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 | 3.39 × 108 | 731116 | 102508 | 34590 | 1.84 × 107 | 430743 | 76525 | 31019 | 156.16 | 67.551 | 28.621 | 14.170 | 1.18 × 1014 | 9.02 × 109 | 2.84 × 107 | 4.90 × 106 | k1 | 1.40 × 107 | 101986 | 22057 | 9562.9 | 1.35 × 106 | 66100 | 17258 | 8612.9 | 37.518 | 17.422 | 8.0940 | 4.4892 | 7.32 × 109 | 5.69 × 107 | 5.07 × 106 | 1.11 × 106 | k2 | 1.1406 | 3.7649 | 19.751 | 76.249 | 1.3925 | 5.6779 | 26.015 | 72.717 | 4.1644 | 10.920 | 16.240 | 12.247 | 0.9592 | 1.2930 | 5.3532 | 36.012 | k3 | 0.9580 | 1.0497 | 1.4234 | 2.7780 | 0.9827 | 1.2291 | 2.1415 | 5.0487 | 1.7065 | 2.0401 | 2.4870 | 2.8487 | 0.9702 | 0.9593 | 0.9586 | 1.0372 | k4 | 288393 | 4251.0 | 1821.3 | 1040.1 | 20086 | 2161.9 | 1069.2 | 765.99 | 2.7589 | 2.1738 | 1.7358 | 1.4199 | 3.02 × 108 | 772774 | 16217 | 7765.6 | k5 | 86364 | 1821.2 | 2022.7 | 3414.4 | 3394.0 | 638.35 | 831.39 | 1480.7 | 1.4453 | 1.5730 | 1.8070 | 2.0763 | 2.90 × 107 | 178386 | 2381.5 | 3068.9 | k6 | 2.77 × 107 | 462142 | 96656 | 34122 | 3.88 × 106 | 313078 | 73140 | 30631 | 124.67 | 62.127 | 27.863 | 14.017 | 1.49 × 1010 | 2.33 × 108 | 2.45 × 107 | 4.80 × 106 | k7 | 1.99 × 107 | 393087 | 91034 | 33475 | 2.45 × 106 | 255790 | 68533 | 29947 | 99.643 | 56.028 | 26.732 | 13.737 | 9.13 × 109 | 1.58 × 108 | 2.02 × 107 | 4.52 × 106 | k8 | 1.0005 | 0.9903 | 0.9669 | 0.9732 | 0.9991 | 0.9871 | 0.9612 | 0.9868 | 0.9879 | 1.0721 | 1.1143 | 1.1614 | 1.0039 | 1.0032 | 1.0009 | 0.9942 | k9 | 1.92 × 107 | 363061 | 89118 | 33460 | 2.46 × 106 | 237071 | 66391 | 29440 | 98.897 | 53.709 | 26.715 | 13.776 | 9.41 × 109 | 1.53 × 108 | 1.96 × 107 | 4.48 × 106 | k10 | 177.39 | 100.46 | 125.35 | 175.59 | 112.54 | 91.160 | 109.32 | 137.95 | 2.0009 | 1.9531 | 1.8287 | 1.7399 | 9844.9 | 602.81 | 549.01 | 669.70 | k11 | 0.9946 | 0.9793 | 1.0025 | 1.5726 | 0.9911 | 0.9718 | 1.0218 | 1.8441 | 1.0492 | 1.1261 | 1.1934 | 1.3332 | 1.0036 | 1.0015 | 0.9942 | 0.9782 | k12 | 0.9946 | 0.9793 | 1.0025 | 1.5726 | 0.9911 | 0.9718 | 1.0218 | 1.8441 | 1.0492 | 1.1261 | 1.1934 | 1.3332 | 1.0036 | 1.0015 | 0.9942 | 0.9782 | k13 | 6.2666 | 14.400 | 36.342 | 81.826 | 6.3586 | 14.647 | 34.216 | 65.338 | 1.1730 | 1.2361 | 1.3128 | 1.4189 | 9.9687 | 12.335 | 34.035 | 100.17 | k14 | 0.9638 | 1.0418 | 1.6343 | 4.4234 | 0.9579 | 1.0997 | 2.0533 | 6.1357 | 1.0992 | 1.1611 | 1.2311 | 1.3557 | 0.9935 | 0.9741 | 0.9607 | 1.1241 | k15 | 12.664 | 22.975 | 46.406 | 92.5501 | 13.040 | 23.248 | 44.065 | 74.988 | 1.3628 | 1.4597 | 1.5644 | 1.6845 | 38.915 | 39.111 | 76.145 | 164.41 | k16 | 0.9653 | 1.0443 | 1.6851 | 4.7064 | 0.9589 | 1.0949 | 2.0965 | 6.4961 | 1.0960 | 1.1606 | 1.2348 | 1.3651 | 0.9950 | 0.9768 | 0.9609 | 1.1101 | k17 | 904517 | 31961 | 10800 | 6680.3 | 362871 | 36724 | 11731 | 8203.6 | 139.14 | 61.273 | 28.028 | 14.127 | 7.62 × 107 | 4.71 × 106 | 974954 | 331625 | k18 | 701190 | 26822 | 23206 | 19398 | 44452 | 10337 | 12083 | 12830 | 9.4015 | 10.412 | 10.430 | 8.2712 | 3.27 × 108 | 1.03 × 106 | 46734 | 77468 | k19 | 1.92 × 107 | 363058 | 89118 | 33460 | 2.46 × 106 | 237070 | 66391 | 29440 | 98.961 | 53.756 | 26.776 | 13.836 | 9.41 × 109 | 1.53 × 108 | 1.96 × 107 | 4.48 × 106 | k20 | 33.064 | 27.167 | 40.470 | 