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 | 0.9549 | 0.8828 | 0.8548 | 0.8509 | 2.6656 | 1.3999 | 1.1103 | 0.9331 | 107.84 | 37.012 | 21.997 | 12.665 | 999.65 | 292.18 | 174.44 | 99.6465 | k1 | 0.8693 | 0.8519 | 0.8418 | 0.8436 | 1.2310 | 0.9154 | 0.8361 | 0.7889 | 26.028 | 10.680 | 6.7173 | 3.9828 | 237.93 | 71.309 | 41.453 | 23.125 | k2 | 0.9523 | 0.8826 | 0.8548 | 0.8509 | 2.0568 | 1.3588 | 1.1030 | 0.9319 | 3.6115 | 7.1387 | 10.337 | 9.6812 | 3.5813 | 5.0895 | 8.6072 | 18.578 | k3 | 0.9358 | 0.8803 | 0.8540 | 0.8507 | 1.0675 | 1.0309 | 0.9510 | 0.8735 | 1.0959 | 1.2321 | 1.3165 | 1.2734 | 1.2386 | 1.4244 | 1.5773 | 1.5865 | k4 | 0.8562 | 0.8546 | 0.8514 | 0.8523 | 0.8206 | 0.8137 | 0.8028 | 0.7820 | 2.2733 | 2.0529 | 1.9110 | 1.7191 | 3.4269 | 2.8376 | 2.5492 | 2.1953 | k5 | 0.8472 | 0.8518 | 0.8428 | 0.8455 | 0.7733 | 0.7907 | 0.7871 | 0.7786 | 1.7594 | 1.8006 | 1.8092 | 1.6575 | 2.5217 | 2.4822 | 2.4258 | 2.1150 | k6 | 0.9265 | 0.8786 | 0.8533 | 0.8504 | 1.9220 | 1.2823 | 1.0615 | 0.9157 | 50.296 | 26.348 | 17.401 | 10.869 | 347.89 | 129.09 | 87.706 | 58.169 | k7 | 0.9138 | 0.8757 | 0.8525 | 0.8501 | 1.6614 | 1.2155 | 1.0406 | 0.9099 | 32.099 | 20.938 | 15.412 | 10.241 | 130.20 | 85.090 | 73.516 | 56.181 | k8 | 0.8734 | 0.8713 | 0.8515 | 0.8499 | 0.7396 | 0.7860 | 0.7995 | 0.7996 | 0.7272 | 0.8704 | 0.9937 | 1.0466 | 0.7243 | 0.8834 | 1.1067 | 1.2639 | k9 | 0.9138 | 0.8757 | 0.8525 | 0.8501 | 1.6614 | 1.2155 | 1.0406 | 0.9099 | 32.099 | 20.938 | 15.412 | 10.241 | 130.20 | 85.090 | 73.516 | 56.181 | k10 | 0.8649 | 0.8579 | 0.8452 | 0.8463 | 0.8478 | 0.8347 | 0.8135 | 0.7891 | 1.8830 | 1.7778 | 1.7320 | 1.5487 | 3.2077 | 2.7177 | 2.5165 | 2.1731 | k11 | 0.8877 | 0.8741 | 0.8523 | 0.8501 | 0.7745 | 0.8223 | 0.8236 | 0.8142 | 0.7823 | 0.9493 | 1.0824 | 1.1073 | 0.7624 | 0.9622 | 1.1873 | 1.3195 | k12 | 0.8877 | 0.8741 | 0.8523 | 0.8501 | 0.7745 | 0.8223 | 0.8236 | 0.8142 | 0.7823 | 0.9493 | 1.0824 | 1.1073 | 0.7624 | 0.9622 | 1.1873 | 1.3195 | k13 | 0.8638 | 0.8616 | 0.8473 | 0.8477 | 0.7784 | 0.8083 | 0.8048 | 0.7919 | 1.0790 | 