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

Figure 3

Estimated MSEs for n = 30, d = 0.5, and different values of rho and sigma. (a) n = 30, , d = 0.5, and rho = 0.70. (b) n = 30, , d = 0.5, and rho = 0.80. (c) n = 30, , d = 0.5, and rho = 0.90. (d) n = 30, , d = 0.5, and rho = 0.99.

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