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

Figure 4

Estimated MSEs for sigma = 1, , and different values of rho and sample size. (a), sigma = 1, d = 0.5, and rho = 0.70. (b), sigma = 1, d = 0.5, and rho = 0.80. (c), sigma = 1, d = 0.5, and rho = 0.90. (d), sigma = 1, d = 0.5, and rho = 0.99.

(a)

(b)

(c)

(d)