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 | 2484.5 | 1187.2 | 560.14 | 290.20 | 4.56 × 106 | 406988 | 142161 | 65293 | 5.82 × 106 | 728304 | 230827 | 104187 | 4.03 × 1012 | 6.50 × 108 | 1.91 × 107 | 1.81 × 107 | k1 | 623.13 | 322.36 | 167.38 | 94.013 | 709596 | 84265 | 37329 | 18426 | 1.04 × 106 | 161216 | 58159 | 27081 | 1.21 × 1010 | 8.21 × 107 | 7.95 × 106 | 2.90 × 106 | k2 | 11.860 | 20.842 | 33.719 | 55.802 | 1.4093 | 8.2212 | 55.802 | 236.23 | 1.5371 | 9.3157 | 60.000 | 236.70 | 0.9247 | 1.0417 | 4.0636 | 37.127 | k3 | 4.0221 | 7.4169 | 11.779 | 15.724 | 0.8989 | 0.8674 | 0.9478 | 1.5839 | 0.8966 | 0.8696 | 0.9896 | 1.7828 | 0.9783 | 0.9587 | 0.9285 | 0.8886 | k4 | 87.613 | 60.920 | 48.109 | 36.011 | 15276 | 4195.7 | 3154.4 | 2437.7 | 13366 | 3812.2 | 2657.7 | 2053.6 | 7.94 × 106 | 154806 | 34057 | 24302 | k5 | 57.755 | 61.642 | 69.330 | 70.516 | 4581.3 | 2589.6 | 3348.0 | 4258.0 | 3718.6 | 2124.2 | 2511.1 | 2931.8 | 1.86 × 106 | 51300 | 25630 | 26598 | k6 | 1955.6 | 1102.93 | 544.94 | 287.25 | 2.10 × 106 | 346837 | 136164 | 64426 | 2.99 × 106 | 613557 | 221020 | 102789 | 3.71 × 1010 | 3.27 × 108 | 3.47 × 107 | 1.15 × 107 | k7 | 1538.8 | 965.57 | 511.20 | 278.06 | 1.24 × 106 | 270365 | 121050 | 61142 | 1.58 × 106 | 444829 | 188775 | 95661 | 1.19 × 1010 | 1.68 × 108 | 2.36 × 107 | 9.83 × 106 | k8 | 0.9061 | 0.8993 | 1.5473 | 4.3309 | 1.0003 | 0.9911 | 0.9669 | 0.9190 | 1.0014 | 0.9937 | 0.9739 | 0.9314 | 1.0048 | 1.0043 | 1.0029 | 0.9994 | k9 | 1538.8 | 965.57 | 511.20 | 278.06 | 1.24 × 106 | 270365 | 121050 | 61142 | 1.58 × 106 | 444829 | 188775 | 95661 | 1.19 × 1010 | 1.68 × 108 | 2.36 × 107 | 9.83 × 106 | k10 | 18.199 | 20.560 | 22.179 | 22.800 | 192.53 | 255.39 | 341.71 | 459.18 | 234.41 | 276.37 | 370.55 | 468.64 | 2847.5 | 1478.2 | 1886.0 | 2729.3 | k11 | 0.9456 | 1.3711 | 3.4197 | 7.8951 | 0.9912 | 0.9691 | 0.9213 | 0.8927 | 0.9942 | 0.9737 | 0.9316 | 0.8955 | 1.0042 | 1.0028 | 0.9983 | 0.9885 | k12 | 0.9456 | 1.3711 | 3.4197 | 7.8951 | 0.9912 | 0.9691 | 0.9213 | 0.8927 | 0.9942 | 0.9737 | 0.9316 | 0.8955 | 1.0042 | 1.0028 | 0.9983 | 0.9885 | k13 | 8.4313 | 13.022 | 16.954 | 19.686 | 8.7769 | 28.326 | 80.893 | 193.38 | 9.0745 | 28.873 | 82.080 | 188.09 | 5.2666 | 13.425 | 50.143 | 184.91 | k14 | 1.3133 | 2.8079 | 6.3984 | 11.313 | 0.9373 | 0.8789 | 0.8880 | 1.4225 | 0.9417 | 0.8816 | 0.8825 | 1.4163 | 0.9933 | 0.9765 | 0.9408 | 0.8874 | k15 | 10.399 | 14.589 | 17.957 | 20.305 | 18.794 | 47.867 | 109.76 | 226.81 | 22.213 | 53.319 | 118.39 | 229.81 | 23.669 | 51.313 | 135.00 | 366.03 | k16 | 1.3553 | 2.9418 | 6.5900 | 11.469 | 0.9378 | 0.8803 | 0.9016 | 1.5155 | 0.9433 | 0.8845 | 0.8986 | 1.5191 | 0.9945 | 0.9786 | 0.9428 | 0.8898 | k17 | 424.67 | 343.84 | 259.36 | 186.67 | 22932 | 4986.7 | 5160.0 | 4252.3 | 26739 | 10917 | 8570.6 | 6064.1 | 4.69 × 106 | 704942 | 245716 | 138955 | k18 | 278.42 | 268.43 | 237.49 | 180.65 | 30260 | 15073 | 18687 | 20534 | 21792 | 10679 | 13696 | 17373 | 9.08 × 107 | 222878 | 90696 | 131763 | k19 | 1538.8 | 965.57 | 511.20 | 278.06 | 1.24 × 106 | 270365 | 121050 | 61142 | 1.58 × 106 | 444829 | 188775 | 95661 | 1.19 × 1010 | 1.68 × 108 | 2.36 × 107 | 