Modified Robust Ridge M-Estimators in Two-Parameter Ridge Regression Model

Table 15

Estimated MSE for n = 100, , and 20% outlier in the y-direction.

Correlation (δ^2)	Error variance (σ2)	OLS	M	RE	MRE	M1	TRME1	MTPM1	MTPM2	MTPM3	TRME2	MTPM4	MTPM5	MTPM6
0.85	0.1	3.2451	0.0253	2.7555	0.0203	0.0198	0.0173	0.0133	0.0134	0.0141	0.0114	0.0133	0.0133	0.0134
	1	3.2509	0.0346	2.7591	0.0201	0.0189	0.0076	0.0041	0.0041	0.0047	0.0056	0.0041	0.0041	0.0041
	5	3.4173	0.4886	2.8446	0.2264	0.2042	0.1099	0.0765	0.0813	0.1237	0.1068	0.077	0.0788	0.0814
	10	3.8593	1.9541	3.0336	0.9563	0.8704	0.547	0.4315	0.4649	0.6705	0.5311	0.4344	0.4469	0.4638
0.95	0.1	9.3741	0.0312	7.8276	0.0197	0.0188	0.0088	0.0058	0.0056	0.0076	0.0053	0.0058	0.0058	0.0057
	1	9.3873	0.0676	7.8342	0.0304	0.0277	0.0066	0.0021	0.0022	0.0116	0.0048	0.0021	0.0021	0.0021
	5	9.847	1.4819	8.0207	0.6893	0.6234	0.3324	0.2351	0.3129	0.576	0.3881	0.2372	0.2609	0.296
	10	11.3908	5.951	8.6758	2.8854	2.6214	1.5357	1.1631	1.6898	2.5681	1.8101	1.1803	1.3608	1.5744
0.99	0.1	46.4089	0.129	37.4722	0.0879	0.0828	0.0702	0.0652	0.0713	0.0839	0.0801	0.0652	0.0666	0.0691
	1	46.4645	0.3853	37.4911	0.2299	0.2131	0.1648	0.1452	0.1820	0.2131	0.1879	0.1454	0.1538	0.1668
	5	49.1191	8.1003	38.5063	4.1501	3.783	2.4759	1.9925	3.6376	3.4776	2.8234	2.0099	2.6322	3.1064
	10	56.8298	31.572	41.4607	15.7501	14.3453	8.9881	7.0750	13.9437	12.5323	10.1609	7.2163	10.8469	12.3447
0.999	0.1	464.2142	0.7394	359.9263	0.3234	0.2896	0.1319	0.0779	0.2865	0.2568	0.1186	0.0780	0.1203	0.1793
	1	464.8062	3.0143	359.8676	1.3679	1.2316	0.6496	0.4420	1.2111	0.9862	0.6321	0.4432	0.7364	0.9597
	5	491.269	77.486	369.5471	37.6975	34.0229	19.8836	15.0287	30.0781	23.7421	20.0757	15.2075	29.5357	30.8367
	10	569.9381	305.4332	398.1864	148.8783	134.5564	80.6066	61.1582	111.231	92.1612	81.2925	62.5972	120.4841	119.1042