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

Figure 5

Estimated MSEs for n = 100, d = 0.5, sigma = 5, and different values of rho and . (a) n = 100, sigma = 5, d = 0.5, and rho = 0.70. (b) n = 100, sigma = 5, d = 0.5, and rho = 0.80. (c) n = 100, sigma = 5, d = 0.5, and rho = 0.90. (d) n = 100, sigma = 5, d = 0.5, and rho = 0.99.

(a)

(b)

(c)

(d)