9.83 × 106 | k20 | 10.144 | 12.774 | 15.162 | 16.935 | 54.514 | 91.700 | 156.52 | 254.83 | 57.608 | 93.393 | 162.61 | 260.20 | 274.83 | 174.20 | 317.09 | 677.06 | k21 | 249.14 | 141.19 | 87.928 | 55.812 | 159935 | 24024 | 13196 | 7371.2 | 183456 | 38184 | 16779 | 8947.9 | 1.71 × 109 | 1.10 × 107 | 1.20 × 106 | 590990 | k22 | 19.220 | 21.587 | 23.029 | 23.498 | 218.84 | 284.40 | 369.25 | 478.93 | 276.92 | 314.12 | 406.64 | 495.01 | 4312.6 | 2016.3 | 2408.2 | 3366.0 | k23 | 1.0047 | 1.0045 | 1.0040 | 1.0029 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | 1.0050 | k24 | 57.755 | 61.642 | 69.330 | 70.516 | 4581.3 | 2589.6 | 3348.0 | 4258.0 | 3718.6 | 2124.2 | 2511.1 | 2931.8 | 1.86 × 107 | 51300 | 25630 | 26598 | k25 | 1.0031 | 1.0017 | 0.9989 | 0.9934 | 1.0050 | 1.0050 | 1.0050 | 1.0049 | 1.0050 | 1.0050 | 1.0050 | 1.0049 | 1.0050 | 1.005 | 1.0050 | 1.0050 | k26 | 1538.8 | 965.57 | 511.20 | 278.06 | 1.24 × 106 | 270365 | 121050 | 61142 | 1.58 × 106 | 444829 | 188775 | 95661 | 1.19 × 1010 | 1.68 × 108 | 2.36 × 107 | 9.83 × 106 | k27 | 0.9767 | 0.9765 | 0.9757 | 0.9748 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | 0.9775 | k28 | 2.5573 | 7.9242 | 15.985 | 21.591 | 0.9657 | 0.9350 | 0.9784 | 2.0596 | 0.9651 | 0.9305 | 0.9946 | 2.4442 | 0.9945 | 0.9867 | 0.9694 | 0.9459 | k29 | 2.6472 | 4.9801 | 8.6735 | 12.628 | 1.0826 | 1.7897 | 5.2654 | 16.192 | 1.1215 | 1.8766 | 5.3098 | 17.270 | 0.9410 | 1.0137 | 1.6012 | 3.9912 | k30 | 4.4004 | 8.2178 | 12.878 | 16.978 | 1.7009 | 3.5708 | 11.296 | 35.952 | 1.8863 | 4.1726 | 12.566 | 40.512 | 1.4182 | 1.7937 | 3.9680 | 12.285 | k31 | 4.2101 | 7.6379 | 11.947 | 15.928 | 1.8907 | 3.1882 | 9.8312 | 30.394 | 1.8983 | 3.4303 | 10.533 | 32.178 | 1.5888 | 1.5883 | 2.8804 | 7.7587 | k32 | 1.4188 | 2.4968 | 4.7968 | 7.9843 | 0.9282 | 1.0452 | 1.9493 | 5.0784 | 0.9319 | 1.0406 | 1.8693 | 5.2020 | 0.9538 | 0.9258 | 0.9843 | 1.4223 | k33 | 4.8024 | 8.6833 | 13.081 | 16.755 | 1.6594 | 4.4703 | 13.545 | 40.632 | 1.5614 | 4.7022 | 14.323 | 40.156 | 1.0069 | 1.3958 | 3.4841 | 11.543 | k34 | 0.9451 | 1.1956 | 1.8060 | 2.8796 | 0.9236 | 0.8739 | 0.9125 | 1.2420 | 0.9302 | 0.8811 | 0.9134 | 1.2610 | 0.9873 | 0.9620 | 0.9154 | 0.8843 | k35 | 2.1147 | 3.8724 | 6.7394 | 9.8607 | 0.9442 | 1.2299 | 2.6995 | 7.1067 | 0.9360 | 1.1946 | 2.5929 | 6.7381 | 0.9650 | 0.9309 | 0.9576 | 1.3561 | k36 | 7.4620 | 12.621 | 17.456 | 20.981 | 1.9130 | 3.2925 | 8.6942 | 29.084 | 2.3874 | 4.5044 | 11.076 | 35.826 | 3.3175 | 1.9366 | 2.9460 | 6.6976 | k37 | 10.476 | 14.220 | 18.821 | 20.261 | 14.859 | 24.040 | 51.993 | 107.95 | 8.1316 | 111.80 | 50.927 | 105.62 | 8.2071 | 18.889 | 48.997 | 78.194 | k38 | 9.4530 | 13.211 | 16.718 | 19.322 | 12.385 | 20.978 | 43.904 | 98.889 | 12.668 | 21.571 | 44.816 | 99.079 | 58.222 | 13.414 | 21.214 | 47.468 | k39 | 249.14 | 141.19 | 87.928 | 55.812 | 159935 | 24024 | 13196 | 7371.2 | 183456 | 38184 | 16779 | 8947.9 | 1.71 × 109 | 1.10 × 107 | 1.20 × 106 | 590990 | k40 | 0.9622 | 1.4630 | 3.8650 | 8.7911 | 0.9906 | 0.9670 | 0.9186 | 0.9041 | 0.9935 | 0.9715 | 0.9259 | 0.8920 | 1.0041 | 1.0024 | 0.9974 | 0.9863 |
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