1.2059 | 1.3122 | 1.2768 | 1.3410 | 1.5506 | 1.7112 | 1.6848 | k14 | 0.8826 | 0.8713 | 0.8512 | 0.8497 | 0.7777 | 0.8203 | 0.8183 | 0.8060 | 0.8616 | 1.0001 | 1.1140 | 1.1297 | 0.9211 | 1.1786 | 1.3559 | 1.4254 | k15 | 0.8720 | 0.8641 | 0.8481 | 0.8481 | 0.8174 | 0.8350 | 0.8201 | 0.7994 | 1.2754 | 1.3738 | 1.4523 | 1.3711 | 1.7723 | 1.8692 | 1.9592 | 1.8282 | k16 | 0.8819 | 0.8711 | 0.8511 | 0.8497 | 0.7765 | 0.8187 | 0.8168 | 0.8053 | 0.8576 | 1.0025 | 1.1152 | 1.1275 | 0.8764 | 1.1505 | 1.3377 | 1.4106 | k17 | 0.9541 | 0.8827 | 0.8548 | 0.8509 | 2.5904 | 1.3898 | 1.1076 | 0.9325 | 77.004 | 31.752 | 20.333 | 12.164 | 645.63 | 225.84 | 150.89 | 92.015 | k18 | 0.8712 | 0.8647 | 0.8485 | 0.8484 | 0.9032 | 0.9124 | 0.8778 | 0.8364 | 3.4582 | 3.5459 | 3.3937 | 3.0611 | 4.7972 | 4.1832 | 3.7004 | 3.2521 | k19 | 0.9138 | 0.8757 | 0.8525 | 0.8501 | 1.6614 | 1.2155 | 1.0406 | 0.9099 | 32.099 | 20.938 | 15.412 | 10.241 | 130.20 | 85.090 | 73.516 | 56.181 | k20 | 0.8505 | 0.8527 | 0.8439 | 0.8457 | 0.7591 | 0.7794 | 0.7818 | 0.7718 | 1.1097 | 1.1628 | 1.2236 | 1.1951 | 1.4290 | 1.5587 | 1.6729 | 1.6362 | k21 | 0.8585 | 0.8492 | 0.8417 | 0.8437 | 0.9973 | 0.8569 | 0.8146 | 0.7802 | 9.2168 | 5.5203 | 4.0567 | 2.8155 | 35.218 | 17.900 | 12.355 | 8.2841 | k22 | 0.8682 | 0.8592 | 0.8457 | 0.8465 | 0.9033 | 0.8507 | 0.8213 | 0.7928 | 2.5221 | 2.2379 | 2.1291 | 1.8072 | 5.0738 | 4.0625 | 3.5840 | 2.9654 | k23 | 0.8304 | 0.8392 | 0.8364 | 0.8401 | 0.8059 | 0.7547 | 0.7457 | 0.7367 | 0.9876 | 0.9695 | 0.9545 | 0.9300 | 0.9968 | 0.9947 | 0.9928 | 0.9895 | k24 | 0.8472 | 0.8518 | 0.8428 | 0.8455 | 0.7733 | 0.7907 | 0.7871 | 0.7786 | 1.7594 | 1.8006 | 1.8092 | 1.6575 | 2.5217 | 2.4822 | 2.4258 | 2.1150 | k25 | 0.8468 | 0.8567 | 0.8453 | 0.8468 | 0.7163 | 0.7262 | 0.7321 | 0.7317 | 0.8303 | 0.7338 | 0.6899 | 0.6999 | 0.9302 | 0.8593 | 0.7878 | 0.7117 | k26 | 0.9138 | 0.8757 | 0.8525 | 0.8501 | 1.6614 | 1.2155 | 1.0406 | 0.9099 | 32.099 | 20.938 | 15.412 | 10.241 | 130.20 | 85.090 | 73.516 | 56.181 | k27 | 0.8420 | 0.8500 | 0.8428 | 0.8457 | 0.7241 | 0.7289 | 0.7313 | 