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

Table 5

EMSE, when and .

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	72.308	38.188	18.974	10.2833	40144	10718	4419.4	2342.1	57543	17562	7088.9	3648.3	70.442	3.81 × 106	954728	388186
k1	19.601	11.257	6.3051	4.0017	9390.8	2683.9	1185.3	656.69	11884	4203.8	1809.0	956.963	19.033	775751	216193	97204
k2	5.2776	10.3291	12.2623	9.2036	6.0862	18.179	36.578	58.088	6.2564	18.056	33.970	50.799	5.3016	6.6077	37.803	134.95
k3	1.8552	2.0017	2.1722	2.3194	1.3883	2.6890	6.0217	12.055	1.4497	2.8942	6.2894	12.257	1.8711	0.8736	0.9725	1.6173
k4	3.9704	3.2490	2.5676	2.1093	395.92	182.92	137.32	114.61	254.99	146.90	120.00	99.793	4.1271	1958.9	1518.8	1062.5
k5	3.3019	3.5103	3.7106	3.7494	141.32	125.63	152.87	181.82	104.28	94.350	111.25	122.79	3.3814	1106.3	1254.0	1174.4
k6	59.295	35.787	18.488	10.189	27245	9626.6	4275.8	2314.6	39019	15751	6852.4	3605.4	58.109	3.03 × 106	898962	382197
k7	48.113	31.863	17.482	9.9105	18487	7783.5	3847.1	2200.2	23323	11927	5940.5	3363.2	47.224	1.68 × 106	657026	332503
k8	1.0339	1.2155	1.4155	1.5704	0.9519	0.8950	0.9921	2.1184	0.9599	0.9026	0.9442	1.7284	1.0391	0.9948	0.9781	0.9401
k9	48.113	31.863	17.4817	9.9105	18487	7783.5	3847.1	2200.2	23323	11927	5940.5	3363.2	47.224	1.68 × 106	657026	332503
k10	2.4944	2.4496	2.3362	2.2301	32.673	37.852	43.261	45.817	36.300	39.923	43.342	43.798	2.5200	282.09	354.48	391.85
k11	1.2325	1.4011	1.5783	1.7485	0.9261	1.0231	2.1296	6.1560	0.9338	0.9993	1.8553	4.9987	1.2374	0.9772	0.9418	0.9431
k12	1.2325	1.4011	1.5783	1.7485	0.9261	1.0231	2.1296	6.1560	0.9338	0.9993	1.8553	4.9987	1.2374	0.9772	0.9418	0.9431
k13	1.6290	1.7619	1.9135	2.0507	8.1970	15.512	25.008	32.757	8.1838	15.142	23.105	30.030	1.6425	22.617	59.595	125.60
k14	1.3399	1.4670	1.6151	1.7590	0.9963	1.7899	4.7721	11.282	0.9858	1.7183	4.5774	10.702	1.3470	0.8842	0.9509	1.8785
k15	1.8667	1.9998	2.1194	2.2169	11.842	19.126	27.986	34.847	12.463	19.378	26.553	32.396	1.8835	49.110	98.149	167.18
k16	1.3473	1.4781	1.6245	1.7668	1.0146	1.8576	5.0235	11.754	1.0000	1.7816	4.7813	11.080	1.3543	0.8916	0.9645	1.9757
k17	53.324	32.752	17.633	9.9719	4026.4	2198.2	1413.3	1114.6	6348.7	3576.6	2332.9	1765.64	51.450	169781	62551	42360
k18	12.781	12.311	10.042	7.4255	886.22	690.13	775.18	821.29	500.47	451.78	579.91	693.86	12.874	3581.5	4205.9	6232.6
k19	48.113	31.863	17.482	9.9105	18487	7783.5	3847.1	2200.2	23323	11927	5940.5	3363.2	47.224	1.68 × 106	657026	332503
