Research Article
More on the Ridge Parameter Estimators for the Gamma Ridge Regression Model: Simulation and Applications
| Estimators | | | | | n = 25 | n = 50 | n = 100 | n = 200 | n = 25 | n = 50 | n = 100 | n = 200 | n = 25 | n = 50 | n = 100 | n = 200 | n = 25 | n = 50 | n = 100 | n = 200 |
| MLE | 1.6449 | 1.0514 | 0.9101 | 0.8198 | 15.818 | 5.8671 | 3.7960 | 2.4684 | 839.50 | 266.74 | 160.63 | 91.329 | 7766.8 | 2107.5 | 1231.2 | 793.54 | k1 | 0.9918 | 0.8271 | 0.7921 | 0.7586 | 4.7601 | 2.1644 | 1.6246 | 1.2703 | 202.72 | 74.041 | 44.047 | 26.123 | 1746.4 | 495.11 | 302.34 | 191.61 | k2 | 1.5113 | 1.0427 | 0.9087 | 0.8195 | 3.7859 | 4.1074 | 3.4001 | 2.3965 | 6.0020 | 10.410 | 15.949 | 24.755 | 7.0587 | 10.931 | 15.824 | 18.927 | k3 | 1.0822 | 0.9439 | 0.8716 | 0.8057 | 1.0516 | 1.1119 | 1.1645 | 1.1065 | 2.2968 | 3.2230 | 3.9134 | 4.2995 | 2.3841 | 3.8294 | 5.2280 | 6.1676 | k4 | 0.8310 | 0.7889 | 0.7794 | 0.7598 | 1.3382 | 1.2006 | 1.1701 | 1.0630 | 11.963 | 10.189 | 9.3634 | 8.3526 | 20.805 | 14.991 | 14.059 | 12.160 | k5 | 0.7916 | 0.7962 | 0.7951 | 0.7693 | 1.0944 | 1.1100 | 1.1555 | 1.0956 | 9.2319 | 9.6573 | 9.6389 | 8.9486 | 14.811 | 13.617 | 14.110 | 12.496 | k6 | 1.4308 | 1.0214 | 0.8984 | 0.8155 | 10.002 | 4.9710 | 3.4190 | 2.3262 | 383.99 | 188.52 | 125.60 | 78.039 | 2562.4 | 915.57 | 623.21 | 466.45 | k7 | 1.3112 | 0.9941 | 0.8904 | 0.8131 | 7.6767 | 4.3662 | 3.2092 | 2.2605 | 229.87 | 145.19 | 108.81 | 72.442 | 883.87 | 575.48 | 502.32 | 435.47 | k8 | 0.7290 | 0.7674 | 0.7885 | 0.7705 | 0.6850 | 0.7413 | 0.8104 | 0.8205 | 0.7771 | 1.1840 | 2.1278 | 3.1872 | 0.8133 | 0.9298 | 1.5768 | 2.8596 | k9 | 1.3112 | 0.9941 | 0.8904 | 0.8131 | 7.6767 | 4.3662 | 3.2092 | 2.2605 | 229.87 | 145.19 | 108.81 | 72.442 | 883.87 | 575.48 | 502.32 | 435.47 | k10 | 0.8165 | 0.7924 | 0.7859 | 0.7602 | 1.1011 | 1.0277 | 1.0541 | 0.9889 | 6.1890 | 5.9641 | 6.2224 | 5.9743 | 12.455 | 10.153 | 10.652 | 9.9032 | k11 | 0.7617 | 0.7953 | 0.8031 | 0.7779 | 0.7098 | 0.7772 | 0.8496 | 0.8503 | 0.9171 | 1.6140 | 2.5916 | 3.5083 | 0.8567 | 1.1882 | 2.0361 | 3.3048 | k12 | 0.7617 | 0.7953 | 0.8031 | 0.7779 | 0.7098 | 0.7772 | 0.8496 | 0.8503 | 0.9171 | 1.6140 | 2.5916 | 3.5083 | 0.8567 | 1.1882 | 2.0361 | 3.3048 | k13 | 0.7697 | 0.7830 | 0.7874 | 0.7646 | 0.8138 | 0.8606 | 0.9374 | 0.9202 | 3.2412 | 4.0169 | 4.6213 | 4.8938 | 4.3810 | 5.7584 | 6.8395 | 7.3958 | k14 | 0.7633 | 0.7922 | 0.7985 | 0.7732 | 0.7291 | 0.7879 | 0.8649 | 0.8600 | 1.2918 | 2.3591 | 3.3378 | 3.9483 | 1.0410 | 2.2866 | 3.9287 | 5.3398 | k15 | 0.7970 | 0.7989 | 0.7958 | 0.7686 | 0.8927 | 0.9213 | 0.9872 | 0.9536 | 3.7761 | 4.3720 | 4.9406 | 5.1260 | 5.7279 | 6.5916 | 7.6175 | 7.9520 | k16 | 0.7644 | 0.7917 | 0.7977 | 0.7728 | 0.7312 | 0.7904 | 0.8639 | 0.8584 | 1.2446 | 2.3183 | 3.2999 | 3.9322 | 0.9539 | 2.0689 | 3.6618 | 5.1289 | k17 | 1.6148 | 1.0474 | 0.9092 | 0.8196 | 13.409 | 5.4821 | 3.6842 | 2.4397 | 315.28 | 153.12 | 114.33 | 75.506 | 2193.8 | 930.96 | 739.46 | 586.74 | k18 | 0.9474 | 0.8900 | 0.8465 | 0.7951 | 1.9069 | 1.8750 | 1.7672 | 1.5381 | 20.668 | 20.645 | 19.277 | 17.635 | 31.502 | 24.510 | 22.335 | 19.813 | k19 | 1.3112 | 0.9941 | 0.8904 | 0.8131 | 7.6767 | 4.3662 | 3.2092 | 2.2605 | 229.87 | 145.19 | 108.81 | 72.442 | 883.87 | 575.48 | 502.32 | 435.47 | k20 | 0.7595 | 0.7614 | 0.7661 | 0.7500 | 0.8268 | 0.8417 | 0.9001 | 0.8813 | 3.5923 | 4.0980 | 4.5816 | 4.7598 | 5.2953 | 6.1592 | 7.0998 | 7.5188 | k21 | 0.8953 | 0.7977 | 0.7784 | 0.7521 | 2.7565 | 1.6349 | 1.3909 | 1.1655 | 62.850 | 34.208 | 23.441 | 16.448 | 227.33 | 110.30 | 80.798 | 58.517 | k22 | 0.8293 | 0.7991 | 0.7914 | 0.7632 | 1.2548 | 1.0962 | 1.1077 | 1.0253 | 8.1159 | 7.1520 | 7.1420 | 6.6769 | 20.442 | 13.987 | 13.707 | 12.113 | k23 | 0.7717 | 0.7337 | 0.7300 | 0.7236 | 0.9531 | 0.8910 | 0.8478 | 0.7933 | 0.9971 | 0.9955 | 0.9940 | 0.9914 | 0.9980 | 0.9978 | 0.9976 | 0.9973 | k24 | 0.7916 | 0.7962 | 0.7951 | 0.7693 | 1.0944 | 1.1100 | 1.1555 | 1.0956 | 9.2319 | 9.6573 | 9.6389 | 8.9486 | 14.811 | 13.617 | 14.110 | 12.496 | k25 | 0.7115 | 0.7157 | 0.7261 | 0.7220 | 0.7305 | 0.6804 | 0.6864 | 0.7041 | 0.9725 | 0.9462 | 0.9085 | 0.8456 | 0.9903 | 0.9806 | 0.9667 | 0.9415 | k26 | 1.3112 | 0.9941 | 0.8904 | 0.8131 | 7.6767 | 4.3662 | 3.2092 | 2.2605 | 229.87 | 145.19 | 108.81 | 72.442 | 883.87 | 575.48 | 502.32 | 435.47 | k27 | 0.7220 | 0.7199 | 0.7242 | 0.7200 | 0.7789 | 0.7150 | 0.6851 | 0.6933 | 0.9807 | 0.9667 | 0.9376 | 0.8841 | 0.9910 | 0.9826 | 0.9671 | 0.9375 | k28 | 0.9439 | 0.8189 | 0.8013 | 0.7682 | 2.0468 | 1.9116 | 1.6758 | 1.3429 | 3.0898 | 4.8808 | 6.8339 | 8.6147 | 3.0953 | 6.0099 | 8.7382 | 10.3306 | k29 | 0.8355 | 0.8248 | 0.8185 | 0.7833 | 0.8635 | 0.9318 | 1.0436 | 1.0525 | 2.2531 | 3.1174 | 3.9790 | 4.4368 | 2.8681 | 4.2335 | 5.6736 | 6.5839 | k30 | 0.9214 | 0.8863 | 0.8536 | 0.8010 | 1.0178 | 1.1358 | 1.3009 | 1.2974 | 2.9890 | 3.9629 | 4.9115 | 5.3960 | 4.2742 | 5.6862 | 7.3151 | 8.0524 | k31 | 0.8763 | 0.8526 | 0.8308 | 0.7900 | 1.0671 | 1.0933 | 1.2267 | 1.2125 | 3.4359 | 4.2184 | 5.1730 | 5.5810 | 5.6217 | 6.8009 | 8.5821 | 9.1210 | k32 | 0.7687 | 0.7757 | 0.7866 | 0.7660 | 0.7513 | 0.7944 | 0.8623 | 0.8759 | 1.5039 | 2.3024 | 3.1190 | 3.6632 | 1.6318 | 2.7930 | 4.1251 | 5.2877 | k33 | 0.7461 | 0.7600 | 0.7693 | 0.7498 | 0.7464 | 0.7924 | 0.8375 | 0.8226 | 1.8457 | 2.7901 | 3.4857 | 3.9693 | 1.4777 | 2.5819 | 3.6721 | 4.6107 | k34 | 0.7109 | 0.7167 | 0.7227 | 0.7192 | 0.6618 | 0.6917 | 0.7199 | 0.7284 | 0.8371 | 1.1831 | 1.6573 | 2.1422 | 0.7922 | 1.1968 | 1.8269 | 2.5976 | k35 | 0.7093 | 0.7186 | 0.7282 | 0.7218 | 0.6843 | 0.7178 | 0.7509 | 0.7516 | 1.3371 | 2.0333 | 2.6862 | 3.1844 | 1.1805 | 2.1033 | 3.1071 | 4.0502 | k36 | 1.2795 | 1.0055 | 0.8985 | 0.8168 | 1.7759 | 1.9950 | 2.0890 | 1.8647 | 3.8818 | 4.9126 | 5.9130 | 6.5644 | 5.5138 | 6.7097 | 8.4213 | 9.1288 | k37 | 0.7819 | 0.7867 | 0.7819 | 0.7569 | 0.8881 | 0.9062 | 0.9194 | 0.8710 | 3.2118 | 3.9296 | 4.4597 | 4.6882 | 3.4649 | 4.9875 | 6.1993 | 6.7579 | k38 | 0.7875 | 0.7926 | 0.7932 | 0.7682 | 0.8194 | 0.8412 | 0.9032 | 0.8847 | 2.7892 | 3.5214 | 4.0819 | 4.4022 | 3.5629 | 4.7495 | 5.8802 | 6.5770 | k39 | 0.8953 | 0.7977 | 0.7784 | 0.7521 | 2.7565 | 1.6349 | 1.3909 | 1.1655 | 62.850 | 34.208 | 23.441 | 16.448 | 227.33 | 110.30 | 80.798 | 58.517 | k40 | 0.7652 | 0.8030 | 0.8087 | 0.7804 | 0.7149 | 0.7901 | 0.8661 | 0.8646 | 0.9309 | 1.7239 | 2.7875 | 3.6601 | 0.7984 | 1.2881 | 2.4271 | 3.9616 |
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