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

Figure 6

Estimated MSEs for n = 100, , 7, d = 0.5, sigma = 5, and different values of rho. (a) n = 30, , sigma = 5, and d = 0.5. (b) n = 30, , sigma = 5, and d = 0.5. (c) n = 100, , sigma = 5, and d = 0.5. (d) n = 100, , sigma = 5, and d = 0.5.

(a)

(b)

(c)

(d)