k20	1.5541	1.5977	1.6503	1.6900	13.289	18.158	24.384	29.878	13.402	18.218	23.693	28.901	1.5655	60.356	103.77	162.26
k21	8.8484	5.7353	3.8388	2.8034	2721.4	844.08	452.91	279.76	2814.1	1153.8	594.42	342.32	9.0037	114158	38549	19912
k22	2.6661	2.5780	2.4410	2.3454	37.427	42.912	46.447	47.778	42.514	45.249	47.903	46.487	2.6867	379.74	445.29	453.98
k23	0.9898	0.9774	0.9516	0.9071	1.0049	1.0049	1.0048	1.0045	1.0050	1.0049	1.0049	1.005	0.9899	1.0050	1.0050	1.0050
k24	3.3019	3.5103	3.7106	3.7494	141.32	125.63	152.87	181.82	104.28	94.350	111.25	122.79	3.3814	1106.3	1254.0	1174.4
k25	0.9285	0.8875	0.8423	0.8346	1.0043	1.0038	1.0028	1.0010	1.0045	1.0041	1.0032	1.0018	0.9294	1.0050	1.0050	1.0049
k26	48.113	31.863	17.482	9.9105	18487	7783.5	3847.1	2200.2	23323	11927	5940.5	3363.2	47.224	1.68 × 106	657026	332503
k27	0.9391	0.9260	0.8955	0.8634	0.9773	0.9772	0.9770	0.9768	0.9774	0.9773	0.9772	0.9771	0.9396	0.9775	0.9775	0.9775
k28	4.3552	6.6814	6.6748	4.8400	1.6317	5.1811	16.118	31.174	1.7398	5.4603	16.558	29.800	4.3194	1.0890	2.0904	9.3466
k29	1.3444	1.4884	1.6597	1.8171	2.0773	4.3448	9.4107	16.822	2.0633	4.4806	9.2616	16.343	1.3625	2.3298	6.5353	20.132
k30	1.6515	1.8536	2.0909	2.3270	3.5331	7.7800	15.297	24.783	3.7202	8.1887	15.315	23.851	1.6628	5.6281	16.159	46.381
k31	1.6207	1.7786	1.9675	2.1293	3.4061	7.0313	14.017	23.099	3.4349	7.0622	13.717	21.659	1.6194	3.9860	11.585	33.270
k32	1.1043	1.2194	1.3684	1.5058	1.1926	2.0176	4.6313	9.2964	1.1770	2.1001	4.4973	9.1353	1.1222	1.1568	2.3355	6.7258
k33	1.5526	1.6618	1.7997	1.8992	3.6727	8.5836	16.372	24.135	3.7248	8.4636	15.346	22.700	1.5766	5.4379	14.803	40.039
k34	1.0052	1.0821	1.1800	1.2754	0.9314	1.2115	2.1140	3.8994	0.9294	1.1790	2.1143	3.9048	1.0077	0.9111	0.9919	1.5646
k35	1.2670	1.3379	1.4223	1.4894	1.6266	3.4960	7.7132	13.257	1.5455	3.1921	7.0919	12.1988	1.2750	1.2246	2.6049	7.2451
k36	2.7759	3.4093	4.1146	4.6011	4.5154	9.5250	18.057	28.121	5.1463	10.474	18.234	27.009	2.7911	6.7313	15.691	41.221
k37	2.4277	2.8167	2.6945	2.6088	11.206	16.915	30.688	36.894	10.130	15.533	26.615	31.220	2.5424	18.609	47.203	88.016
k38	1.6094	1.6846	1.7951	1.9042	6.6968	10.621	17.494	24.775	6.5935	10.523	16.316	23.028	1.6277	10.816	21.930	45.811
k39	8.8484	5.7353	3.8388	2.8034	2721.4	844.08	452.91	279.76	2814.1	1153.8	594.42	342.32	9.0037	114158	38549	19912
k40	1.2498	1.4246	1.6246	1.8267	0.9184	1.0268	2.2413	6.4241	0.9258	0.9774	1.8785	5.1803	1.2566	0.9717	0.9292	0.9076