More on the Ridge Parameter Estimators for the Gamma Ridge Regression Model: Simulation and Applications

Table 14

Comparison of GRR and ML estimators for the nitrogen dioxide data.

Estimators						EMSE
MLE	0.14971	−0.07126	0.03091	−0.00034	−0.00073	1.8690
k1	−0.00058	−0.06339	0.03186	−0.00041	−0.00040	0.0019
k2	0.14969	−0.07126	0.03091	−0.00034	−0.00073	1.8684
k3	0.05145	−0.06918	0.03177	−0.00031	−0.00116	0.2282
k4	0.00002	0.00014	0.00154	0.00437	0.00017	0.0284
k5	0.01371	−0.06828	0.03209	−0.00030	−0.00130	0.0196
k6	0.05387	−0.06923	0.03175	−0.00031	−0.00115	0.2495
k7	−0.00068	−0.06181	0.03174	−0.00044	−0.00007	0.0020
k8	0.01371	−0.06828	0.03209	−0.00030	−0.00130	0.0196
k9	−0.00068	−0.06181	0.03174	−0.00044	−0.00007	0.0020
k10	−0.00069	−0.06131	0.03170	−0.00045	0.00003	0.0020
k11	0.05389	−0.06923	0.03175	−0.00031	−0.00115	0.2496
k12	0.05389	−0.06923	0.03175	−0.00031	−0.00115	0.2496
k13	−0.00060	−0.06324	0.03185	−0.00041	−0.00037	0.0019
k14	0.02876	−0.06867	0.03197	−0.00031	−0.00125	0.0747
k15	0.00072	−0.06691	0.03212	−0.00033	−0.00112	0.0020
k16	0.02164	−0.06850	0.03203	−0.00031	−0.00128	0.0440
k17	0.14967	−0.07126	0.03091	−0.00034	−0.00073	1.8681
k18	0.00005	−0.00033	0.00679	0.00373	0.00067	0.0279
k19	−0.00068	−0.06181	0.03174	−0.00044	−0.00007	0.0020
k20	−0.00001	−0.00953	0.02357	−0.00037	0.00466	0.0211
k21	−0.00014	−0.01720	0.02637	−0.00084	0.00559	0.0164
k22	−0.00029	−0.06532	0.03201	−0.00036	−0.00080	0.0018
k23	−0.00031	−0.02666	0.02818	−0.00096	0.00541	0.0115
k24	0.00002	0.00009	0.00259	0.00463	0.00026	0.0283
k25	0.08588	−0.06991	0.03147	−0.00032	−0.00101	0.6226
k26	−0.00068	−0.06181	0.03174	−0.00044	−0.00007	0.0020
k27	0.10006	−0.07021	0.03135	−0.00032	−0.00095	0.8415
k28	−0.00065	−0.04709	0.03050	−0.00074	0.00273	0.0042
k29	−0.00007	−0.06593	0.03205	−0.00035	−0.00093	0.0019
k30	0.00695	−0.06801	0.03214	−0.00031	−0.00130	0.0070
k31	0.01068	−0.06818	0.03211	−0.00031	−0.00131	0.0131
k32	−0.00074	−0.05880	0.03150	−0.00051	0.00053	0.0022
k33	0.00408	−0.06779	0.03215	−0.00031	−0.00128	0.0039
k34	−0.00003	−0.06602	0.03206	−0.00035	−0.00094	0.0019
k35	0.00185	−0.06741	0.03215	−0.00032	−0.00122	0.0025
k36	0.04719	−0.06909	0.03181	−0.00031	−0.00118	0.1929
k37	0.04535	−0.06905	0.03182	−0.00031	−0.00118	0.1786
k38	0.00000	0.00000	−0.00004	−0.00014	0.00000	0.0284
k39	−0.00014	−0.01720	0.02637	−0.00084	0.00559	0.0164
k40	0.08894	−0.06998	0.03144	−0.00032	−0.00100	0.6670