.3200	0.2740	0.2355	0.3174	0.3199	0.3192	0.3199
𝜎^2=10	1.2802	0.7474	0.5404	1.2697	1.2800	1.2604	1.2774