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

Table 3

Estimated MSE values of the OLSE, RRE, MRRE, LE, and MLE when n = 50.

Estimators	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	3.46E − 05	0.003874	0.333639	3.46E − 05	0.003874	0.333639	3.46E − 05	0.003874	0.333639
RRE	2.52E − 05	0.003185	0.311938	3.14E − 05	0.003145	0.319639	3.08E − 05	0.002959	0.297564
MRRE	1.57E − 05	1.98E − 03	1.87E − 01	1.95E − 05	1.95E − 03	1.99E − 01	1.91E − 05	1.84E − 03	2.37E − 01
	ρ = 0.9
OLS	7.76E − 05	0.007438	0.719922	7.76E − 05	0.007438	0.719922	7.76E − 05	0.007438	0.719922
RRE	6.79E − 05	0.006505	0.629549	6.26E − 05	0.006321	0.629699	5.89E − 05	0.00608	0.579048
MRRE	4.22E − 05	4.04E − 03	3.78E − 01	3.89E − 05	3.93E − 03	3.91E − 01	3.66E − 05	3.78E − 03	4.61E − 01
	ρ = 0.99
OLS	0.004043	0.408836	40.89173	0.004043	0.408836	40.89173	0.004043	0.408836	40.89173
RRE	0.002534	0.26822	24.79705	0.001099	0.109383	10.50059	0.00064	0.062891	6.359499
MRRE	0.001571	0.166296	15.37417	0.000681	0.067817	6.510364	0.000397	0.038992	3.942889
Estimators	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
OLS	3.46E − 05	0.003874	0.333639	3.46E − 05	0.003874	0.333639	3.46E − 05	0.003874	0.333639
LE	3.15E − 05	2.02E − 03	1.92E − 01	2.97E − 05	2.00E − 03	2.11E − 01	3.03E − 05	2.18E − 03	1.96E − 01
MLE	1.96E − 05	1.25E − 03	1.20E − 01	1.85E − 05	1.25E − 03	1.31E − 01	1.88E − 05	1.35E − 03	1.22E − 01
	ρ = 0.9
OLS	7.76E − 05	0.007438	0.719922	7.76E − 05	0.007438	0.719922	7.76E − 05	0.007438	0.719922
LE	4.75E − 05	3.31E − 03	3.30E − 01	4.66E − 05	3.43E − 03	3.23E − 01	4.25E − 05	3.39E − 03	3.43E − 01
MLE	2.95E − 05	2.05E − 03	1.98E − 01	2.89E − 05	2.13E − 03	2.01E − 01	2.64E − 05	2.11E − 03	2.73E − 01
	ρ = 0.99
OLS	0.004043	0.408836	40.89173	0.004043	0.408836	40.89173	0.004043	0.408836	40.89173
LE	4.45E − 05	3.00E − 03	2.79E − 01	6.72E − 05	5.84E − 03	5.25E − 01	1.00E − 04	8.96E − 03	9.42E − 01
MLE	2.76E − 05	1.86E − 03	1.68E − 01	4.17E − 05	3.63E − 03	3.26E − 01	6.22E − 05	5.57E − 03	7.50E − 01