A New Ridge-Type Estimator for the Linear Regression Model: Simulations and Applications

Figure 2

Estimated MSEs for n = 30, sigma = 1, 10, rho = 0.90, 0.99, and different values of k = d. (a) n = 30, , sigma = 1, and rho = 0.90. (b) n = 30, , sigma = 10, and rho = 0.90. (c) n = 30, , sigma = 1, and rho = 0.99. (d) n = 30, , sigma = 10, and rho = 0.99.

(a)

(b)

(c)

(d)