Research Article
Modified Robust Ridge M-Estimators in Two-Parameter Ridge Regression Model
Table 2
Estimated MSE for
n = 50,
, and 10% outlier in the
y-direction.
| Correlation (δ2) | Error variance (σ2) | OLS | M | RE | MRE | M1 | TRME1 | MTPM1 | MTPM2 | MTPM3 | TRME2 | MTPM4 | MTPM5 | MTPM6 |
| 0.85 | 0.1 | 0.7585 | 0.0307 | 0.2913 | 0.0280 | 0.0274 | 0.0296 | 0.0251 | 0.0269 | 0.0305 | 0.0249 | 0.0255 | 0.0263 | 0.0271 | 1 | 0.7609 | 0.0344 | 0.2929 | 0.0264 | 0.0256 | 0.0273 | 0.0236 | 0.0240 | 0.0256 | 0.0214 | 0.0236 | 0.0238 | 0.0240 | 5 | 0.8413 | 0.1519 | 0.3525 | 0.0554 | 0.0503 | 0.0404 | 0.0302 | 0.0316 | 0.0399 | 0.0241 | 0.0303 | 0.0308 | 0.0313 | 10 | 1.1015 | 0.5261 | 0.5286 | 0.1806 | 0.1635 | 0.1351 | 0.0954 | 0.1060 | 0.1487 | 0.0710 | 0.0960 | 0.0989 | 0.1023 |
| 0.95 | 0.1 | 1.3792 | 0.0322 | 0.3545 | 0.0264 | 0.0256 | 0.0282 | 0.0215 | 0.0229 | 0.0286 | 0.0228 | 0.0216 | 0.0221 | 0.0229 | 1 | 1.3922 | 0.0411 | 0.3660 | 0.0257 | 0.0245 | 0.0233 | 0.0189 | 0.0195 | 0.0233 | 0.0188 | 0.0190 | 0.0192 | 0.0195 | 5 | 1.6427 | 0.3583 | 0.5588 | 0.1269 | 0.1141 | 0.0921 | 0.0552 | 0.0711 | 0.1229 | 0.0574 | 0.0557 | 0.0602 | 0.0665 | 10 | 2.4292 | 1.3496 | 1.0185 | 0.4754 | 0.4299 | 0.3539 | 0.2224 | 0.3183 | 0.4887 | 0.2289 | 0.2257 | 0.2545 | 0.2882 |
| 0.99 | 0.1 | 4.6979 | 0.0500 | 1.3155 | 0.0382 | 0.0369 | 0.0384 | 0.0330 | 0.0359 | 0.0393 | 0.0348 | 0.0331 | 0.0337 | 0.0351 | 1 | 4.7376 | 0.1024 | 1.3298 | 0.0631 | 0.0604 | 0.0610 | 0.0490 | 0.0570 | 0.0628 | 0.0526 | 0.0491 | 0.0507 | 0.0538 | 5 | 6.0250 | 1.7027 | 1.9035 | 0.7320 | 0.6728 | 0.6155 | 0.3970 | 0.6860 | 0.6729 | 0.4576 | 0.4005 | 0.4770 | 0.5607 | 10 | 9.7760 | 6.3620 | 3.6970 | 2.5692 | 2.3461 | 2.0915 | 1.3364 | 2.5054 | 2.2630 | 1.5449 | 1.3606 | 1.7775 | 2.0897 |
| 0.999 | 0.1 | 39.3635 | 0.2032 | 11.3236 | 0.1081 | 0.1015 | 0.0993 | 0.0738 | 0.1099 | 0.0837 | 0.0833 | 0.0739 | 0.0784 | 0.0858 | 1 | 39.7880 | 0.7061 | 11.4896 | 0.3210 | 0.2949 | 0.2736 | 0.1776 | 0.3275 | 0.2496 | 0.2088 | 0.1778 | 0.2029 | 0.2431 | 5 | 53.4644 | 16.2923 | 16.6556 | 6.6495 | 5.9977 | 5.3450 | 3.1234 | 6.2694 | 5.1622 | 3.8264 | 3.1480 | 4.5246 | 5.4647 | 10 | 94.6233 | 65.2268 | 35.3048 | 26.3465 | 23.7320 | 21.2039 | 12.3585 | 23.8011 | 20.5982 | 15.0928 | 12.5423 | 19.6824 | 22.2968 |
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