Research Article

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

Table 8

EMSE, when and .

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

MLE3.39 × 108731116102508345901.84 × 1074307437652531019156.1667.55128.62114.1701.18 × 10149.02 × 1092.84 × 1074.90 × 106
k11.40 × 107101986220579562.91.35 × 10666100172588612.937.51817.4228.09404.48927.32 × 1095.69 × 1075.07 × 1061.11 × 106
k21.14063.764919.75176.2491.39255.677926.01572.7174.164410.92016.24012.2470.95921.29305.353236.012
k30.95801.04971.42342.77800.98271.22912.14155.04871.70652.04012.48702.84870.97020.95930.95861.0372
k42883934251.01821.31040.1200862161.91069.2765.992.75892.17381.73581.41993.02 × 108772774162177765.6
k5863641821.22022.73414.43394.0638.35831.391480.71.44531.57301.80702.07632.90 × 1071783862381.53068.9
k62.77 × 10746214296656341223.88 × 1063130787314030631124.6762.12727.86314.0171.49 × 10102.33 × 1082.45 × 1074.80 × 106
k71.99 × 10739308791034334752.45 × 106255790685332994799.64356.02826.73213.7379.13 × 1091.58 × 1082.02 × 1074.52 × 106
k81.00050.99030.96690.97320.99910.98710.96120.98680.98791.07211.11431.16141.00391.00321.00090.9942
k91.92 × 10736306189118334602.46 × 106237071663912944098.89753.70926.71513.7769.41 × 1091.53 × 1081.96 × 1074.48 × 106
k10177.39100.46125.35175.59112.5491.160109.32137.952.00091.95311.82871.73999844.9602.81549.01669.70
k110.99460.97931.00251.57260.99110.97181.02181.84411.04921.12611.19341.33321.00361.00150.99420.9782
k120.99460.97931.00251.57260.99110.97181.02181.84411.04921.12611.19341.33321.00361.00150.99420.9782
k136.266614.40036.34281.8266.358614.64734.21665.3381.17301.23611.31281.41899.968712.33534.035100.17
k140.96381.04181.63434.42340.95791.09972.05336.13571.09921.16111.23111.35570.99350.97410.96071.1241
k1512.66422.97546.40692.550113.04023.24844.06574.9881.36281.45971.56441.684538.91539.11176.145164.41
k160.96531.04431.68514.70640.95891.09492.09656.49611.09601.16061.23481.36510.99500.97680.96091.1101
k1790451731961108006680.336287136724117318203.6139.1461.27328.02814.1277.62 × 1074.71 × 106974954331625
k18701190268222320619398444521033712083128309.401510.41210.4308.27123.27 × 1081.03 × 1064673477468
k191.92 × 10736305889118334602.46 × 106237070663912944098.96153.75626.77613.8369.41 × 1091.53 × 1081.96 × 1074.48 × 106
k2033.06427.16740.47064.98921.45824.81538.27556.8651.14111.18141.19071.1953576.7976.856100.46171.86
k211.91 × 106242237015.73439.0256078158155127.62867.511.8336.16513.40572.27123.77 × 1098.64 × 106897729228358
k22230.93123.20144.61196.60150.62112.94128.16154.312.42272.24272.01691.879414206819.47696.51813.54
k231.00411.00411.00411.00411.00411.00411.00411.00410.99490.99000.96870.94861.00411.00411.00411.0041
k241069591844.12025.63453.93494.1643.57834.861475.71.44561.57771.81192.08202.98 × 1071928182385.63053.8
k251.00411.00411.00401.00391.00411.00411.00401.00390.96060.95060.93910.96101.00411.00411.00411.0041
k261.92 × 10736305889118334602.46 × 106237070663912944098.96153.75626.77613.8369.41 × 1091.53 × 1081.96 × 1074.48 × 106
k270.96730.96730.96730.96720.96730.96730.96730.96720.94300.93430.91630.90630.96730.96730.96730.9673
k281.06331.55984.010616.1391.14862.13066.754626.64512.43617.33612.9557.54260.99161.06651.40073.2204
k291.23641.89643.997510.8421.32882.21835.028013.1681.08641.15001.19831.26651.05001.30612.09935.2311
k302.32163.76368.5759923.1472.44314.563310.69326.5431.20181.30571.43101.61322.92902.81465.618915.288
k312.40163.68528.339922.9912.40414.34319.922525.3691.18351.27231.35241.51113.06102.42384.447412.465
k320.98621.10001.51213.09340.99891.16011.77303.91851.00271.06331.09311.12800.97070.99471.09001.6124
k331.63094.868314.83739.9102.01015.892717.09838.2841.20331.28891.42221.57991.12072.12087.055726.358
k340.97450.98971.17202.08620.96790.99991.30212.56910.98801.04871.06981.09720.99840.98520.97191.0631
k351.03891.82885.144116.0981.09212.07726.019116.7611.07411.11731.13551.15810.98771.01381.41854.0864
k363.56284.10058.175920.4503.62255.677811.97727.7122.71383.89135.05285.549225.0705.34967.982215.820
k377.098034.70647.776109.338.307321.60146.87595.9112.81022.87513.04963.05294.51968.765869.44793.459
k3811.97212.57921.95043.6728.986711.61121.91039.8801.21311.26451.34021.4504128.2014.84519.27236.893
k391.91 × 106242237015.73439.0256078158155127.62867.511.8336.16513.40572.27123.77 × 1098.64 × 106897729228358
k400.99320.97691.01141.73080.98880.96881.03832.00201.05871.13341.21091.39551.00351.00070.99180.9722