0.7299 | 0.8672 | 0.7883 | 0.7123 | 0.6877 | 0.9345 | 0.8697 | 0.7887 | 0.7053 | k28 | 0.8594 | 0.8514 | 0.8430 | 0.8453 | 1.2180 | 0.9182 | 0.8491 | 0.7984 | 2.7039 | 4.2453 | 5.0926 | 4.1313 | 2.7904 | 3.9409 | 5.6849 | 9.0850 | k29 | 0.8922 | 0.8705 | 0.8514 | 0.8498 | 0.8775 | 0.9007 | 0.8856 | 0.8411 | 1.0673 | 1.2712 | 1.4599 | 1.4827 | 1.2851 | 1.5285 | 1.7081 | 1.7069 | k30 | 0.9118 | 0.8763 | 0.8531 | 0.8504 | 0.9906 | 0.9970 | 0.9487 | 0.8783 | 1.3500 | 1.6374 | 1.9184 | 2.0000 | 1.7783 | 2.0197 | 2.2378 | 2.2075 | k31 | 0.9006 | 0.8729 | 0.8519 | 0.8499 | 1.0043 | 0.9695 | 0.9190 | 0.8627 | 1.6456 | 1.8978 | 2.1325 | 2.1540 | 2.3650 | 2.6005 | 2.8481 | 3.0435 | k32 | 0.8715 | 0.8634 | 0.8492 | 0.8489 | 0.7780 | 0.8099 | 0.8196 | 0.7997 | 0.8501 | 0.9898 | 1.1085 | 1.1345 | 0.9601 | 1.1657 | 1.3391 | 1.4019 | k33 | 0.8585 | 0.8605 | 0.8461 | 0.8470 | 0.7520 | 0.7704 | 0.7691 | 0.7585 | 0.8964 | 1.0191 | 1.1094 | 1.0857 | 0.9168 | 1.1263 | 1.2752 | 1.3210 | k34 | 0.8324 | 0.8382 | 0.8360 | 0.8386 | 0.7157 | 0.7255 | 0.7291 | 0.7277 | 0.7094 | 0.7868 | 0.8553 | 0.8913 | 0.7318 | 0.8805 | 1.0127 | 1.0970 | k35 | 0.8368 | 0.8437 | 0.8376 | 0.8407 | 0.7179 | 0.7324 | 0.7352 | 0.7323 | 0.7939 | 0.8798 | 0.9452 | 0.9614 | 0.8454 | 1.0312 | 1.1610 | 1.2224 | k36 | 0.9452 | 0.8818 | 0.8546 | 0.8509 | 1.4715 | 1.2213 | 1.0569 | 0.9196 | 1.9811 | 2.4508 | 2.8365 | 3.0381 | 2.5345 | 2.6952 | 2.9125 | 2.8724 | k37 | 0.8659 | 0.8637 | 0.8469 | 0.8475 | 0.7985 | 0.8075 | 0.7872 | 0.7733 | 1.2460 | 1.3208 | 1.3172 | 1.2166 | 1.5072 | 1.6244 | 1.6920 | 1.5920 | k38 | 0.8623 | 0.8605 | 0.8468 | 0.8476 | 0.7639 | 0.7800 | 0.7779 | 0.7712 | 0.9616 | 1.0316 | 1.0915 | 1.0937 | 1.1592 | 1.2812 | 1.4030 | 1.4363 | k39 | 0.8585 | 0.8492 | 0.8417 | 0.8437 | 0.9973 | 0.8569 | 0.8146 | 0.7802 | 9.2168 | 5.5203 | 4.0567 | 2.8155 | 35.218 | 17.900 | 12.355 | 8.2841 | k40 | 0.8900 | 0.8746 | 0.8524 | 0.8502 | 0.7799 | 0.8297 | 0.8295 | 0.8175 | 0.8004 | 0.9737 | 1.1093 | 1.1313 | 0.7820 | 1.0408 | 1.2609 | 1.3682 |
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