A Modified New Two-Parameter Estimator in a Linear Regression Model

Table 5

Estimated MSE values of the OLSE, RRE, MRRE, LE, and MLE when n = 100.

	ρ = 0.85
	k = 0.01			k = 0.05			k = 0.1
	= 0.01	= 0.1	= 1	= 0.01	= 0.1	= 1	= 0.01	= 0.1	= 1
OLS	0.00578	0.54722	0.57255	0.00578	0.547223	0.57255	0.005784	0.547223	0.572553
RRE	1.77E − 05	0.00176	0.16786	1.77E − 05	0.001679	0.16908	1.66E − 05	0.001789	0.174567
MRRE	1.63E − 05	0.0017	0.07039	7.42E − 06	0.000254	0.07131	8.04E − 06	0.000848	0.066346
	ρ = 0.9
OLS	9.19887	8.5034	8.50041	9.19887	8.5034	8.50041	9.198873	8.5034	8.500411
RRE	3.68E − 05	0.0034	0.34013	3.36E − 05	0.00349	0.34198	3.31E − 05	0.003399	0.326526
MRRE	2.76E − 05	2.55E − 03	2.55E − 01	2.52E − 05	2.62E − 03	2.56E − 01	2.48E − 05	2.55E − 03	2.45E − 01
	ρ = 0.99
OLS	1.80265	171.595	169.891	1.80265	171.595	169.891	1.802645	171.595	169.8914
RRE	0.00188	0.19934	18.4294	0.00082	0.081294	7.80411	0.000476	0.046741	4.726424
MRRE	0.00117	0.12359	11.4262	0.00051	0.050402	4.83855	0.000295	0.028979	2.930383
Sigma	ρ = 0.85
	d = 0.01			d = 0.05			d = 0.1
	0.01	0.1	1	0.01	0.1	1	0.01	0.1	1
OLSE	0.00578	0.54722	0.57255	0.00578	0.547223	0.57255	0.005784	0.547223	0.572553
LE	2.34E − 05	1.50E − 03	1.43E − 01	2.21E − 05	1.49E − 03	1.57E − 01	2.25E − 05	1.62E − 03	1.46E − 01
MLE	1.45E − 05	9.32E − 04	8.88E − 02	1.37E − 05	9.25E − 04	9.75E − 02	1.40E − 05	1.01E − 03	9.07E − 02
	ρ = 0.9
OLSE	9.19887	8.5034	8.50041	9.19887	8.5034	8.50041	9.198873	8.5034	8.500411
LE	3.53E − 05	2.46E − 03	2.45E − 01	3.46E − 05	2.55E − 03	2.40E − 01	3.16E − 05	2.52E − 03	2.55E − 01
MLE	2.19E − 05	1.53E − 03	1.47E − 01	2.15E − 05	1.58E − 03	1.49E − 01	1.96E − 05	1.57E − 03	2.03E − 01
	ρ = 0.99
OLSE	1.80265	171.595	169.891	1.80265	171.595	169.891	1.802645	171.595	169.8914
LE	3.31E − 05	2.23E − 03	2.08E − 01	4.99E − 05	4.34E − 03	3.90E − 01	7.44E − 05	6.66E − 03	7.00E − 01
MLE	2.05E − 05	1.39E − 03	1.25E − 01	3.10E − 05	2.70E − 03	2.42E − 01	4.62E − 05	4.14E − 03	5.57E − 01