64.989 | 21.458 | 24.815 | 38.275 | 56.865 | 1.1411 | 1.1814 | 1.1907 | 1.1953 | 576.79 | 76.856 | 100.46 | 171.86 | k21 | 1.91 × 106 | 24223 | 7015.7 | 3439.0 | 256078 | 15815 | 5127.6 | 2867.5 | 11.833 | 6.1651 | 3.4057 | 2.2712 | 3.77 × 109 | 8.64 × 106 | 897729 | 228358 | k22 | 230.93 | 123.20 | 144.61 | 196.60 | 150.62 | 112.94 | 128.16 | 154.31 | 2.4227 | 2.2427 | 2.0169 | 1.8794 | 14206 | 819.47 | 696.51 | 813.54 | k23 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | 0.9949 | 0.9900 | 0.9687 | 0.9486 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | k24 | 106959 | 1844.1 | 2025.6 | 3453.9 | 3494.1 | 643.57 | 834.86 | 1475.7 | 1.4456 | 1.5777 | 1.8119 | 2.0820 | 2.98 × 107 | 192818 | 2385.6 | 3053.8 | k25 | 1.0041 | 1.0041 | 1.0040 | 1.0039 | 1.0041 | 1.0041 | 1.0040 | 1.0039 | 0.9606 | 0.9506 | 0.9391 | 0.9610 | 1.0041 | 1.0041 | 1.0041 | 1.0041 | k26 | 1.92 × 107 | 363058 | 89118 | 33460 | 2.46 × 106 | 237070 | 66391 | 29440 | 98.961 | 53.756 | 26.776 | 13.836 | 9.41 × 109 | 1.53 × 108 | 1.96 × 107 | 4.48 × 106 | k27 | 0.9673 | 0.9673 | 0.9673 | 0.9672 | 0.9673 | 0.9673 | 0.9673 | 0.9672 | 0.9430 | 0.9343 | 0.9163 | 0.9063 | 0.9673 | 0.9673 | 0.9673 | 0.9673 | k28 | 1.0633 | 1.5598 | 4.0106 | 16.139 | 1.1486 | 2.1306 | 6.7546 | 26.645 | 12.436 | 17.336 | 12.955 | 7.5426 | 0.9916 | 1.0665 | 1.4007 | 3.2204 | k29 | 1.2364 | 1.8964 | 3.9975 | 10.842 | 1.3288 | 2.2183 | 5.0280 | 13.168 | 1.0864 | 1.1500 | 1.1983 | 1.2665 | 1.0500 | 1.3061 | 2.0993 | 5.2311 | k30 | 2.3216 | 3.7636 | 8.57599 | 23.147 | 2.4431 | 4.5633 | 10.693 | 26.543 | 1.2018 | 1.3057 | 1.4310 | 1.6132 | 2.9290 | 2.8146 | 5.6189 | 15.288 | k31 | 2.4016 | 3.6852 | 8.3399 | 22.991 | 2.4041 | 4.3431 | 9.9225 | 25.369 | 1.1835 | 1.2723 | 1.3524 | 1.5111 | 3.0610 | 2.4238 | 4.4474 | 12.465 | k32 | 0.9862 | 1.1000 | 1.5121 | 3.0934 | 0.9989 | 1.1601 | 1.7730 | 3.9185 | 1.0027 | 1.0633 | 1.0931 | 1.1280 | 0.9707 | 0.9947 | 1.0900 | 1.6124 | k33 | 1.6309 | 4.8683 | 14.837 | 39.910 | 2.0101 | 5.8927 | 17.098 | 38.284 | 1.2033 | 1.2889 | 1.4222 | 1.5799 | 1.1207 | 2.1208 | 7.0557 | 26.358 | k34 | 0.9745 | 0.9897 | 1.1720 | 2.0862 | 0.9679 | 0.9999 | 1.3021 | 2.5691 | 0.9880 | 1.0487 | 1.0698 | 1.0972 | 0.9984 | 0.9852 | 0.9719 | 1.0631 | k35 | 1.0389 | 1.8288 | 5.1441 | 16.098 | 1.0921 | 2.0772 | 6.0191 | 16.761 | 1.0741 | 1.1173 | 1.1355 | 1.1581 | 0.9877 | 1.0138 | 1.4185 | 4.0864 | k36 | 3.5628 | 4.1005 | 8.1759 | 20.450 | 3.6225 | 5.6778 | 11.977 | 27.712 | 2.7138 | 3.8913 | 5.0528 | 5.5492 | 25.070 | 5.3496 | 7.9822 | 15.820 | k37 | 7.0980 | 34.706 | 47.776 | 109.33 | 8.3073 | 21.601 | 46.875 | 95.911 | 2.8102 | 2.8751 | 3.0496 | 3.0529 | 4.5196 | 8.7658 | 69.447 | 93.459 | k38 | 11.972 | 12.579 | 21.950 | 43.672 | 8.9867 | 11.611 | 21.910 | 39.880 | 1.2131 | 1.2645 | 1.3402 | 1.4504 | 128.20 | 14.845 | 19.272 | 36.893 | k39 | 1.91 × 106 | 24223 | 7015.7 | 3439.0 | 256078 | 15815 | 5127.6 | 2867.5 | 11.833 | 6.1651 | 3.4057 | 2.2712 | 3.77 × 109 | 8.64 × 106 | 897729 | 228358 | k40 | 0.9932 | 0.9769 | 1.0114 | 1.7308 | 0.9888 | 0.9688 | 1.0383 | 2.0020 | 1.0587 | 1.1334 | 1.2109 | 1.3955 | 1.0035 | 1.0007 | 0.9918 | 0.9722 |
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