Research Article

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

Table 2

EMSE, when and .

Estimators
n = 25n = 50n = 100n = 200n = 25n = 50n = 100n = 200n = 25n = 50n = 100n = 200n = 25n = 50n = 100n = 200

MLE1.64491.05140.91010.819815.8185.86713.79602.4684839.50266.74160.6391.3297766.82107.51231.2793.54
k10.99180.82710.79210.75864.76012.16441.62461.2703202.7274.04144.04726.1231746.4495.11302.34191.61
k21.51131.04270.90870.81953.78594.10743.40012.39656.002010.41015.94924.7557.058710.93115.82418.927
k31.08220.94390.87160.80571.05161.11191.16451.10652.29683.22303.91344.29952.38413.82945.22806.1676
k40.83100.78890.77940.75981.33821.20061.17011.063011.96310.1899.36348.352620.80514.99114.05912.160
k50.79160.79620.79510.76931.09441.11001.15551.09569.23199.65739.63898.948614.81113.61714.11012.496
k61.43081.02140.89840.815510.0024.97103.41902.3262383.99188.52125.6078.0392562.4915.57623.21466.45
k71.31120.99410.89040.81317.67674.36623.20922.2605229.87145.19108.8172.442883.87575.48502.32435.47
k80.72900.76740.78850.77050.68500.74130.81040.82050.77711.18402.12783.18720.81330.92981.57682.8596
k91.31120.99410.89040.81317.67674.36623.20922.2605229.87145.19108.8172.442883.87575.48502.32435.47
k100.81650.79240.78590.76021.10111.02771.05410.98896.18905.96416.22245.974312.45510.15310.6529.9032
k110.76170.79530.80310.77790.70980.77720.84960.85030.91711.61402.59163.50830.85671.18822.03613.3048
k120.76170.79530.80310.77790.70980.77720.84960.85030.91711.61402.59163.50830.85671.18822.03613.3048
k130.76970.78300.78740.76460.81380.86060.93740.92023.24124.01694.62134.89384.38105.75846.83957.3958
k140.76330.79220.79850.77320.72910.78790.86490.86001.29182.35913.33783.94831.04102.28663.92875.3398
k150.79700.79890.79580.76860.89270.92130.98720.95363.77614.37204.94065.12605.72796.59167.61757.9520
k160.76440.79170.79770.77280.73120.79040.86390.85841.24462.31833.29993.93220.95392.06893.66185.1289
k171.61481.04740.90920.819613.4095.48213.68422.4397315.28153.12114.3375.5062193.8930.96739.46586.74
k180.94740.89000.84650.79511.90691.87501.76721.538120.66820.64519.27717.63531.50224.51022.33519.813
k191.31120.99410.89040.81317.67674.36623.20922.2605229.87145.19108.8172.442883.87575.48502.32435.47
k200.75950.76140.76610.75000.82680.84170.90010.88133.59234.09804.58164.75985.29536.15927.09987.5188
k210.89530.79770.77840.75212.75651.63491.39091.165562.85034.20823.44116.448227.33110.3080.79858.517
k220.82930.79910.79140.76321.25481.09621.10771.02538.11597.15207.14206.676920.44213.98713.70712.113
k230.77170.73370.73000.72360.95310.89100.84780.79330.99710.99550.99400.99140.99800.99780.99760.9973
k240.79160.79620.79510.76931.09441.11001.15551.09569.23199.65739.63898.948614.81113.61714.11012.496
k250.71150.71570.72610.72200.73050.68040.68640.70410.97250.94620.90850.84560.99030.98060.96670.9415
k261.31120.99410.89040.81317.67674.36623.20922.2605229.87145.19108.8172.442883.87575.48502.32435.47
k270.72200.71990.72420.72000.77890.71500.68510.69330.98070.96670.93760.88410.99100.98260.96710.9375
k280.94390.81890.80130.76822.04681.91161.67581.34293.08984.88086.83398.61473.09536.00998.738210.3306
k290.83550.82480.81850.78330.86350.93181.04361.05252.25313.11743.97904.43682.86814.23355.67366.5839
k300.92140.88630.85360.80101.01781.13581.30091.29742.98903.96294.91155.39604.27425.68627.31518.0524
k310.87630.85260.83080.79001.06711.09331.22671.21253.43594.21845.17305.58105.62176.80098.58219.1210
k320.76870.77570.78660.76600.75130.79440.86230.87591.50392.30243.11903.66321.63182.79304.12515.2877
k330.74610.76000.76930.74980.74640.79240.83750.82261.84572.79013.48573.96931.47772.58193.67214.6107
k340.71090.71670.72270.71920.66180.69170.71990.72840.83711.18311.65732.14220.79221.19681.82692.5976
k350.70930.71860.72820.72180.68430.71780.75090.75161.33712.03332.68623.18441.18052.10333.10714.0502
k361.27951.00550.89850.81681.77591.99502.08901.86473.88184.91265.91306.56445.51386.70978.42139.1288
k370.78190.78670.78190.75690.88810.90620.91940.87103.21183.92964.45974.68823.46494.98756.19936.7579
k380.78750.79260.79320.76820.81940.84120.90320.88472.78923.52144.08194.40223.56294.74955.88026.5770
k390.89530.79770.77840.75212.75651.63491.39091.165562.85034.20823.44116.448227.33110.3080.79858.517
k400.76520.80300.80870.78040.71490.79010.86610.86460.93091.72392.78753.66010.79841.28812.42713.9616